ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 01-Mar-2016
Day Change Summary
Previous Current
29-Feb-2016 01-Mar-2016 Change Change % Previous Week
Open 130-250 130-305 0-055 0.1% 130-275
High 131-000 131-070 0-070 0.2% 131-255
Low 130-210 129-315 -0-215 -0.5% 130-115
Close 130-290 130-000 -0-290 -0.7% 130-240
Range 0-110 1-075 0-285 259.1% 1-140
ATR 0-238 0-249 0-011 4.7% 0-000
Volume 264,215 154,089 -110,126 -41.7% 9,781,642
Daily Pivots for day following 01-Mar-2016
Classic Woodie Camarilla DeMark
R4 134-033 133-092 130-217
R3 132-278 132-017 130-109
R2 131-203 131-203 130-072
R1 130-262 130-262 130-036 130-195
PP 130-128 130-128 130-128 130-095
S1 129-187 129-187 129-284 129-120
S2 129-053 129-053 129-248
S3 127-298 128-112 129-211
S4 126-223 127-037 129-103
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 135-090 134-145 131-173
R3 133-270 133-005 131-046
R2 132-130 132-130 131-004
R1 131-185 131-185 130-282 131-088
PP 130-310 130-310 130-310 130-261
S1 130-045 130-045 130-198 129-268
S2 129-170 129-170 130-156
S3 128-030 128-225 130-114
S4 126-210 127-085 129-307
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-255 129-315 1-260 1.4% 0-207 0.5% 1% False True 1,302,294
10 131-255 129-315 1-260 1.4% 0-220 0.5% 1% False True 1,433,903
20 133-015 129-085 3-250 2.9% 0-253 0.6% 19% False False 1,626,590
40 133-015 125-245 7-090 5.6% 0-241 0.6% 58% False False 1,522,599
60 133-015 125-090 7-245 6.0% 0-226 0.5% 61% False False 1,296,872
80 133-015 125-010 8-005 6.2% 0-205 0.5% 62% False False 1,073,563
100 133-015 125-010 8-005 6.2% 0-194 0.5% 62% False False 858,978
120 133-015 125-010 8-005 6.2% 0-170 0.4% 62% False False 715,833
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 136-149
2.618 134-144
1.618 133-069
1.000 132-145
0.618 131-314
HIGH 131-070
0.618 130-239
0.500 130-192
0.382 130-146
LOW 129-315
0.618 129-071
1.000 128-240
1.618 127-316
2.618 126-241
4.250 124-236
Fisher Pivots for day following 01-Mar-2016
Pivot 1 day 3 day
R1 130-192 130-192
PP 130-128 130-128
S1 130-064 130-064

These figures are updated between 7pm and 10pm EST after a trading day.

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