ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 02-Mar-2016
Day Change Summary
Previous Current
01-Mar-2016 02-Mar-2016 Change Change % Previous Week
Open 130-305 130-000 -0-305 -0.7% 130-275
High 131-070 130-055 -1-015 -0.8% 131-255
Low 129-315 129-190 -0-125 -0.3% 130-115
Close 130-000 129-240 -0-080 -0.2% 130-240
Range 1-075 0-185 -0-210 -53.2% 1-140
ATR 0-249 0-245 -0-005 -1.8% 0-000
Volume 154,089 94,725 -59,364 -38.5% 9,781,642
Daily Pivots for day following 02-Mar-2016
Classic Woodie Camarilla DeMark
R4 131-183 131-077 130-022
R3 130-318 130-212 129-291
R2 130-133 130-133 129-274
R1 130-027 130-027 129-257 129-308
PP 129-268 129-268 129-268 129-249
S1 129-162 129-162 129-223 129-122
S2 129-083 129-083 129-206
S3 128-218 128-297 129-189
S4 128-033 128-112 129-138
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
5 131-190 129-190 2-000 1.5% 0-186 0.4% 8% False True 809,516
10 131-255 129-190 2-065 1.7% 0-206 0.5% 7% False True 1,295,044
20 133-015 129-190 3-145 2.7% 0-247 0.6% 5% False True 1,560,304
40 133-015 126-005 7-010 5.4% 0-239 0.6% 53% False False 1,497,000
60 133-015 125-090 7-245 6.0% 0-221 0.5% 58% False False 1,273,200
80 133-015 125-010 8-005 6.2% 0-206 0.5% 59% False False 1,074,747
100 133-015 125-010 8-005 6.2% 0-194 0.5% 59% False False 859,925
120 133-015 125-010 8-005 6.2% 0-172 0.4% 59% False False 716,623
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-201
2.618 131-219
1.618 131-034
1.000 130-240
0.618 130-169
HIGH 130-055
0.618 129-304
0.500 129-282
0.382 129-261
LOW 129-190
0.618 129-076
1.000 129-005
1.618 128-211
2.618 128-026
4.250 127-044
Fisher Pivots for day following 02-Mar-2016
Pivot 1 day 3 day
R1 129-282 130-130
PP 129-268 130-060
S1 129-254 129-310

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

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