ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 03-Mar-2016
Day Change Summary
Previous Current
02-Mar-2016 03-Mar-2016 Change Change % Previous Week
Open 130-000 129-265 -0-055 -0.1% 130-275
High 130-055 130-015 -0-040 -0.1% 131-255
Low 129-190 129-200 0-010 0.0% 130-115
Close 129-240 129-295 0-055 0.1% 130-240
Range 0-185 0-135 -0-050 -27.0% 1-140
ATR 0-245 0-237 -0-008 -3.2% 0-000
Volume 94,725 24,369 -70,356 -74.3% 9,781,642
Daily Pivots for day following 03-Mar-2016
Classic Woodie Camarilla DeMark
R4 131-042 130-303 130-049
R3 130-227 130-168 130-012
R2 130-092 130-092 130-000
R1 130-033 130-033 129-307 130-062
PP 129-277 129-277 129-277 129-291
S1 129-218 129-218 129-283 129-248
S2 129-142 129-142 129-270
S3 129-007 129-083 129-258
S4 128-192 128-268 129-221
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
5 131-070 129-190 1-200 1.3% 0-165 0.4% 20% False False 363,023
10 131-255 129-190 2-065 1.7% 0-194 0.5% 15% False False 1,163,946
20 133-015 129-190 3-145 2.7% 0-239 0.6% 10% False False 1,461,580
40 133-015 126-075 6-260 5.2% 0-239 0.6% 54% False False 1,473,856
60 133-015 125-125 7-210 5.9% 0-219 0.5% 59% False False 1,246,586
80 133-015 125-010 8-005 6.2% 0-206 0.5% 61% False False 1,075,052
100 133-015 125-010 8-005 6.2% 0-193 0.5% 61% False False 860,169
120 133-015 125-010 8-005 6.2% 0-173 0.4% 61% False False 716,826
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 131-269
2.618 131-048
1.618 130-233
1.000 130-150
0.618 130-098
HIGH 130-015
0.618 129-283
0.500 129-268
0.382 129-252
LOW 129-200
0.618 129-117
1.000 129-065
1.618 128-302
2.618 128-167
4.250 127-266
Fisher Pivots for day following 03-Mar-2016
Pivot 1 day 3 day
R1 129-286 130-130
PP 129-277 130-078
S1 129-268 130-027

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

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