ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 08-Mar-2016
Day Change Summary
Previous Current
07-Mar-2016 08-Mar-2016 Change Change % Previous Week
Open 129-185 129-120 -0-065 -0.2% 130-250
High 129-185 130-030 0-165 0.4% 131-070
Low 129-085 129-120 0-035 0.1% 129-110
Close 129-110 129-295 0-185 0.4% 129-160
Range 0-100 0-230 0-130 130.0% 1-280
ATR 0-226 0-227 0-001 0.4% 0-000
Volume 44,401 17,757 -26,644 -60.0% 584,109
Daily Pivots for day following 08-Mar-2016
Classic Woodie Camarilla DeMark
R4 131-305 131-210 130-102
R3 131-075 130-300 130-038
R2 130-165 130-165 130-017
R1 130-070 130-070 129-316 130-118
PP 129-255 129-255 129-255 129-279
S1 129-160 129-160 129-274 129-208
S2 129-025 129-025 129-253
S3 128-115 128-250 129-232
S4 127-205 128-020 129-168
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 135-207 134-143 130-170
R3 133-247 132-183 130-005
R2 131-287 131-287 129-270
R1 130-223 130-223 129-215 130-115
PP 130-007 130-007 130-007 129-272
S1 128-263 128-263 129-105 128-155
S2 128-047 128-047 129-050
S3 126-087 126-303 128-315
S4 124-127 125-023 128-150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-055 129-085 0-290 0.7% 0-175 0.4% 72% False False 45,592
10 131-255 129-085 2-170 1.9% 0-191 0.5% 26% False False 673,943
20 133-015 129-085 3-250 2.9% 0-226 0.5% 17% False False 1,205,960
40 133-015 126-315 6-020 4.7% 0-234 0.6% 48% False False 1,369,761
60 133-015 125-125 7-210 5.9% 0-219 0.5% 59% False False 1,197,613
80 133-015 125-090 7-245 6.0% 0-205 0.5% 60% False False 1,076,227
100 133-015 125-010 8-005 6.2% 0-196 0.5% 61% False False 861,255
120 133-015 125-010 8-005 6.2% 0-178 0.4% 61% False False 717,733
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 133-048
2.618 131-312
1.618 131-082
1.000 130-260
0.618 130-172
HIGH 130-030
0.618 129-262
0.500 129-235
0.382 129-208
LOW 129-120
0.618 128-298
1.000 128-210
1.618 128-068
2.618 127-158
4.250 126-102
Fisher Pivots for day following 08-Mar-2016
Pivot 1 day 3 day
R1 129-275 129-269
PP 129-255 129-243
S1 129-235 129-218

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

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