ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 09-Mar-2016
Day Change Summary
Previous Current
08-Mar-2016 09-Mar-2016 Change Change % Previous Week
Open 129-120 130-000 0-200 0.5% 130-250
High 130-030 130-000 -0-030 -0.1% 131-070
Low 129-120 129-140 0-020 0.0% 129-110
Close 129-295 129-155 -0-140 -0.3% 129-160
Range 0-230 0-180 -0-050 -21.7% 1-280
ATR 0-227 0-224 -0-003 -1.5% 0-000
Volume 17,757 10,596 -7,161 -40.3% 584,109
Daily Pivots for day following 09-Mar-2016
Classic Woodie Camarilla DeMark
R4 131-105 130-310 129-254
R3 130-245 130-130 129-204
R2 130-065 130-065 129-188
R1 129-270 129-270 129-172 129-238
PP 129-205 129-205 129-205 129-189
S1 129-090 129-090 129-138 129-058
S2 129-025 129-025 129-122
S3 128-165 128-230 129-106
S4 127-305 128-050 129-056
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
5 130-030 129-085 0-265 0.6% 0-174 0.4% 26% False False 28,766
10 131-190 129-085 2-105 1.8% 0-180 0.4% 9% False False 419,141
20 133-015 129-085 3-250 2.9% 0-224 0.5% 6% False False 1,106,838
40 133-015 126-315 6-020 4.7% 0-234 0.6% 41% False False 1,340,682
60 133-015 125-125 7-210 5.9% 0-220 0.5% 53% False False 1,184,693
80 133-015 125-090 7-245 6.0% 0-206 0.5% 54% False False 1,076,359
100 133-015 125-010 8-005 6.2% 0-195 0.5% 56% False False 861,340
120 133-015 125-010 8-005 6.2% 0-179 0.4% 56% False False 717,821
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-125
2.618 131-151
1.618 130-291
1.000 130-180
0.618 130-111
HIGH 130-000
0.618 129-251
0.500 129-230
0.382 129-209
LOW 129-140
0.618 129-029
1.000 128-280
1.618 128-169
2.618 127-309
4.250 127-015
Fisher Pivots for day following 09-Mar-2016
Pivot 1 day 3 day
R1 129-230 129-218
PP 129-205 129-197
S1 129-180 129-176

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

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