ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 10-Mar-2016
Day Change Summary
Previous Current
09-Mar-2016 10-Mar-2016 Change Change % Previous Week
Open 130-000 129-150 -0-170 -0.4% 130-250
High 130-000 129-250 -0-070 -0.2% 131-070
Low 129-140 128-300 -0-160 -0.4% 129-110
Close 129-155 129-020 -0-135 -0.3% 129-160
Range 0-180 0-270 0-090 50.0% 1-280
ATR 0-224 0-227 0-003 1.5% 0-000
Volume 10,596 11,515 919 8.7% 584,109
Daily Pivots for day following 10-Mar-2016
Classic Woodie Camarilla DeMark
R4 131-253 131-087 129-168
R3 130-303 130-137 129-094
R2 130-033 130-033 129-070
R1 129-187 129-187 129-045 129-135
PP 129-083 129-083 129-083 129-058
S1 128-237 128-237 128-315 128-185
S2 128-133 128-133 128-290
S3 127-183 127-287 128-266
S4 126-233 127-017 128-192
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
5 130-030 128-300 1-050 0.9% 0-201 0.5% 11% False True 26,196
10 131-070 128-300 2-090 1.8% 0-183 0.4% 5% False True 194,609
20 133-015 128-300 4-035 3.2% 0-224 0.5% 3% False True 1,018,322
40 133-015 127-135 5-200 4.4% 0-232 0.6% 29% False False 1,304,332
60 133-015 125-125 7-210 5.9% 0-219 0.5% 48% False False 1,163,539
80 133-015 125-090 7-245 6.0% 0-208 0.5% 49% False False 1,076,146
100 133-015 125-010 8-005 6.2% 0-196 0.5% 50% False False 861,455
120 133-015 125-010 8-005 6.2% 0-181 0.4% 50% False False 717,917
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 133-118
2.618 131-317
1.618 131-047
1.000 130-200
0.618 130-097
HIGH 129-250
0.618 129-147
0.500 129-115
0.382 129-083
LOW 128-300
0.618 128-133
1.000 128-030
1.618 127-183
2.618 126-233
4.250 125-112
Fisher Pivots for day following 10-Mar-2016
Pivot 1 day 3 day
R1 129-115 129-165
PP 129-083 129-117
S1 129-052 129-068

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

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