ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 14-Mar-2016
Day Change Summary
Previous Current
11-Mar-2016 14-Mar-2016 Change Change % Previous Week
Open 129-020 128-265 -0-075 -0.2% 129-185
High 129-045 129-015 -0-030 -0.1% 130-030
Low 128-210 128-230 0-020 0.0% 128-210
Close 128-255 128-280 0-025 0.1% 128-255
Range 0-155 0-105 -0-050 -32.3% 1-140
ATR 0-222 0-214 -0-008 -3.8% 0-000
Volume 7,750 5,896 -1,854 -23.9% 92,019
Daily Pivots for day following 14-Mar-2016
Classic Woodie Camarilla DeMark
R4 129-277 129-223 129-018
R3 129-172 129-118 128-309
R2 129-067 129-067 128-299
R1 129-013 129-013 128-290 129-040
PP 128-282 128-282 128-282 128-295
S1 128-228 128-228 128-270 128-255
S2 128-177 128-177 128-261
S3 128-072 128-123 128-251
S4 127-287 128-018 128-222
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 133-158 132-187 129-188
R3 132-018 131-047 129-062
R2 130-198 130-198 129-019
R1 129-227 129-227 128-297 129-142
PP 129-058 129-058 129-058 129-016
S1 128-087 128-087 128-213 128-002
S2 127-238 127-238 128-171
S3 126-098 126-267 128-128
S4 124-278 125-127 128-002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-030 128-210 1-140 1.1% 0-188 0.5% 15% False False 10,702
10 131-070 128-210 2-180 2.0% 0-198 0.5% 9% False False 41,780
20 131-255 128-210 3-045 2.4% 0-198 0.5% 7% False False 809,195
40 133-015 127-260 5-075 4.1% 0-227 0.6% 20% False False 1,223,373
60 133-015 125-125 7-210 5.9% 0-215 0.5% 46% False False 1,129,928
80 133-015 125-090 7-245 6.0% 0-208 0.5% 46% False False 1,075,673
100 133-015 125-010 8-005 6.2% 0-197 0.5% 48% False False 861,591
120 133-015 125-010 8-005 6.2% 0-183 0.4% 48% False False 718,031
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 130-141
2.618 129-290
1.618 129-185
1.000 129-120
0.618 129-080
HIGH 129-015
0.618 128-295
0.500 128-282
0.382 128-270
LOW 128-230
0.618 128-165
1.000 128-125
1.618 128-060
2.618 127-275
4.250 127-104
Fisher Pivots for day following 14-Mar-2016
Pivot 1 day 3 day
R1 128-282 129-070
PP 128-282 129-033
S1 128-281 128-317

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

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