ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 16-Mar-2016
Day Change Summary
Previous Current
15-Mar-2016 16-Mar-2016 Change Change % Previous Week
Open 128-270 128-270 0-000 0.0% 129-185
High 129-075 129-165 0-090 0.2% 130-030
Low 128-245 128-165 -0-080 -0.2% 128-210
Close 128-275 129-095 0-140 0.3% 128-255
Range 0-150 1-000 0-170 113.3% 1-140
ATR 0-209 0-217 0-008 3.8% 0-000
Volume 18,635 18,235 -400 -2.1% 92,019
Daily Pivots for day following 16-Mar-2016
Classic Woodie Camarilla DeMark
R4 132-035 131-225 129-271
R3 131-035 130-225 129-183
R2 130-035 130-035 129-154
R1 129-225 129-225 129-124 129-290
PP 129-035 129-035 129-035 129-068
S1 128-225 128-225 129-066 128-290
S2 128-035 128-035 129-036
S3 127-035 127-225 129-007
S4 126-035 126-225 128-239
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
5 129-250 128-165 1-085 1.0% 0-200 0.5% 62% False True 12,406
10 130-030 128-165 1-185 1.2% 0-187 0.5% 50% False True 20,586
20 131-255 128-165 3-090 2.5% 0-196 0.5% 24% False True 657,815
40 133-015 128-025 4-310 3.8% 0-226 0.5% 25% False False 1,139,640
60 133-015 125-140 7-195 5.9% 0-216 0.5% 51% False False 1,097,418
80 133-015 125-090 7-245 6.0% 0-211 0.5% 52% False False 1,075,549
100 133-015 125-010 8-005 6.2% 0-199 0.5% 53% False False 861,952
120 133-015 125-010 8-005 6.2% 0-187 0.5% 53% False False 718,338
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 133-245
2.618 132-043
1.618 131-043
1.000 130-165
0.618 130-043
HIGH 129-165
0.618 129-043
0.500 129-005
0.382 128-287
LOW 128-165
0.618 127-287
1.000 127-165
1.618 126-287
2.618 125-287
4.250 124-085
Fisher Pivots for day following 16-Mar-2016
Pivot 1 day 3 day
R1 129-065 129-065
PP 129-035 129-035
S1 129-005 129-005

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

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