ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 18-Mar-2016
Day Change Summary
Previous Current
17-Mar-2016 18-Mar-2016 Change Change % Previous Week
Open 129-170 129-200 0-030 0.1% 128-265
High 129-295 129-295 0-000 0.0% 129-295
Low 129-160 129-200 0-040 0.1% 128-165
Close 129-180 129-275 0-095 0.2% 129-275
Range 0-135 0-095 -0-040 -29.6% 1-130
ATR 0-216 0-209 -0-007 -3.3% 0-000
Volume 6,409 11,426 5,017 78.3% 60,601
Daily Pivots for day following 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 130-222 130-183 130-007
R3 130-127 130-088 129-301
R2 130-032 130-032 129-292
R1 129-313 129-313 129-284 130-012
PP 129-257 129-257 129-257 129-266
S1 129-218 129-218 129-266 129-238
S2 129-162 129-162 129-258
S3 129-067 129-123 129-249
S4 128-292 129-028 129-223
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 133-208 133-052 130-202
R3 132-078 131-242 130-079
R2 130-268 130-268 130-038
R1 130-112 130-112 129-316 130-190
PP 129-138 129-138 129-138 129-178
S1 128-302 128-302 129-234 129-060
S2 128-008 128-008 129-192
S3 126-198 127-172 129-151
S4 125-068 126-042 129-028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-295 128-165 1-130 1.1% 0-161 0.4% 96% True False 12,120
10 130-030 128-165 1-185 1.2% 0-174 0.4% 85% False False 15,262
20 131-255 128-165 3-090 2.5% 0-185 0.4% 41% False False 525,918
40 133-015 128-025 4-310 3.8% 0-218 0.5% 36% False False 1,044,140
60 133-015 125-140 7-195 5.9% 0-214 0.5% 58% False False 1,075,142
80 133-015 125-090 7-245 6.0% 0-211 0.5% 59% False False 1,070,552
100 133-015 125-010 8-005 6.2% 0-199 0.5% 60% False False 862,113
120 133-015 125-010 8-005 6.2% 0-188 0.5% 60% False False 718,487
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 131-059
2.618 130-224
1.618 130-129
1.000 130-070
0.618 130-034
HIGH 129-295
0.618 129-259
0.500 129-248
0.382 129-236
LOW 129-200
0.618 129-141
1.000 129-105
1.618 129-046
2.618 128-271
4.250 128-116
Fisher Pivots for day following 18-Mar-2016
Pivot 1 day 3 day
R1 129-266 129-207
PP 129-257 129-138
S1 129-248 129-070

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

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