ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 21-Mar-2016
Day Change Summary
Previous Current
18-Mar-2016 21-Mar-2016 Change Change % Previous Week
Open 129-200 129-285 0-085 0.2% 128-265
High 129-295 129-290 -0-005 0.0% 129-295
Low 129-200 129-165 -0-035 -0.1% 128-165
Close 129-275 129-175 -0-100 -0.2% 129-275
Range 0-095 0-125 0-030 31.6% 1-130
ATR 0-209 0-203 -0-006 -2.9% 0-000
Volume 11,426 4,171 -7,255 -63.5% 60,601
Daily Pivots for day following 21-Mar-2016
Classic Woodie Camarilla DeMark
R4 130-265 130-185 129-244
R3 130-140 130-060 129-209
R2 130-015 130-015 129-198
R1 129-255 129-255 129-186 129-232
PP 129-210 129-210 129-210 129-199
S1 129-130 129-130 129-164 129-108
S2 129-085 129-085 129-152
S3 128-280 129-005 129-141
S4 128-155 128-200 129-106
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% 0-165 0.4% 73% False False 11,775
10 130-030 128-165 1-185 1.2% 0-176 0.4% 65% False False 11,239
20 131-255 128-165 3-090 2.5% 0-185 0.4% 31% False False 463,452
40 133-015 128-070 4-265 3.7% 0-216 0.5% 28% False False 1,013,031
60 133-015 125-140 7-195 5.9% 0-214 0.5% 54% False False 1,066,589
80 133-015 125-090 7-245 6.0% 0-210 0.5% 55% False False 1,058,942
100 133-015 125-010 8-005 6.2% 0-199 0.5% 56% False False 862,142
120 133-015 125-010 8-005 6.2% 0-190 0.5% 56% False False 718,522
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-181
2.618 130-297
1.618 130-172
1.000 130-095
0.618 130-047
HIGH 129-290
0.618 129-242
0.500 129-228
0.382 129-213
LOW 129-165
0.618 129-088
1.000 129-040
1.618 128-283
2.618 128-158
4.250 127-274
Fisher Pivots for day following 21-Mar-2016
Pivot 1 day 3 day
R1 129-228 129-228
PP 129-210 129-210
S1 129-192 129-192

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

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