ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 28-Jan-2016
Day Change Summary
Previous Current
27-Jan-2016 28-Jan-2016 Change Change % Previous Week
Open 128-120 128-075 -0-045 -0.1% 127-245
High 128-130 128-165 0-035 0.1% 128-215
Low 127-280 128-010 0-050 0.1% 127-165
Close 128-115 128-165 0-050 0.1% 127-280
Range 0-170 0-155 -0-015 -8.8% 1-050
ATR 0-159 0-159 0-000 -0.2% 0-000
Volume 7,757 14,471 6,714 86.6% 22,488
Daily Pivots for day following 28-Jan-2016
Classic Woodie Camarilla DeMark
R4 129-258 129-207 128-250
R3 129-103 129-052 128-208
R2 128-268 128-268 128-193
R1 128-217 128-217 128-179 128-242
PP 128-113 128-113 128-113 128-126
S1 128-062 128-062 128-151 128-088
S2 127-278 127-278 128-137
S3 127-123 127-227 128-122
S4 126-288 127-072 128-080
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 131-157 130-268 128-164
R3 130-107 129-218 128-062
R2 129-057 129-057 128-028
R1 128-168 128-168 127-314 128-273
PP 128-007 128-007 128-007 128-059
S1 127-118 127-118 127-246 127-222
S2 126-277 126-277 127-212
S3 125-227 126-068 127-178
S4 124-177 125-018 127-076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-165 127-230 0-255 0.6% 0-134 0.3% 100% True False 6,098
10 128-215 127-085 1-130 1.1% 0-143 0.3% 89% False False 5,525
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-184
2.618 129-251
1.618 129-096
1.000 129-000
0.618 128-261
HIGH 128-165
0.618 128-106
0.500 128-088
0.382 128-069
LOW 128-010
0.618 127-234
1.000 127-175
1.618 127-079
2.618 126-244
4.250 125-311
Fisher Pivots for day following 28-Jan-2016
Pivot 1 day 3 day
R1 128-139 128-131
PP 128-113 128-097
S1 128-088 128-062

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

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