ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 29-Jan-2016
Day Change Summary
Previous Current
28-Jan-2016 29-Jan-2016 Change Change % Previous Week
Open 128-075 128-200 0-125 0.3% 127-240
High 128-165 129-050 0-205 0.5% 129-050
Low 128-010 128-200 0-190 0.5% 127-240
Close 128-165 129-030 0-185 0.4% 129-030
Range 0-155 0-170 0-015 9.7% 1-130
ATR 0-159 0-162 0-003 2.1% 0-000
Volume 14,471 9,897 -4,574 -31.6% 37,613
Daily Pivots for day following 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 130-177 130-113 129-124
R3 130-007 129-263 129-077
R2 129-157 129-157 129-061
R1 129-093 129-093 129-046 129-125
PP 128-307 128-307 128-307 129-003
S1 128-243 128-243 129-014 128-275
S2 128-137 128-137 128-319
S3 127-287 128-073 128-303
S4 127-117 127-223 128-257
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 132-283 132-127 129-278
R3 131-153 130-317 129-154
R2 130-023 130-023 129-113
R1 129-187 129-187 129-071 129-265
PP 128-213 128-213 128-213 128-253
S1 128-057 128-057 128-309 128-135
S2 127-083 127-083 128-268
S3 125-273 126-247 128-226
S4 124-143 125-117 128-103
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-050 127-240 1-130 1.1% 0-147 0.4% 96% True False 7,522
10 129-050 127-165 1-205 1.3% 0-152 0.4% 96% True False 6,301
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-133
2.618 130-175
1.618 130-005
1.000 129-220
0.618 129-155
HIGH 129-050
0.618 128-305
0.500 128-285
0.382 128-265
LOW 128-200
0.618 128-095
1.000 128-030
1.618 127-245
2.618 127-075
4.250 126-117
Fisher Pivots for day following 29-Jan-2016
Pivot 1 day 3 day
R1 129-008 128-288
PP 128-307 128-227
S1 128-285 128-165

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

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