ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 02-Feb-2016
Day Change Summary
Previous Current
01-Feb-2016 02-Feb-2016 Change Change % Previous Week
Open 129-040 128-315 -0-045 -0.1% 127-240
High 129-090 129-220 0-130 0.3% 129-050
Low 128-210 128-300 0-090 0.2% 127-240
Close 128-220 129-195 0-295 0.7% 129-030
Range 0-200 0-240 0-040 20.0% 1-130
ATR 0-165 0-176 0-011 6.7% 0-000
Volume 6,347 23,627 17,280 272.3% 37,613
Daily Pivots for day following 02-Feb-2016
Classic Woodie Camarilla DeMark
R4 131-212 131-123 130-007
R3 130-292 130-203 129-261
R2 130-052 130-052 129-239
R1 129-283 129-283 129-217 130-008
PP 129-132 129-132 129-132 129-154
S1 129-043 129-043 129-173 129-088
S2 128-212 128-212 129-151
S3 127-292 128-123 129-129
S4 127-052 127-203 129-063
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
5 129-220 127-280 1-260 1.4% 0-187 0.5% 96% True False 12,419
10 129-220 127-230 1-310 1.5% 0-168 0.4% 96% True False 8,088
20 129-220 125-195 4-025 3.1% 0-147 0.4% 98% True False 5,005
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 132-280
2.618 131-208
1.618 130-288
1.000 130-140
0.618 130-048
HIGH 129-220
0.618 129-128
0.500 129-100
0.382 129-072
LOW 128-300
0.618 128-152
1.000 128-060
1.618 127-232
2.618 126-312
4.250 125-240
Fisher Pivots for day following 02-Feb-2016
Pivot 1 day 3 day
R1 129-163 129-147
PP 129-132 129-098
S1 129-100 129-050

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

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