ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 03-Feb-2016
Day Change Summary
Previous Current
02-Feb-2016 03-Feb-2016 Change Change % Previous Week
Open 128-315 129-225 0-230 0.6% 127-240
High 129-220 130-080 0-180 0.4% 129-050
Low 128-300 129-110 0-130 0.3% 127-240
Close 129-195 129-170 -0-025 -0.1% 129-030
Range 0-240 0-290 0-050 20.8% 1-130
ATR 0-176 0-184 0-008 4.6% 0-000
Volume 23,627 19,958 -3,669 -15.5% 37,613
Daily Pivots for day following 03-Feb-2016
Classic Woodie Camarilla DeMark
R4 132-137 131-283 130-010
R3 131-167 130-313 129-250
R2 130-197 130-197 129-223
R1 130-023 130-023 129-197 129-285
PP 129-227 129-227 129-227 129-198
S1 129-053 129-053 129-143 128-315
S2 128-257 128-257 129-117
S3 127-287 128-083 129-090
S4 126-317 127-113 129-011
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
5 130-080 128-010 2-070 1.7% 0-211 0.5% 68% True False 14,860
10 130-080 127-230 2-170 2.0% 0-177 0.4% 72% True False 9,131
20 130-080 126-000 4-080 3.3% 0-160 0.4% 83% True False 5,997
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 0-034
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 134-032
2.618 132-199
1.618 131-229
1.000 131-050
0.618 130-259
HIGH 130-080
0.618 129-289
0.500 129-255
0.382 129-221
LOW 129-110
0.618 128-251
1.000 128-140
1.618 127-281
2.618 126-311
4.250 125-158
Fisher Pivots for day following 03-Feb-2016
Pivot 1 day 3 day
R1 129-255 129-162
PP 129-227 129-153
S1 129-198 129-145

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

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