ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 04-Feb-2016
Day Change Summary
Previous Current
03-Feb-2016 04-Feb-2016 Change Change % Previous Week
Open 129-225 129-165 -0-060 -0.1% 127-240
High 130-080 129-280 -0-120 -0.3% 129-050
Low 129-110 129-125 0-015 0.0% 127-240
Close 129-170 129-250 0-080 0.2% 129-030
Range 0-290 0-155 -0-135 -46.5% 1-130
ATR 0-184 0-182 -0-002 -1.1% 0-000
Volume 19,958 18,087 -1,871 -9.4% 37,613
Daily Pivots for day following 04-Feb-2016
Classic Woodie Camarilla DeMark
R4 131-043 130-302 130-015
R3 130-208 130-147 129-293
R2 130-053 130-053 129-278
R1 129-312 129-312 129-264 130-023
PP 129-218 129-218 129-218 129-234
S1 129-157 129-157 129-236 129-188
S2 129-063 129-063 129-222
S3 128-228 129-002 129-207
S4 128-073 128-167 129-165
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
5 130-080 128-200 1-200 1.3% 0-211 0.5% 71% False False 15,583
10 130-080 127-230 2-170 2.0% 0-172 0.4% 81% False False 10,840
20 130-080 126-040 4-040 3.2% 0-164 0.4% 89% False False 6,881
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 131-299
2.618 131-046
1.618 130-211
1.000 130-115
0.618 130-056
HIGH 129-280
0.618 129-221
0.500 129-202
0.382 129-184
LOW 129-125
0.618 129-029
1.000 128-290
1.618 128-194
2.618 128-039
4.250 127-106
Fisher Pivots for day following 04-Feb-2016
Pivot 1 day 3 day
R1 129-234 129-230
PP 129-218 129-210
S1 129-202 129-190

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

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