ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 08-Feb-2016
Day Change Summary
Previous Current
05-Feb-2016 08-Feb-2016 Change Change % Previous Week
Open 129-295 129-290 -0-005 0.0% 129-040
High 130-030 130-265 0-235 0.6% 130-080
Low 129-145 129-235 0-090 0.2% 128-210
Close 129-280 130-265 0-305 0.7% 129-280
Range 0-205 1-030 0-145 70.7% 1-190
ATR 0-184 0-196 0-012 6.5% 0-000
Volume 11,200 13,968 2,768 24.7% 79,219
Daily Pivots for day following 08-Feb-2016
Classic Woodie Camarilla DeMark
R4 133-238 133-122 131-137
R3 132-208 132-092 131-041
R2 131-178 131-178 131-009
R1 131-062 131-062 130-297 131-120
PP 130-148 130-148 130-148 130-177
S1 130-032 130-032 130-233 130-090
S2 129-118 129-118 130-201
S3 128-088 129-002 130-169
S4 127-058 127-292 130-073
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 134-120 133-230 130-240
R3 132-250 132-040 130-100
R2 131-060 131-060 130-053
R1 130-170 130-170 130-007 130-275
PP 129-190 129-190 129-190 129-243
S1 128-300 128-300 129-233 129-085
S2 128-000 128-000 129-187
S3 126-130 127-110 129-140
S4 124-260 125-240 129-000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-265 128-300 1-285 1.4% 0-248 0.6% 100% True False 17,368
10 130-265 127-280 2-305 2.3% 0-203 0.5% 100% True False 12,851
20 130-265 126-135 4-130 3.4% 0-181 0.4% 100% True False 8,097
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 0-045
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 135-152
2.618 133-221
1.618 132-191
1.000 131-295
0.618 131-161
HIGH 130-265
0.618 130-131
0.500 130-090
0.382 130-049
LOW 129-235
0.618 129-019
1.000 128-205
1.618 127-309
2.618 126-279
4.250 125-028
Fisher Pivots for day following 08-Feb-2016
Pivot 1 day 3 day
R1 130-207 130-188
PP 130-148 130-112
S1 130-090 130-035

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

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