ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 09-Feb-2016
Day Change Summary
Previous Current
08-Feb-2016 09-Feb-2016 Change Change % Previous Week
Open 129-290 130-260 0-290 0.7% 129-040
High 130-265 131-080 0-135 0.3% 130-080
Low 129-235 130-200 0-285 0.7% 128-210
Close 130-265 130-280 0-015 0.0% 129-280
Range 1-030 0-200 -0-150 -42.9% 1-190
ATR 0-196 0-196 0-000 0.2% 0-000
Volume 13,968 43,446 29,478 211.0% 79,219
Daily Pivots for day following 09-Feb-2016
Classic Woodie Camarilla DeMark
R4 132-253 132-147 131-070
R3 132-053 131-267 131-015
R2 131-173 131-173 130-317
R1 131-067 131-067 130-298 131-120
PP 130-293 130-293 130-293 131-000
S1 130-187 130-187 130-262 130-240
S2 130-093 130-093 130-243
S3 129-213 129-307 130-225
S4 129-013 129-107 130-170
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
5 131-080 129-110 1-290 1.5% 0-240 0.6% 80% True False 21,331
10 131-080 127-280 3-120 2.6% 0-214 0.5% 89% True False 16,875
20 131-080 126-135 4-265 3.7% 0-184 0.4% 92% True False 10,220
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-047
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-290
2.618 132-284
1.618 132-084
1.000 131-280
0.618 131-204
HIGH 131-080
0.618 131-004
0.500 130-300
0.382 130-276
LOW 130-200
0.618 130-076
1.000 130-000
1.618 129-196
2.618 128-316
4.250 127-310
Fisher Pivots for day following 09-Feb-2016
Pivot 1 day 3 day
R1 130-300 130-224
PP 130-293 130-168
S1 130-287 130-112

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

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