ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 10-Feb-2016
Day Change Summary
Previous Current
09-Feb-2016 10-Feb-2016 Change Change % Previous Week
Open 130-260 130-275 0-015 0.0% 129-040
High 131-080 131-110 0-030 0.1% 130-080
Low 130-200 130-165 -0-035 -0.1% 128-210
Close 130-280 131-030 0-070 0.2% 129-280
Range 0-200 0-265 0-065 32.5% 1-190
ATR 0-196 0-201 0-005 2.5% 0-000
Volume 43,446 41,849 -1,597 -3.7% 79,219
Daily Pivots for day following 10-Feb-2016
Classic Woodie Camarilla DeMark
R4 133-150 133-035 131-176
R3 132-205 132-090 131-103
R2 131-260 131-260 131-079
R1 131-145 131-145 131-054 131-203
PP 130-315 130-315 130-315 131-024
S1 130-200 130-200 131-006 130-258
S2 130-050 130-050 130-301
S3 129-105 129-255 130-277
S4 128-160 128-310 130-204
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
5 131-110 129-125 1-305 1.5% 0-235 0.6% 87% True False 25,710
10 131-110 128-010 3-100 2.5% 0-223 0.5% 92% True False 20,285
20 131-110 127-000 4-110 3.3% 0-183 0.4% 94% True False 12,286
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-057
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-276
2.618 133-164
1.618 132-219
1.000 132-055
0.618 131-274
HIGH 131-110
0.618 131-009
0.500 130-298
0.382 130-266
LOW 130-165
0.618 130-001
1.000 129-220
1.618 129-056
2.618 128-111
4.250 126-319
Fisher Pivots for day following 10-Feb-2016
Pivot 1 day 3 day
R1 131-013 130-291
PP 130-315 130-232
S1 130-298 130-173

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

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