ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 11-Feb-2016
Day Change Summary
Previous Current
10-Feb-2016 11-Feb-2016 Change Change % Previous Week
Open 130-275 131-120 0-165 0.4% 129-040
High 131-110 132-205 1-095 1.0% 130-080
Low 130-165 131-105 0-260 0.6% 128-210
Close 131-030 131-210 0-180 0.4% 129-280
Range 0-265 1-100 0-155 58.5% 1-190
ATR 0-201 0-222 0-021 10.5% 0-000
Volume 41,849 48,375 6,526 15.6% 79,219
Daily Pivots for day following 11-Feb-2016
Classic Woodie Camarilla DeMark
R4 135-260 135-015 132-121
R3 134-160 133-235 132-006
R2 133-060 133-060 131-287
R1 132-135 132-135 131-249 132-258
PP 131-280 131-280 131-280 132-021
S1 131-035 131-035 131-172 131-158
S2 130-180 130-180 131-133
S3 129-080 129-255 131-095
S4 127-300 128-155 130-299
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
5 132-205 129-145 3-060 2.4% 0-288 0.7% 69% True False 31,767
10 132-205 128-200 4-005 3.1% 0-250 0.6% 75% True False 23,675
20 132-205 127-085 5-120 4.1% 0-196 0.5% 82% True False 14,600
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 0-052
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 138-070
2.618 136-025
1.618 134-245
1.000 133-305
0.618 133-145
HIGH 132-205
0.618 132-045
0.500 131-315
0.382 131-265
LOW 131-105
0.618 130-165
1.000 130-005
1.618 129-065
2.618 127-285
4.250 125-240
Fisher Pivots for day following 11-Feb-2016
Pivot 1 day 3 day
R1 131-315 131-202
PP 131-280 131-193
S1 131-245 131-185

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

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