ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 12-Feb-2016
Day Change Summary
Previous Current
11-Feb-2016 12-Feb-2016 Change Change % Previous Week
Open 131-120 131-165 0-045 0.1% 129-290
High 132-205 131-190 -1-015 -0.8% 132-205
Low 131-105 130-200 -0-225 -0.5% 129-235
Close 131-210 130-220 -0-310 -0.7% 130-220
Range 1-100 0-310 -0-110 -26.2% 2-290
ATR 0-222 0-230 0-008 3.5% 0-000
Volume 48,375 38,481 -9,894 -20.5% 186,119
Daily Pivots for day following 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 133-280 133-080 131-071
R3 132-290 132-090 130-305
R2 131-300 131-300 130-277
R1 131-100 131-100 130-248 131-045
PP 130-310 130-310 130-310 130-283
S1 130-110 130-110 130-192 130-055
S2 130-000 130-000 130-163
S3 129-010 129-120 130-135
S4 128-020 128-130 130-049
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 139-237 138-038 132-091
R3 136-267 135-068 131-156
R2 133-297 133-297 131-070
R1 132-098 132-098 130-305 133-037
PP 131-007 131-007 131-007 131-136
S1 129-128 129-128 130-135 130-068
S2 128-037 128-037 130-050
S3 125-067 126-158 129-284
S4 122-097 123-188 129-029
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-205 129-235 2-290 2.2% 0-309 0.7% 33% False False 37,223
10 132-205 128-210 3-315 3.0% 0-264 0.6% 51% False False 26,533
20 132-205 127-165 5-040 3.9% 0-208 0.5% 62% False False 16,417
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 0-054
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-228
2.618 134-042
1.618 133-052
1.000 132-180
0.618 132-062
HIGH 131-190
0.618 131-072
0.500 131-035
0.382 130-318
LOW 130-200
0.618 130-008
1.000 129-210
1.618 129-018
2.618 128-028
4.250 126-162
Fisher Pivots for day following 12-Feb-2016
Pivot 1 day 3 day
R1 131-035 131-185
PP 130-310 131-090
S1 130-265 130-315

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

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