ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 22-Feb-2016
Day Change Summary
Previous Current
19-Feb-2016 22-Feb-2016 Change Change % Previous Week
Open 130-225 130-160 -0-065 -0.2% 130-205
High 130-280 130-175 -0-105 -0.3% 130-280
Low 130-085 130-055 -0-030 -0.1% 129-260
Close 130-165 130-130 -0-035 -0.1% 130-165
Range 0-195 0-120 -0-075 -38.5% 1-020
ATR 0-231 0-223 -0-008 -3.4% 0-000
Volume 116,649 464,524 347,875 298.2% 377,693
Daily Pivots for day following 22-Feb-2016
Classic Woodie Camarilla DeMark
R4 131-160 131-105 130-196
R3 131-040 130-305 130-163
R2 130-240 130-240 130-152
R1 130-185 130-185 130-141 130-153
PP 130-120 130-120 130-120 130-104
S1 130-065 130-065 130-119 130-033
S2 130-000 130-000 130-108
S3 129-200 129-265 130-097
S4 129-080 129-145 130-064
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 133-188 133-037 131-032
R3 132-168 132-017 130-258
R2 131-148 131-148 130-227
R1 130-317 130-317 130-196 130-222
PP 130-128 130-128 130-128 130-081
S1 129-297 129-297 130-134 129-202
S2 129-108 129-108 130-103
S3 128-088 128-277 130-071
S4 127-068 127-257 129-298
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-280 129-260 1-020 0.8% 0-211 0.5% 56% False False 168,443
10 132-205 129-235 2-290 2.2% 0-260 0.6% 23% False False 102,833
20 132-205 127-240 4-285 3.8% 0-221 0.5% 54% False False 57,258
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-049
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 132-045
2.618 131-169
1.618 131-049
1.000 130-295
0.618 130-249
HIGH 130-175
0.618 130-129
0.500 130-115
0.382 130-101
LOW 130-055
0.618 129-301
1.000 129-255
1.618 129-181
2.618 129-061
4.250 128-185
Fisher Pivots for day following 22-Feb-2016
Pivot 1 day 3 day
R1 130-125 130-130
PP 130-120 130-130
S1 130-115 130-130

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

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