ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 23-Feb-2016
Day Change Summary
Previous Current
22-Feb-2016 23-Feb-2016 Change Change % Previous Week
Open 130-160 130-160 0-000 0.0% 130-205
High 130-175 130-255 0-080 0.2% 130-280
Low 130-055 129-315 -0-060 -0.1% 129-260
Close 130-130 130-180 0-050 0.1% 130-165
Range 0-120 0-260 0-140 116.7% 1-020
ATR 0-223 0-225 0-003 1.2% 0-000
Volume 464,524 1,187,683 723,159 155.7% 377,693
Daily Pivots for day following 23-Feb-2016
Classic Woodie Camarilla DeMark
R4 132-283 132-172 131-003
R3 132-023 131-232 130-252
R2 131-083 131-083 130-228
R1 130-292 130-292 130-204 131-028
PP 130-143 130-143 130-143 130-171
S1 130-032 130-032 130-156 130-088
S2 129-203 129-203 130-132
S3 128-263 129-092 130-108
S4 128-003 128-152 130-037
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% 0-229 0.5% 71% False False 395,274
10 132-205 129-260 2-265 2.2% 0-251 0.6% 27% False False 220,205
20 132-205 127-280 4-245 3.7% 0-227 0.5% 56% False False 116,528
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-053
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 134-080
2.618 132-296
1.618 132-036
1.000 131-195
0.618 131-096
HIGH 130-255
0.618 130-156
0.500 130-125
0.382 130-094
LOW 129-315
0.618 129-154
1.000 129-055
1.618 128-214
2.618 127-274
4.250 126-170
Fisher Pivots for day following 23-Feb-2016
Pivot 1 day 3 day
R1 130-162 130-166
PP 130-143 130-152
S1 130-125 130-138

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

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