ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 24-Feb-2016
Day Change Summary
Previous Current
23-Feb-2016 24-Feb-2016 Change Change % Previous Week
Open 130-160 130-235 0-075 0.2% 130-205
High 130-255 131-140 0-205 0.5% 130-280
Low 129-315 130-170 0-175 0.4% 129-260
Close 130-180 130-200 0-020 0.0% 130-165
Range 0-260 0-290 0-030 11.5% 1-020
ATR 0-225 0-230 0-005 2.0% 0-000
Volume 1,187,683 1,420,814 233,131 19.6% 377,693
Daily Pivots for day following 24-Feb-2016
Classic Woodie Camarilla DeMark
R4 133-187 133-003 131-040
R3 132-217 132-033 130-280
R2 131-247 131-247 130-253
R1 131-063 131-063 130-227 131-010
PP 130-277 130-277 130-277 130-250
S1 130-093 130-093 130-173 130-040
S2 129-307 129-307 130-147
S3 129-017 129-123 130-120
S4 128-047 128-153 130-040
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
5 131-140 129-300 1-160 1.1% 0-223 0.5% 46% True False 659,214
10 132-205 129-260 2-265 2.2% 0-260 0.6% 29% False False 357,941
20 132-205 127-280 4-245 3.6% 0-237 0.6% 58% False False 187,408
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 135-092
2.618 133-259
1.618 132-289
1.000 132-110
0.618 131-319
HIGH 131-140
0.618 131-029
0.500 130-315
0.382 130-281
LOW 130-170
0.618 129-311
1.000 129-200
1.618 129-021
2.618 128-051
4.250 126-218
Fisher Pivots for day following 24-Feb-2016
Pivot 1 day 3 day
R1 130-315 130-228
PP 130-277 130-218
S1 130-238 130-209

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

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