ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 25-Feb-2016
Day Change Summary
Previous Current
24-Feb-2016 25-Feb-2016 Change Change % Previous Week
Open 130-235 130-180 -0-055 -0.1% 130-205
High 131-140 131-075 -0-065 -0.2% 130-280
Low 130-170 130-140 -0-030 -0.1% 129-260
Close 130-200 131-030 0-150 0.4% 130-165
Range 0-290 0-255 -0-035 -12.1% 1-020
ATR 0-230 0-232 0-002 0.8% 0-000
Volume 1,420,814 1,529,058 108,244 7.6% 377,693
Daily Pivots for day following 25-Feb-2016
Classic Woodie Camarilla DeMark
R4 133-100 133-000 131-170
R3 132-165 132-065 131-100
R2 131-230 131-230 131-077
R1 131-130 131-130 131-053 131-180
PP 130-295 130-295 130-295 131-000
S1 130-195 130-195 131-007 130-245
S2 130-040 130-040 130-303
S3 129-105 129-260 130-280
S4 128-170 129-005 130-210
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
5 131-140 129-315 1-145 1.1% 0-224 0.5% 76% False False 943,745
10 132-205 129-260 2-265 2.2% 0-259 0.6% 45% False False 506,662
20 132-205 128-010 4-195 3.5% 0-241 0.6% 66% False False 263,473
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 0-047
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-199
2.618 133-103
1.618 132-168
1.000 132-010
0.618 131-233
HIGH 131-075
0.618 130-298
0.500 130-268
0.382 130-237
LOW 130-140
0.618 129-302
1.000 129-205
1.618 129-047
2.618 128-112
4.250 127-016
Fisher Pivots for day following 25-Feb-2016
Pivot 1 day 3 day
R1 131-002 130-309
PP 130-295 130-268
S1 130-268 130-228

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

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