ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 29-Feb-2016
Day Change Summary
Previous Current
26-Feb-2016 29-Feb-2016 Change Change % Previous Week
Open 130-290 130-125 -0-165 -0.4% 130-160
High 130-120 130-195 0-075 0.2% 131-140
Low 130-120 130-085 -0-035 -0.1% 129-315
Close 130-120 130-165 0-045 0.1% 130-120
Range 0-000 0-110 0-110 1-145
ATR 0-232 0-223 -0-009 -3.8% 0-000
Volume 1,207,283 1,268,146 60,863 5.0% 5,809,362
Daily Pivots for day following 29-Feb-2016
Classic Woodie Camarilla DeMark
R4 131-158 131-112 130-226
R3 131-048 131-002 130-195
R2 130-258 130-258 130-185
R1 130-212 130-212 130-175 130-235
PP 130-148 130-148 130-148 130-160
S1 130-102 130-102 130-155 130-125
S2 130-038 130-038 130-145
S3 129-248 129-312 130-135
S4 129-138 129-202 130-104
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 134-307 134-038 131-056
R3 133-162 132-213 130-248
R2 132-017 132-017 130-205
R1 131-068 131-068 130-163 130-290
PP 130-192 130-192 130-192 130-143
S1 129-243 129-243 130-077 129-145
S2 129-047 129-047 130-035
S3 127-222 128-098 129-312
S4 126-077 126-273 129-184
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% 0-183 0.4% 37% False False 1,322,596
10 131-140 129-260 1-200 1.2% 0-197 0.5% 43% False False 745,520
20 132-205 128-210 3-315 3.1% 0-230 0.6% 47% False False 386,026
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-022
2.618 131-163
1.618 131-053
1.000 130-305
0.618 130-263
HIGH 130-195
0.618 130-153
0.500 130-140
0.382 130-127
LOW 130-085
0.618 130-017
1.000 129-295
1.618 129-227
2.618 129-117
4.250 128-258
Fisher Pivots for day following 29-Feb-2016
Pivot 1 day 3 day
R1 130-157 130-240
PP 130-148 130-215
S1 130-140 130-190

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

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