ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 01-Mar-2016
Day Change Summary
Previous Current
29-Feb-2016 01-Mar-2016 Change Change % Previous Week
Open 130-125 130-175 0-050 0.1% 130-160
High 130-195 130-270 0-075 0.2% 131-140
Low 130-085 129-180 -0-225 -0.5% 129-315
Close 130-165 129-190 -0-295 -0.7% 130-120
Range 0-110 1-090 0-300 272.7% 1-145
ATR 0-223 0-236 0-013 6.0% 0-000
Volume 1,268,146 1,570,795 302,649 23.9% 5,809,362
Daily Pivots for day following 01-Mar-2016
Classic Woodie Camarilla DeMark
R4 133-270 133-000 130-096
R3 132-180 131-230 129-303
R2 131-090 131-090 129-265
R1 130-140 130-140 129-228 130-070
PP 130-000 130-000 130-000 129-285
S1 129-050 129-050 129-152 128-300
S2 128-230 128-230 129-115
S3 127-140 127-280 129-077
S4 126-050 126-190 128-284
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
5 131-140 129-180 1-280 1.4% 0-213 0.5% 2% False True 1,399,219
10 131-140 129-180 1-280 1.4% 0-221 0.5% 2% False True 897,247
20 132-205 128-300 3-225 2.9% 0-241 0.6% 18% False False 464,249
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 136-092
2.618 134-063
1.618 132-293
1.000 132-040
0.618 131-203
HIGH 130-270
0.618 130-113
0.500 130-065
0.382 130-017
LOW 129-180
0.618 128-247
1.000 128-090
1.618 127-157
2.618 126-067
4.250 124-038
Fisher Pivots for day following 01-Mar-2016
Pivot 1 day 3 day
R1 130-065 130-065
PP 130-000 130-000
S1 129-255 129-255

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

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