ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 03-Mar-2016
Day Change Summary
Previous Current
02-Mar-2016 03-Mar-2016 Change Change % Previous Week
Open 129-195 129-130 -0-065 -0.2% 130-160
High 129-250 129-205 -0-045 -0.1% 131-140
Low 129-060 129-065 0-005 0.0% 129-315
Close 129-110 129-165 0-055 0.1% 130-120
Range 0-190 0-140 -0-050 -26.3% 1-145
ATR 0-233 0-226 -0-007 -2.9% 0-000
Volume 1,461,747 1,137,434 -324,313 -22.2% 5,809,362
Daily Pivots for day following 03-Mar-2016
Classic Woodie Camarilla DeMark
R4 130-245 130-185 129-242
R3 130-105 130-045 129-204
R2 129-285 129-285 129-191
R1 129-225 129-225 129-178 129-255
PP 129-145 129-145 129-145 129-160
S1 129-085 129-085 129-152 129-115
S2 129-005 129-005 129-139
S3 128-185 128-265 129-126
S4 128-045 128-125 129-088
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
5 130-270 129-060 1-210 1.3% 0-170 0.4% 20% False False 1,329,081
10 131-140 129-060 2-080 1.7% 0-197 0.5% 15% False False 1,136,413
20 132-205 129-060 3-145 2.7% 0-231 0.6% 10% False False 592,029
40 132-205 126-000 6-205 5.1% 0-196 0.5% 53% False False 299,013
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 131-160
2.618 130-252
1.618 130-112
1.000 130-025
0.618 129-292
HIGH 129-205
0.618 129-152
0.500 129-135
0.382 129-118
LOW 129-065
0.618 128-298
1.000 128-245
1.618 128-158
2.618 128-018
4.250 127-110
Fisher Pivots for day following 03-Mar-2016
Pivot 1 day 3 day
R1 129-155 130-005
PP 129-145 129-272
S1 129-135 129-218

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

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