ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 04-Mar-2016
Day Change Summary
Previous Current
03-Mar-2016 04-Mar-2016 Change Change % Previous Week
Open 129-130 129-135 0-005 0.0% 130-125
High 129-205 129-210 0-005 0.0% 130-270
Low 129-065 128-295 -0-090 -0.2% 128-295
Close 129-165 129-030 -0-135 -0.3% 129-030
Range 0-140 0-235 0-095 67.9% 1-295
ATR 0-226 0-227 0-001 0.3% 0-000
Volume 1,137,434 1,584,094 446,660 39.3% 7,022,216
Daily Pivots for day following 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 131-137 130-318 129-159
R3 130-222 130-083 129-095
R2 129-307 129-307 129-073
R1 129-168 129-168 129-052 129-120
PP 129-072 129-072 129-072 129-048
S1 128-253 128-253 129-008 128-205
S2 128-157 128-157 128-307
S3 127-242 128-018 128-285
S4 127-007 127-103 128-221
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 135-123 134-052 130-048
R3 133-148 132-077 129-199
R2 131-173 131-173 129-143
R1 130-102 130-102 129-086 129-310
PP 129-198 129-198 129-198 129-142
S1 128-127 128-127 128-294 128-015
S2 127-223 127-223 128-237
S3 125-248 126-152 128-181
S4 123-273 124-177 128-012
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-270 128-295 1-295 1.5% 0-217 0.5% 9% False True 1,404,443
10 131-140 128-295 2-165 1.9% 0-201 0.5% 7% False True 1,283,157
20 132-205 128-295 3-230 2.9% 0-235 0.6% 5% False True 670,329
40 132-205 126-040 6-165 5.0% 0-199 0.5% 46% False False 338,605
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132-249
2.618 131-185
1.618 130-270
1.000 130-125
0.618 130-035
HIGH 129-210
0.618 129-120
0.500 129-092
0.382 129-065
LOW 128-295
0.618 128-150
1.000 128-060
1.618 127-235
2.618 127-000
4.250 125-256
Fisher Pivots for day following 04-Mar-2016
Pivot 1 day 3 day
R1 129-092 129-112
PP 129-072 129-085
S1 129-051 129-058

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

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