ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 09-Mar-2016
Day Change Summary
Previous Current
08-Mar-2016 09-Mar-2016 Change Change % Previous Week
Open 128-305 129-165 0-180 0.4% 130-125
High 129-225 129-185 -0-040 -0.1% 130-270
Low 128-290 129-000 0-030 0.1% 128-295
Close 129-160 129-020 -0-140 -0.3% 129-030
Range 0-255 0-185 -0-070 -27.5% 1-295
ATR 0-223 0-220 -0-003 -1.2% 0-000
Volume 1,139,012 1,064,437 -74,575 -6.5% 7,022,216
Daily Pivots for day following 09-Mar-2016
Classic Woodie Camarilla DeMark
R4 130-303 130-187 129-122
R3 130-118 130-002 129-071
R2 129-253 129-253 129-054
R1 129-137 129-137 129-037 129-102
PP 129-068 129-068 129-068 129-051
S1 128-272 128-272 129-003 128-238
S2 128-203 128-203 128-306
S3 128-018 128-087 128-289
S4 127-153 127-222 128-238
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
5 129-225 128-265 0-280 0.7% 0-189 0.5% 27% False False 1,155,470
10 131-075 128-265 2-130 1.9% 0-191 0.5% 10% False False 1,281,438
20 132-205 128-265 3-260 3.0% 0-226 0.5% 6% False False 819,690
40 132-205 126-135 6-070 4.8% 0-205 0.5% 42% False False 414,955
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 0-025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-011
2.618 131-029
1.618 130-164
1.000 130-050
0.618 129-299
HIGH 129-185
0.618 129-114
0.500 129-092
0.382 129-071
LOW 129-000
0.618 128-206
1.000 128-135
1.618 128-021
2.618 127-156
4.250 126-174
Fisher Pivots for day following 09-Mar-2016
Pivot 1 day 3 day
R1 129-092 129-085
PP 129-068 129-063
S1 129-044 129-042

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

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