ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 10-Mar-2016
Day Change Summary
Previous Current
09-Mar-2016 10-Mar-2016 Change Change % Previous Week
Open 129-165 129-060 -0-105 -0.3% 130-125
High 129-185 129-125 -0-060 -0.1% 130-270
Low 129-000 128-155 -0-165 -0.4% 128-295
Close 129-020 128-205 -0-135 -0.3% 129-030
Range 0-185 0-290 0-105 56.8% 1-295
ATR 0-220 0-225 0-005 2.3% 0-000
Volume 1,064,437 1,683,316 618,879 58.1% 7,022,216
Daily Pivots for day following 10-Mar-2016
Classic Woodie Camarilla DeMark
R4 131-178 131-002 129-044
R3 130-208 130-032 128-285
R2 129-238 129-238 128-258
R1 129-062 129-062 128-232 129-005
PP 128-268 128-268 128-268 128-240
S1 128-092 128-092 128-178 128-035
S2 127-298 127-298 128-152
S3 127-008 127-122 128-125
S4 126-038 126-152 128-046
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
5 129-225 128-155 1-070 0.9% 0-219 0.5% 13% False True 1,264,647
10 130-270 128-155 2-115 1.8% 0-194 0.5% 7% False True 1,296,864
20 132-205 128-155 4-050 3.2% 0-227 0.6% 4% False True 901,763
40 132-205 127-000 5-205 4.4% 0-205 0.5% 29% False False 457,024
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 133-078
2.618 131-244
1.618 130-274
1.000 130-095
0.618 129-304
HIGH 129-125
0.618 129-014
0.500 128-300
0.382 128-266
LOW 128-155
0.618 127-296
1.000 127-185
1.618 127-006
2.618 126-036
4.250 124-202
Fisher Pivots for day following 10-Mar-2016
Pivot 1 day 3 day
R1 128-300 129-030
PP 128-268 128-302
S1 128-237 128-253

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

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