ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 11-Mar-2016
Day Change Summary
Previous Current
10-Mar-2016 11-Mar-2016 Change Change % Previous Week
Open 129-060 128-200 -0-180 -0.4% 129-060
High 129-125 128-240 -0-205 -0.5% 129-225
Low 128-155 128-065 -0-090 -0.2% 128-065
Close 128-205 128-110 -0-095 -0.2% 128-110
Range 0-290 0-175 -0-115 -39.7% 1-160
ATR 0-225 0-221 -0-004 -1.6% 0-000
Volume 1,683,316 1,102,407 -580,909 -34.5% 5,841,549
Daily Pivots for day following 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 130-023 129-242 128-206
R3 129-168 129-067 128-158
R2 128-313 128-313 128-142
R1 128-212 128-212 128-126 128-175
PP 128-138 128-138 128-138 128-120
S1 128-037 128-037 128-094 128-000
S2 127-283 127-283 128-078
S3 127-108 127-182 128-062
S4 126-253 127-007 128-014
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 133-080 132-095 129-054
R3 131-240 130-255 128-242
R2 130-080 130-080 128-198
R1 129-095 129-095 128-154 129-008
PP 128-240 128-240 128-240 128-196
S1 127-255 127-255 128-066 127-168
S2 127-080 127-080 128-022
S3 125-240 126-095 127-298
S4 124-080 124-255 127-166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-225 128-065 1-160 1.2% 0-207 0.5% 9% False True 1,168,309
10 130-270 128-065 2-205 2.1% 0-212 0.5% 5% False True 1,286,376
20 131-190 128-065 3-125 2.6% 0-215 0.5% 4% False True 954,465
40 132-205 127-085 5-120 4.2% 0-205 0.5% 20% False False 484,532
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-048
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 131-024
2.618 130-058
1.618 129-203
1.000 129-095
0.618 129-028
HIGH 128-240
0.618 128-173
0.500 128-152
0.382 128-132
LOW 128-065
0.618 127-277
1.000 127-210
1.618 127-102
2.618 126-247
4.250 125-281
Fisher Pivots for day following 11-Mar-2016
Pivot 1 day 3 day
R1 128-152 128-285
PP 128-138 128-227
S1 128-124 128-168

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

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