ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 15-Mar-2016
Day Change Summary
Previous Current
14-Mar-2016 15-Mar-2016 Change Change % Previous Week
Open 128-110 128-135 0-025 0.1% 129-060
High 128-195 128-260 0-065 0.2% 129-225
Low 128-075 128-095 0-020 0.0% 128-065
Close 128-135 128-130 -0-005 0.0% 128-110
Range 0-120 0-165 0-045 37.5% 1-160
ATR 0-214 0-211 -0-004 -1.6% 0-000
Volume 727,102 919,809 192,707 26.5% 5,841,549
Daily Pivots for day following 15-Mar-2016
Classic Woodie Camarilla DeMark
R4 130-017 129-238 128-221
R3 129-172 129-073 128-175
R2 129-007 129-007 128-160
R1 128-228 128-228 128-145 128-195
PP 128-162 128-162 128-162 128-145
S1 128-063 128-063 128-115 128-030
S2 127-317 127-317 128-100
S3 127-152 127-218 128-085
S4 126-307 127-053 128-039
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
5 129-185 128-065 1-120 1.1% 0-187 0.5% 15% False False 1,099,414
10 129-250 128-065 1-185 1.2% 0-188 0.5% 13% False False 1,167,173
20 131-140 128-065 3-075 2.5% 0-205 0.5% 6% False False 1,032,210
40 132-205 127-165 5-040 4.0% 0-207 0.5% 17% False False 525,579
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-001
2.618 130-052
1.618 129-207
1.000 129-105
0.618 129-042
HIGH 128-260
0.618 128-197
0.500 128-178
0.382 128-158
LOW 128-095
0.618 127-313
1.000 127-250
1.618 127-148
2.618 126-303
4.250 126-034
Fisher Pivots for day following 15-Mar-2016
Pivot 1 day 3 day
R1 128-178 128-162
PP 128-162 128-152
S1 128-146 128-141

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

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