ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 16-Mar-2016
Day Change Summary
Previous Current
15-Mar-2016 16-Mar-2016 Change Change % Previous Week
Open 128-135 128-105 -0-030 -0.1% 129-060
High 128-260 129-025 0-085 0.2% 129-225
Low 128-095 128-015 -0-080 -0.2% 128-065
Close 128-130 128-270 0-140 0.3% 128-110
Range 0-165 1-010 0-165 100.0% 1-160
ATR 0-211 0-219 0-009 4.1% 0-000
Volume 919,809 1,330,804 410,995 44.7% 5,841,549
Daily Pivots for day following 16-Mar-2016
Classic Woodie Camarilla DeMark
R4 131-240 131-105 129-132
R3 130-230 130-095 129-041
R2 129-220 129-220 129-010
R1 129-085 129-085 128-300 129-152
PP 128-210 128-210 128-210 128-244
S1 128-075 128-075 128-240 128-142
S2 127-200 127-200 128-210
S3 126-190 127-065 128-179
S4 125-180 126-055 128-088
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
5 129-125 128-015 1-110 1.0% 0-216 0.5% 59% False True 1,152,687
10 129-225 128-015 1-210 1.3% 0-202 0.5% 48% False True 1,154,079
20 131-140 128-015 3-125 2.6% 0-205 0.5% 24% False True 1,093,694
40 132-205 127-230 4-295 3.8% 0-212 0.5% 23% False False 558,619
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 133-148
2.618 131-249
1.618 130-239
1.000 130-035
0.618 129-229
HIGH 129-025
0.618 128-219
0.500 128-180
0.382 128-141
LOW 128-015
0.618 127-131
1.000 127-005
1.618 126-121
2.618 125-111
4.250 123-212
Fisher Pivots for day following 16-Mar-2016
Pivot 1 day 3 day
R1 128-240 128-240
PP 128-210 128-210
S1 128-180 128-180

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

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