ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 18-Mar-2016
Day Change Summary
Previous Current
17-Mar-2016 18-Mar-2016 Change Change % Previous Week
Open 129-010 129-035 0-025 0.1% 128-110
High 129-170 129-150 -0-020 0.0% 129-170
Low 129-000 129-030 0-030 0.1% 128-015
Close 129-035 129-130 0-095 0.2% 129-130
Range 0-170 0-120 -0-050 -29.4% 1-155
ATR 0-219 0-212 -0-007 -3.2% 0-000
Volume 1,259,842 950,622 -309,220 -24.5% 5,188,179
Daily Pivots for day following 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 130-143 130-097 129-196
R3 130-023 129-297 129-163
R2 129-223 129-223 129-152
R1 129-177 129-177 129-141 129-200
PP 129-103 129-103 129-103 129-115
S1 129-057 129-057 129-119 129-080
S2 128-303 128-303 129-108
S3 128-183 128-257 129-097
S4 128-063 128-137 129-064
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 133-143 132-292 130-071
R3 131-308 131-137 129-261
R2 130-153 130-153 129-217
R1 129-302 129-302 129-174 130-068
PP 128-318 128-318 128-318 129-041
S1 128-147 128-147 129-086 128-232
S2 127-163 127-163 129-043
S3 126-008 126-312 128-319
S4 124-173 125-157 128-189
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-170 128-015 1-155 1.1% 0-181 0.4% 92% False False 1,037,635
10 129-225 128-015 1-210 1.3% 0-194 0.5% 82% False False 1,102,972
20 131-140 128-015 3-125 2.6% 0-198 0.5% 40% False False 1,193,065
40 132-205 127-230 4-295 3.8% 0-209 0.5% 34% False False 613,618
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 131-020
2.618 130-144
1.618 130-024
1.000 129-270
0.618 129-224
HIGH 129-150
0.618 129-104
0.500 129-090
0.382 129-076
LOW 129-030
0.618 128-276
1.000 128-230
1.618 128-156
2.618 128-036
4.250 127-160
Fisher Pivots for day following 18-Mar-2016
Pivot 1 day 3 day
R1 129-117 129-064
PP 129-103 128-318
S1 129-090 128-252

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

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