ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 21-Mar-2016
Day Change Summary
Previous Current
18-Mar-2016 21-Mar-2016 Change Change % Previous Week
Open 129-035 129-125 0-090 0.2% 128-110
High 129-150 129-150 0-000 0.0% 129-170
Low 129-030 129-000 -0-030 -0.1% 128-015
Close 129-130 129-005 -0-125 -0.3% 129-130
Range 0-120 0-150 0-030 25.0% 1-155
ATR 0-212 0-208 -0-004 -2.1% 0-000
Volume 950,622 780,943 -169,679 -17.8% 5,188,179
Daily Pivots for day following 21-Mar-2016
Classic Woodie Camarilla DeMark
R4 130-182 130-083 129-088
R3 130-032 129-253 129-046
R2 129-202 129-202 129-032
R1 129-103 129-103 129-019 129-078
PP 129-052 129-052 129-052 129-039
S1 128-273 128-273 128-311 128-248
S2 128-222 128-222 128-298
S3 128-072 128-123 128-284
S4 127-242 127-293 128-242
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 1.2% 0-187 0.5% 65% False False 1,048,404
10 129-225 128-015 1-210 1.3% 0-196 0.5% 58% False False 1,095,829
20 131-140 128-015 3-125 2.6% 0-199 0.5% 29% False False 1,208,886
40 132-205 127-240 4-285 3.8% 0-210 0.5% 26% False False 633,072
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 0-034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-148
2.618 130-223
1.618 130-073
1.000 129-300
0.618 129-243
HIGH 129-150
0.618 129-093
0.500 129-075
0.382 129-057
LOW 129-000
0.618 128-227
1.000 128-170
1.618 128-077
2.618 127-247
4.250 127-002
Fisher Pivots for day following 21-Mar-2016
Pivot 1 day 3 day
R1 129-075 129-085
PP 129-052 129-058
S1 129-028 129-032

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

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