ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 22-Mar-2016
Day Change Summary
Previous Current
21-Mar-2016 22-Mar-2016 Change Change % Previous Week
Open 129-125 129-005 -0-120 -0.3% 128-110
High 129-150 129-120 -0-030 -0.1% 129-170
Low 129-000 128-225 -0-095 -0.2% 128-015
Close 129-005 128-255 -0-070 -0.2% 129-130
Range 0-150 0-215 0-065 43.3% 1-155
ATR 0-208 0-208 0-001 0.3% 0-000
Volume 780,943 1,050,855 269,912 34.6% 5,188,179
Daily Pivots for day following 22-Mar-2016
Classic Woodie Camarilla DeMark
R4 130-312 130-178 129-053
R3 130-097 129-283 128-314
R2 129-202 129-202 128-294
R1 129-068 129-068 128-275 129-028
PP 128-307 128-307 128-307 128-286
S1 128-173 128-173 128-235 128-132
S2 128-092 128-092 128-216
S3 127-197 127-278 128-196
S4 126-302 127-063 128-137
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% 0-197 0.5% 51% False False 1,074,613
10 129-185 128-015 1-170 1.2% 0-192 0.5% 49% False False 1,087,013
20 131-140 128-015 3-125 2.6% 0-197 0.5% 22% False False 1,202,044
40 132-205 127-280 4-245 3.7% 0-212 0.5% 19% False False 659,286
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-043
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 132-074
2.618 131-043
1.618 130-148
1.000 130-015
0.618 129-253
HIGH 129-120
0.618 129-038
0.500 129-012
0.382 128-307
LOW 128-225
0.618 128-092
1.000 128-010
1.618 127-197
2.618 126-302
4.250 125-271
Fisher Pivots for day following 22-Mar-2016
Pivot 1 day 3 day
R1 129-012 129-028
PP 128-307 128-317
S1 128-281 128-286

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

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