ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 23-Mar-2016
Day Change Summary
Previous Current
22-Mar-2016 23-Mar-2016 Change Change % Previous Week
Open 129-005 128-235 -0-090 -0.2% 128-110
High 129-120 129-115 -0-005 0.0% 129-170
Low 128-225 128-205 -0-020 0.0% 128-015
Close 128-255 129-105 0-170 0.4% 129-130
Range 0-215 0-230 0-015 7.0% 1-155
ATR 0-208 0-210 0-002 0.7% 0-000
Volume 1,050,855 886,490 -164,365 -15.6% 5,188,179
Daily Pivots for day following 23-Mar-2016
Classic Woodie Camarilla DeMark
R4 131-085 131-005 129-232
R3 130-175 130-095 129-168
R2 129-265 129-265 129-147
R1 129-185 129-185 129-126 129-225
PP 129-035 129-035 129-035 129-055
S1 128-275 128-275 129-084 128-315
S2 128-125 128-125 129-063
S3 127-215 128-045 129-042
S4 126-305 127-135 128-298
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
5 129-170 128-205 0-285 0.7% 0-177 0.4% 77% False True 985,750
10 129-170 128-015 1-155 1.1% 0-196 0.5% 86% False False 1,069,219
20 131-075 128-015 3-060 2.5% 0-194 0.5% 40% False False 1,175,328
40 132-205 127-280 4-245 3.7% 0-215 0.5% 30% False False 681,368
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 132-132
2.618 131-077
1.618 130-167
1.000 130-025
0.618 129-257
HIGH 129-115
0.618 129-027
0.500 129-000
0.382 128-293
LOW 128-205
0.618 128-063
1.000 127-295
1.618 127-153
2.618 126-243
4.250 125-188
Fisher Pivots for day following 23-Mar-2016
Pivot 1 day 3 day
R1 129-070 129-076
PP 129-035 129-047
S1 129-000 129-018

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

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