ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 24-Mar-2016
Day Change Summary
Previous Current
23-Mar-2016 24-Mar-2016 Change Change % Previous Week
Open 128-235 129-085 0-170 0.4% 128-110
High 129-115 129-150 0-035 0.1% 129-170
Low 128-205 128-310 0-105 0.3% 128-015
Close 129-105 129-070 -0-035 -0.1% 129-130
Range 0-230 0-160 -0-070 -30.4% 1-155
ATR 0-210 0-206 -0-004 -1.7% 0-000
Volume 886,490 749,240 -137,250 -15.5% 5,188,179
Daily Pivots for day following 24-Mar-2016
Classic Woodie Camarilla DeMark
R4 130-230 130-150 129-158
R3 130-070 129-310 129-114
R2 129-230 129-230 129-099
R1 129-150 129-150 129-085 129-110
PP 129-070 129-070 129-070 129-050
S1 128-310 128-310 129-055 128-270
S2 128-230 128-230 129-041
S3 128-070 128-150 129-026
S4 127-230 127-310 128-302
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
5 129-150 128-205 0-265 0.6% 0-175 0.4% 70% True False 883,630
10 129-170 128-015 1-155 1.1% 0-184 0.4% 79% False False 975,811
20 130-270 128-015 2-255 2.2% 0-189 0.5% 42% False False 1,136,337
40 132-205 128-010 4-195 3.6% 0-215 0.5% 26% False False 699,905
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0-044
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 131-190
2.618 130-249
1.618 130-089
1.000 129-310
0.618 129-249
HIGH 129-150
0.618 129-089
0.500 129-070
0.382 129-051
LOW 128-310
0.618 128-211
1.000 128-150
1.618 128-051
2.618 127-211
4.250 126-270
Fisher Pivots for day following 24-Mar-2016
Pivot 1 day 3 day
R1 129-070 129-052
PP 129-070 129-035
S1 129-070 129-018

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

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