ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 28-Mar-2016
Day Change Summary
Previous Current
24-Mar-2016 28-Mar-2016 Change Change % Previous Week
Open 129-085 129-050 -0-035 -0.1% 129-125
High 129-150 129-150 0-000 0.0% 129-150
Low 128-310 128-310 0-000 0.0% 128-205
Close 129-070 129-130 0-060 0.1% 129-070
Range 0-160 0-160 0-000 0.0% 0-265
ATR 0-206 0-203 -0-003 -1.6% 0-000
Volume 749,240 427,322 -321,918 -43.0% 3,467,528
Daily Pivots for day following 28-Mar-2016
Classic Woodie Camarilla DeMark
R4 130-250 130-190 129-218
R3 130-090 130-030 129-174
R2 129-250 129-250 129-159
R1 129-190 129-190 129-145 129-220
PP 129-090 129-090 129-090 129-105
S1 129-030 129-030 129-115 129-060
S2 128-250 128-250 129-101
S3 128-090 128-190 129-086
S4 127-250 128-030 129-042
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 131-190 131-075 129-216
R3 130-245 130-130 129-143
R2 129-300 129-300 129-119
R1 129-185 129-185 129-094 129-110
PP 129-035 129-035 129-035 128-318
S1 128-240 128-240 129-046 128-165
S2 128-090 128-090 129-021
S3 127-145 127-295 128-317
S4 126-200 127-030 128-244
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% 0-183 0.4% 92% True False 778,970
10 129-170 128-015 1-155 1.1% 0-182 0.4% 92% False False 908,302
20 130-270 128-015 2-255 2.2% 0-197 0.5% 49% False False 1,097,339
40 132-205 128-015 4-190 3.5% 0-215 0.5% 30% False False 710,227
Crabel Price Patterns
NR False
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 0-046
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 28-Mar-2016
Pivot 1 day 3 day
R1 129-110 129-092
PP 129-090 129-055
S1 129-070 129-018

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

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