ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 29-Mar-2016
Day Change Summary
Previous Current
28-Mar-2016 29-Mar-2016 Change Change % Previous Week
Open 129-050 129-090 0-040 0.1% 129-125
High 129-150 130-030 0-200 0.5% 129-150
Low 128-310 129-065 0-075 0.2% 128-205
Close 129-130 130-000 0-190 0.5% 129-070
Range 0-160 0-285 0-125 78.1% 0-265
ATR 0-203 0-209 0-006 2.9% 0-000
Volume 427,322 1,047,652 620,330 145.2% 3,467,528
Daily Pivots for day following 29-Mar-2016
Classic Woodie Camarilla DeMark
R4 132-140 132-035 130-157
R3 131-175 131-070 130-078
R2 130-210 130-210 130-052
R1 130-105 130-105 130-026 130-158
PP 129-245 129-245 129-245 129-271
S1 129-140 129-140 129-294 129-192
S2 128-280 128-280 129-268
S3 127-315 128-175 129-242
S4 127-030 127-210 129-163
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
5 130-030 128-205 1-145 1.1% 0-210 0.5% 94% True False 832,311
10 130-030 128-015 2-015 1.6% 0-198 0.5% 95% True False 940,357
20 130-270 128-015 2-255 2.2% 0-206 0.5% 70% False False 1,086,315
40 132-205 128-015 4-190 3.5% 0-218 0.5% 43% False False 736,170
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-045
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 133-281
2.618 132-136
1.618 131-171
1.000 130-315
0.618 130-206
HIGH 130-030
0.618 129-241
0.500 129-208
0.382 129-174
LOW 129-065
0.618 128-209
1.000 128-100
1.618 127-244
2.618 126-279
4.250 125-134
Fisher Pivots for day following 29-Mar-2016
Pivot 1 day 3 day
R1 129-282 129-270
PP 129-245 129-220
S1 129-208 129-170

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

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