ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 30-Mar-2016
Day Change Summary
Previous Current
29-Mar-2016 30-Mar-2016 Change Change % Previous Week
Open 129-090 130-010 0-240 0.6% 129-125
High 130-030 130-035 0-005 0.0% 129-150
Low 129-065 129-225 0-160 0.4% 128-205
Close 130-000 130-005 0-005 0.0% 129-070
Range 0-285 0-130 -0-155 -54.4% 0-265
ATR 0-209 0-203 -0-006 -2.7% 0-000
Volume 1,047,652 1,123,696 76,044 7.3% 3,467,528
Daily Pivots for day following 30-Mar-2016
Classic Woodie Camarilla DeMark
R4 131-052 130-318 130-076
R3 130-242 130-188 130-041
R2 130-112 130-112 130-029
R1 130-058 130-058 130-017 130-020
PP 129-302 129-302 129-302 129-282
S1 129-248 129-248 129-313 129-210
S2 129-172 129-172 129-301
S3 129-042 129-118 129-289
S4 128-232 128-308 129-254
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
5 130-035 128-205 1-150 1.1% 0-193 0.5% 94% True False 846,880
10 130-035 128-015 2-020 1.6% 0-195 0.5% 95% True False 960,746
20 130-035 128-015 2-020 1.6% 0-192 0.5% 95% True False 1,063,960
40 132-205 128-015 4-190 3.5% 0-216 0.5% 43% False False 764,104
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 131-268
2.618 131-055
1.618 130-245
1.000 130-165
0.618 130-115
HIGH 130-035
0.618 129-305
0.500 129-290
0.382 129-275
LOW 129-225
0.618 129-145
1.000 129-095
1.618 129-015
2.618 128-205
4.250 127-312
Fisher Pivots for day following 30-Mar-2016
Pivot 1 day 3 day
R1 129-313 129-274
PP 129-302 129-223
S1 129-290 129-172

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

View Archives - Comment on this page... - Back to Index of Symbols