ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 06-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
124-285 |
125-170 |
0-205 |
0.5% |
125-005 |
High |
124-285 |
125-170 |
0-205 |
0.5% |
125-005 |
Low |
124-285 |
125-170 |
0-205 |
0.5% |
124-115 |
Close |
124-285 |
125-170 |
0-205 |
0.5% |
124-210 |
Range |
|
|
|
|
|
ATR |
0-103 |
0-111 |
0-007 |
7.0% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-170 |
125-170 |
125-170 |
|
R3 |
125-170 |
125-170 |
125-170 |
|
R2 |
125-170 |
125-170 |
125-170 |
|
R1 |
125-170 |
125-170 |
125-170 |
125-170 |
PP |
125-170 |
125-170 |
125-170 |
125-170 |
S1 |
125-170 |
125-170 |
125-170 |
125-170 |
S2 |
125-170 |
125-170 |
125-170 |
|
S3 |
125-170 |
125-170 |
125-170 |
|
S4 |
125-170 |
125-170 |
125-170 |
|
|
Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-207 |
126-098 |
125-006 |
|
R3 |
125-317 |
125-208 |
124-268 |
|
R2 |
125-107 |
125-107 |
124-249 |
|
R1 |
124-318 |
124-318 |
124-229 |
124-268 |
PP |
124-217 |
124-217 |
124-217 |
124-191 |
S1 |
124-108 |
124-108 |
124-191 |
124-058 |
S2 |
124-007 |
124-007 |
124-172 |
|
S3 |
123-117 |
123-218 |
124-152 |
|
S4 |
122-227 |
123-008 |
124-095 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-170 |
2.618 |
125-170 |
1.618 |
125-170 |
1.000 |
125-170 |
0.618 |
125-170 |
HIGH |
125-170 |
0.618 |
125-170 |
0.500 |
125-170 |
0.382 |
125-170 |
LOW |
125-170 |
0.618 |
125-170 |
1.000 |
125-170 |
1.618 |
125-170 |
2.618 |
125-170 |
4.250 |
125-170 |
|
|
Fisher Pivots for day following 06-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
125-170 |
125-132 |
PP |
125-170 |
125-093 |
S1 |
125-170 |
125-055 |
|