ECBOT 10 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 20-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
127-045 |
127-200 |
0-155 |
0.4% |
126-020 |
| High |
127-045 |
127-200 |
0-155 |
0.4% |
127-055 |
| Low |
127-045 |
127-200 |
0-155 |
0.4% |
126-020 |
| Close |
127-045 |
127-200 |
0-155 |
0.4% |
127-055 |
| Range |
|
|
|
|
|
| ATR |
0-101 |
0-105 |
0-004 |
3.8% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-200 |
127-200 |
127-200 |
|
| R3 |
127-200 |
127-200 |
127-200 |
|
| R2 |
127-200 |
127-200 |
127-200 |
|
| R1 |
127-200 |
127-200 |
127-200 |
127-200 |
| PP |
127-200 |
127-200 |
127-200 |
127-200 |
| S1 |
127-200 |
127-200 |
127-200 |
127-200 |
| S2 |
127-200 |
127-200 |
127-200 |
|
| S3 |
127-200 |
127-200 |
127-200 |
|
| S4 |
127-200 |
127-200 |
127-200 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-042 |
129-243 |
127-250 |
|
| R3 |
129-007 |
128-208 |
127-153 |
|
| R2 |
127-292 |
127-292 |
127-120 |
|
| R1 |
127-173 |
127-173 |
127-088 |
127-233 |
| PP |
126-257 |
126-257 |
126-257 |
126-286 |
| S1 |
126-138 |
126-138 |
127-022 |
126-198 |
| S2 |
125-222 |
125-222 |
126-310 |
|
| S3 |
124-187 |
125-103 |
126-277 |
|
| S4 |
123-152 |
124-068 |
126-180 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-200 |
|
2.618 |
127-200 |
|
1.618 |
127-200 |
|
1.000 |
127-200 |
|
0.618 |
127-200 |
|
HIGH |
127-200 |
|
0.618 |
127-200 |
|
0.500 |
127-200 |
|
0.382 |
127-200 |
|
LOW |
127-200 |
|
0.618 |
127-200 |
|
1.000 |
127-200 |
|
1.618 |
127-200 |
|
2.618 |
127-200 |
|
4.250 |
127-200 |
|
|
| Fisher Pivots for day following 20-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
127-200 |
127-174 |
| PP |
127-200 |
127-148 |
| S1 |
127-200 |
127-122 |
|