ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 21-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
127-200 |
127-140 |
-0-060 |
-0.1% |
126-020 |
High |
127-200 |
127-140 |
-0-060 |
-0.1% |
127-055 |
Low |
127-200 |
127-140 |
-0-060 |
-0.1% |
126-020 |
Close |
127-200 |
127-140 |
-0-060 |
-0.1% |
127-055 |
Range |
|
|
|
|
|
ATR |
0-105 |
0-102 |
-0-003 |
-3.1% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-140 |
127-140 |
127-140 |
|
R3 |
127-140 |
127-140 |
127-140 |
|
R2 |
127-140 |
127-140 |
127-140 |
|
R1 |
127-140 |
127-140 |
127-140 |
127-140 |
PP |
127-140 |
127-140 |
127-140 |
127-140 |
S1 |
127-140 |
127-140 |
127-140 |
127-140 |
S2 |
127-140 |
127-140 |
127-140 |
|
S3 |
127-140 |
127-140 |
127-140 |
|
S4 |
127-140 |
127-140 |
127-140 |
|
|
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 |
127-140 |
2.618 |
127-140 |
1.618 |
127-140 |
1.000 |
127-140 |
0.618 |
127-140 |
HIGH |
127-140 |
0.618 |
127-140 |
0.500 |
127-140 |
0.382 |
127-140 |
LOW |
127-140 |
0.618 |
127-140 |
1.000 |
127-140 |
1.618 |
127-140 |
2.618 |
127-140 |
4.250 |
127-140 |
|
|
Fisher Pivots for day following 21-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
127-140 |
127-134 |
PP |
127-140 |
127-128 |
S1 |
127-140 |
127-122 |
|