ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 29-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
129-210 |
130-105 |
0-215 |
0.5% |
129-220 |
High |
129-210 |
130-105 |
0-215 |
0.5% |
130-120 |
Low |
129-210 |
130-105 |
0-215 |
0.5% |
129-210 |
Close |
129-210 |
130-105 |
0-215 |
0.5% |
129-210 |
Range |
|
|
|
|
|
ATR |
0-112 |
0-119 |
0-007 |
6.6% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-105 |
130-105 |
130-105 |
|
R3 |
130-105 |
130-105 |
130-105 |
|
R2 |
130-105 |
130-105 |
130-105 |
|
R1 |
130-105 |
130-105 |
130-105 |
130-105 |
PP |
130-105 |
130-105 |
130-105 |
130-105 |
S1 |
130-105 |
130-105 |
130-105 |
130-105 |
S2 |
130-105 |
130-105 |
130-105 |
|
S3 |
130-105 |
130-105 |
130-105 |
|
S4 |
130-105 |
130-105 |
130-105 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-017 |
131-183 |
130-017 |
|
R3 |
131-107 |
130-273 |
129-273 |
|
R2 |
130-197 |
130-197 |
129-252 |
|
R1 |
130-043 |
130-043 |
129-231 |
130-005 |
PP |
129-287 |
129-287 |
129-287 |
129-268 |
S1 |
129-133 |
129-133 |
129-189 |
129-095 |
S2 |
129-057 |
129-057 |
129-168 |
|
S3 |
128-147 |
128-223 |
129-147 |
|
S4 |
127-237 |
127-313 |
129-084 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
130-120 |
129-210 |
0-230 |
0.6% |
0-000 |
0.0% |
93% |
False |
False |
|
10 |
130-120 |
129-110 |
1-010 |
0.8% |
0-000 |
0.0% |
95% |
False |
False |
|
20 |
130-300 |
127-310 |
2-310 |
2.3% |
0-000 |
0.0% |
79% |
False |
False |
|
40 |
130-300 |
124-210 |
6-090 |
4.8% |
0-000 |
0.0% |
90% |
False |
False |
|
60 |
130-300 |
123-275 |
7-025 |
5.4% |
0-000 |
0.0% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-105 |
2.618 |
130-105 |
1.618 |
130-105 |
1.000 |
130-105 |
0.618 |
130-105 |
HIGH |
130-105 |
0.618 |
130-105 |
0.500 |
130-105 |
0.382 |
130-105 |
LOW |
130-105 |
0.618 |
130-105 |
1.000 |
130-105 |
1.618 |
130-105 |
2.618 |
130-105 |
4.250 |
130-105 |
|
|
Fisher Pivots for day following 29-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
130-105 |
130-072 |
PP |
130-105 |
130-038 |
S1 |
130-105 |
130-005 |
|