ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 03-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
128-280 |
129-055 |
0-095 |
0.2% |
129-220 |
High |
129-020 |
129-055 |
0-035 |
0.1% |
130-120 |
Low |
128-280 |
129-055 |
0-095 |
0.2% |
129-210 |
Close |
129-020 |
129-055 |
0-035 |
0.1% |
129-210 |
Range |
0-060 |
0-000 |
-0-060 |
-100.0% |
0-230 |
ATR |
0-134 |
0-127 |
-0-007 |
-5.3% |
0-000 |
Volume |
1 |
0 |
-1 |
-100.0% |
0 |
|
Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-055 |
129-055 |
129-055 |
|
R3 |
129-055 |
129-055 |
129-055 |
|
R2 |
129-055 |
129-055 |
129-055 |
|
R1 |
129-055 |
129-055 |
129-055 |
129-055 |
PP |
129-055 |
129-055 |
129-055 |
129-055 |
S1 |
129-055 |
129-055 |
129-055 |
129-055 |
S2 |
129-055 |
129-055 |
129-055 |
|
S3 |
129-055 |
129-055 |
129-055 |
|
S4 |
129-055 |
129-055 |
129-055 |
|
|
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 |
130-105 |
128-280 |
1-145 |
1.1% |
0-012 |
0.0% |
20% |
False |
False |
|
10 |
130-120 |
128-280 |
1-160 |
1.2% |
0-006 |
0.0% |
20% |
False |
False |
|
20 |
130-300 |
128-280 |
2-020 |
1.6% |
0-003 |
0.0% |
14% |
False |
False |
|
40 |
130-300 |
125-170 |
5-130 |
4.2% |
0-002 |
0.0% |
67% |
False |
False |
|
60 |
130-300 |
124-115 |
6-185 |
5.1% |
0-001 |
0.0% |
73% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-055 |
2.618 |
129-055 |
1.618 |
129-055 |
1.000 |
129-055 |
0.618 |
129-055 |
HIGH |
129-055 |
0.618 |
129-055 |
0.500 |
129-055 |
0.382 |
129-055 |
LOW |
129-055 |
0.618 |
129-055 |
1.000 |
129-055 |
1.618 |
129-055 |
2.618 |
129-055 |
4.250 |
129-055 |
|
|
Fisher Pivots for day following 03-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
129-055 |
129-052 |
PP |
129-055 |
129-048 |
S1 |
129-055 |
129-045 |
|