ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 08-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
128-175 |
129-040 |
0-185 |
0.4% |
130-105 |
High |
128-175 |
129-040 |
0-185 |
0.4% |
130-105 |
Low |
128-175 |
129-040 |
0-185 |
0.4% |
128-230 |
Close |
128-175 |
129-040 |
0-185 |
0.4% |
128-230 |
Range |
|
|
|
|
|
ATR |
0-123 |
0-128 |
0-004 |
3.6% |
0-000 |
Volume |
1 |
0 |
-1 |
-100.0% |
1 |
|
Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-040 |
129-040 |
129-040 |
|
R3 |
129-040 |
129-040 |
129-040 |
|
R2 |
129-040 |
129-040 |
129-040 |
|
R1 |
129-040 |
129-040 |
129-040 |
129-040 |
PP |
129-040 |
129-040 |
129-040 |
129-040 |
S1 |
129-040 |
129-040 |
129-040 |
129-040 |
S2 |
129-040 |
129-040 |
129-040 |
|
S3 |
129-040 |
129-040 |
129-040 |
|
S4 |
129-040 |
129-040 |
129-040 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-027 |
133-003 |
129-193 |
|
R3 |
132-152 |
131-128 |
129-052 |
|
R2 |
130-277 |
130-277 |
129-004 |
|
R1 |
129-253 |
129-253 |
128-277 |
129-168 |
PP |
129-082 |
129-082 |
129-082 |
129-039 |
S1 |
128-058 |
128-058 |
128-183 |
127-293 |
S2 |
127-207 |
127-207 |
128-136 |
|
S3 |
126-012 |
126-183 |
128-088 |
|
S4 |
124-137 |
124-308 |
127-267 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
129-055 |
128-175 |
0-200 |
0.5% |
0-012 |
0.0% |
92% |
False |
False |
|
10 |
130-120 |
128-175 |
1-265 |
1.4% |
0-006 |
0.0% |
32% |
False |
False |
|
20 |
130-300 |
128-175 |
2-125 |
1.9% |
0-003 |
0.0% |
24% |
False |
False |
|
40 |
130-300 |
126-020 |
4-280 |
3.8% |
0-002 |
0.0% |
63% |
False |
False |
|
60 |
130-300 |
124-115 |
6-185 |
5.1% |
0-001 |
0.0% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-040 |
2.618 |
129-040 |
1.618 |
129-040 |
1.000 |
129-040 |
0.618 |
129-040 |
HIGH |
129-040 |
0.618 |
129-040 |
0.500 |
129-040 |
0.382 |
129-040 |
LOW |
129-040 |
0.618 |
129-040 |
1.000 |
129-040 |
1.618 |
129-040 |
2.618 |
129-040 |
4.250 |
129-040 |
|
|
Fisher Pivots for day following 08-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
129-040 |
129-009 |
PP |
129-040 |
128-298 |
S1 |
129-040 |
128-268 |
|