ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 18-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
129-000 |
129-010 |
0-010 |
0.0% |
128-015 |
High |
129-000 |
129-010 |
0-010 |
0.0% |
129-010 |
Low |
128-235 |
129-010 |
0-095 |
0.2% |
128-010 |
Close |
128-235 |
129-010 |
0-095 |
0.2% |
129-010 |
Range |
0-085 |
0-000 |
-0-085 |
-100.0% |
1-000 |
ATR |
0-117 |
0-116 |
-0-002 |
-1.4% |
0-000 |
Volume |
1 |
0 |
-1 |
-100.0% |
1 |
|
Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-010 |
129-010 |
129-010 |
|
R3 |
129-010 |
129-010 |
129-010 |
|
R2 |
129-010 |
129-010 |
129-010 |
|
R1 |
129-010 |
129-010 |
129-010 |
129-010 |
PP |
129-010 |
129-010 |
129-010 |
129-010 |
S1 |
129-010 |
129-010 |
129-010 |
129-010 |
S2 |
129-010 |
129-010 |
129-010 |
|
S3 |
129-010 |
129-010 |
129-010 |
|
S4 |
129-010 |
129-010 |
129-010 |
|
|
Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-223 |
131-117 |
129-186 |
|
R3 |
130-223 |
130-117 |
129-098 |
|
R2 |
129-223 |
129-223 |
129-069 |
|
R1 |
129-117 |
129-117 |
129-039 |
129-170 |
PP |
128-223 |
128-223 |
128-223 |
128-250 |
S1 |
128-117 |
128-117 |
128-301 |
128-170 |
S2 |
127-223 |
127-223 |
128-271 |
|
S3 |
126-223 |
127-117 |
128-242 |
|
S4 |
125-223 |
126-117 |
128-154 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
129-010 |
128-010 |
1-000 |
0.8% |
0-017 |
0.0% |
100% |
True |
False |
|
10 |
129-040 |
127-310 |
1-050 |
0.9% |
0-008 |
0.0% |
92% |
False |
False |
|
20 |
130-120 |
127-310 |
2-130 |
1.9% |
0-007 |
0.0% |
44% |
False |
False |
|
40 |
130-300 |
127-050 |
3-250 |
2.9% |
0-004 |
0.0% |
50% |
False |
False |
|
60 |
130-300 |
124-115 |
6-185 |
5.1% |
0-002 |
0.0% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-010 |
2.618 |
129-010 |
1.618 |
129-010 |
1.000 |
129-010 |
0.618 |
129-010 |
HIGH |
129-010 |
0.618 |
129-010 |
0.500 |
129-010 |
0.382 |
129-010 |
LOW |
129-010 |
0.618 |
129-010 |
1.000 |
129-010 |
1.618 |
129-010 |
2.618 |
129-010 |
4.250 |
129-010 |
|
|
Fisher Pivots for day following 18-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
129-010 |
128-300 |
PP |
129-010 |
128-270 |
S1 |
129-010 |
128-240 |
|