ECBOT 10 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 22-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
129-000 |
128-150 |
-0-170 |
-0.4% |
128-015 |
| High |
129-000 |
128-185 |
-0-135 |
-0.3% |
129-010 |
| Low |
128-250 |
128-140 |
-0-110 |
-0.3% |
128-010 |
| Close |
128-250 |
128-175 |
-0-075 |
-0.2% |
129-010 |
| Range |
0-070 |
0-045 |
-0-025 |
-35.7% |
1-000 |
| ATR |
0-113 |
0-113 |
0-000 |
-0.2% |
0-000 |
| Volume |
6 |
177 |
171 |
2,850.0% |
1 |
|
| Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-302 |
128-283 |
128-200 |
|
| R3 |
128-257 |
128-238 |
128-187 |
|
| R2 |
128-212 |
128-212 |
128-183 |
|
| R1 |
128-193 |
128-193 |
128-179 |
128-202 |
| PP |
128-167 |
128-167 |
128-167 |
128-171 |
| S1 |
128-148 |
128-148 |
128-171 |
128-158 |
| S2 |
128-122 |
128-122 |
128-167 |
|
| S3 |
128-077 |
128-103 |
128-163 |
|
| S4 |
128-032 |
128-058 |
128-150 |
|
|
| 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 |
128-140 |
0-190 |
0.5% |
0-040 |
0.1% |
18% |
False |
True |
36 |
| 10 |
129-010 |
127-310 |
1-020 |
0.8% |
0-020 |
0.0% |
54% |
False |
False |
18 |
| 20 |
130-120 |
127-310 |
2-130 |
1.9% |
0-013 |
0.0% |
24% |
False |
False |
9 |
| 40 |
130-300 |
127-190 |
3-110 |
2.6% |
0-006 |
0.0% |
29% |
False |
False |
4 |
| 60 |
130-300 |
124-115 |
6-185 |
5.1% |
0-004 |
0.0% |
64% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-056 |
|
2.618 |
128-303 |
|
1.618 |
128-258 |
|
1.000 |
128-230 |
|
0.618 |
128-213 |
|
HIGH |
128-185 |
|
0.618 |
128-168 |
|
0.500 |
128-162 |
|
0.382 |
128-157 |
|
LOW |
128-140 |
|
0.618 |
128-112 |
|
1.000 |
128-095 |
|
1.618 |
128-067 |
|
2.618 |
128-022 |
|
4.250 |
127-269 |
|
|
| Fisher Pivots for day following 22-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
128-171 |
128-235 |
| PP |
128-167 |
128-215 |
| S1 |
128-162 |
128-195 |
|