ECBOT 10 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 23-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2016 |
23-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
128-150 |
128-235 |
0-085 |
0.2% |
128-015 |
| High |
128-185 |
129-035 |
0-170 |
0.4% |
129-010 |
| Low |
128-140 |
128-235 |
0-095 |
0.2% |
128-010 |
| Close |
128-175 |
129-035 |
0-180 |
0.4% |
129-010 |
| Range |
0-045 |
0-120 |
0-075 |
166.7% |
1-000 |
| ATR |
0-113 |
0-118 |
0-005 |
4.2% |
0-000 |
| Volume |
177 |
5 |
-172 |
-97.2% |
1 |
|
| Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-035 |
129-315 |
129-101 |
|
| R3 |
129-235 |
129-195 |
129-068 |
|
| R2 |
129-115 |
129-115 |
129-057 |
|
| R1 |
129-075 |
129-075 |
129-046 |
129-095 |
| PP |
128-315 |
128-315 |
128-315 |
129-005 |
| S1 |
128-275 |
128-275 |
129-024 |
128-295 |
| S2 |
128-195 |
128-195 |
129-013 |
|
| S3 |
128-075 |
128-155 |
129-002 |
|
| S4 |
127-275 |
128-035 |
128-289 |
|
|
| 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 |
129-035 |
128-140 |
0-215 |
0.5% |
0-064 |
0.2% |
100% |
True |
False |
37 |
| 10 |
129-035 |
127-310 |
1-045 |
0.9% |
0-032 |
0.1% |
100% |
True |
False |
18 |
| 20 |
130-120 |
127-310 |
2-130 |
1.9% |
0-019 |
0.0% |
47% |
False |
False |
9 |
| 40 |
130-300 |
127-205 |
3-095 |
2.6% |
0-009 |
0.0% |
45% |
False |
False |
4 |
| 60 |
130-300 |
124-115 |
6-185 |
5.1% |
0-006 |
0.0% |
72% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-225 |
|
2.618 |
130-029 |
|
1.618 |
129-229 |
|
1.000 |
129-155 |
|
0.618 |
129-109 |
|
HIGH |
129-035 |
|
0.618 |
128-309 |
|
0.500 |
128-295 |
|
0.382 |
128-281 |
|
LOW |
128-235 |
|
0.618 |
128-161 |
|
1.000 |
128-115 |
|
1.618 |
128-041 |
|
2.618 |
127-241 |
|
4.250 |
127-045 |
|
|
| Fisher Pivots for day following 23-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-015 |
128-319 |
| PP |
128-315 |
128-283 |
| S1 |
128-295 |
128-248 |
|