ECBOT 10 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 30-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2016 |
30-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
129-120 |
129-265 |
0-145 |
0.4% |
129-000 |
| High |
129-295 |
129-280 |
-0-015 |
0.0% |
129-035 |
| Low |
129-120 |
129-265 |
0-145 |
0.4% |
128-140 |
| Close |
129-265 |
129-280 |
0-015 |
0.0% |
128-315 |
| Range |
0-175 |
0-015 |
-0-160 |
-91.4% |
0-215 |
| ATR |
0-125 |
0-117 |
-0-008 |
-6.3% |
0-000 |
| Volume |
389 |
1 |
-388 |
-99.7% |
205 |
|
| Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-000 |
129-315 |
129-288 |
|
| R3 |
129-305 |
129-300 |
129-284 |
|
| R2 |
129-290 |
129-290 |
129-283 |
|
| R1 |
129-285 |
129-285 |
129-281 |
129-288 |
| PP |
129-275 |
129-275 |
129-275 |
129-276 |
| S1 |
129-270 |
129-270 |
129-279 |
129-272 |
| S2 |
129-260 |
129-260 |
129-277 |
|
| S3 |
129-245 |
129-255 |
129-276 |
|
| S4 |
129-230 |
129-240 |
129-272 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-275 |
130-190 |
129-113 |
|
| R3 |
130-060 |
129-295 |
129-054 |
|
| R2 |
129-165 |
129-165 |
129-034 |
|
| R1 |
129-080 |
129-080 |
129-015 |
129-015 |
| PP |
128-270 |
128-270 |
128-270 |
128-238 |
| S1 |
128-185 |
128-185 |
128-295 |
128-120 |
| S2 |
128-055 |
128-055 |
128-276 |
|
| S3 |
127-160 |
127-290 |
128-256 |
|
| S4 |
126-265 |
127-075 |
128-197 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-295 |
128-235 |
1-060 |
0.9% |
0-099 |
0.2% |
96% |
False |
False |
118 |
| 10 |
129-295 |
128-140 |
1-155 |
1.1% |
0-069 |
0.2% |
97% |
False |
False |
77 |
| 20 |
129-295 |
127-310 |
1-305 |
1.5% |
0-038 |
0.1% |
98% |
False |
False |
38 |
| 40 |
130-300 |
127-310 |
2-310 |
2.3% |
0-019 |
0.0% |
64% |
False |
False |
19 |
| 60 |
130-300 |
124-260 |
6-040 |
4.7% |
0-013 |
0.0% |
83% |
False |
False |
12 |
| 80 |
130-300 |
123-275 |
7-025 |
5.4% |
0-009 |
0.0% |
85% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-024 |
|
2.618 |
129-319 |
|
1.618 |
129-304 |
|
1.000 |
129-295 |
|
0.618 |
129-289 |
|
HIGH |
129-280 |
|
0.618 |
129-274 |
|
0.500 |
129-272 |
|
0.382 |
129-271 |
|
LOW |
129-265 |
|
0.618 |
129-256 |
|
1.000 |
129-250 |
|
1.618 |
129-241 |
|
2.618 |
129-226 |
|
4.250 |
129-201 |
|
|
| Fisher Pivots for day following 30-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-277 |
129-223 |
| PP |
129-275 |
129-167 |
| S1 |
129-272 |
129-110 |
|