ECBOT 10 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 31-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2016 |
31-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
129-265 |
130-020 |
0-075 |
0.2% |
129-000 |
| High |
129-280 |
130-090 |
0-130 |
0.3% |
129-035 |
| Low |
129-265 |
130-020 |
0-075 |
0.2% |
128-140 |
| Close |
129-280 |
130-090 |
0-130 |
0.3% |
128-315 |
| Range |
0-015 |
0-070 |
0-055 |
366.5% |
0-215 |
| ATR |
0-117 |
0-118 |
0-001 |
0.8% |
0-000 |
| Volume |
1 |
29 |
28 |
2,800.0% |
205 |
|
| Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-277 |
130-253 |
130-129 |
|
| R3 |
130-207 |
130-183 |
130-109 |
|
| R2 |
130-137 |
130-137 |
130-103 |
|
| R1 |
130-113 |
130-113 |
130-096 |
130-125 |
| PP |
130-067 |
130-067 |
130-067 |
130-073 |
| S1 |
130-043 |
130-043 |
130-084 |
130-055 |
| S2 |
129-317 |
129-317 |
130-077 |
|
| S3 |
129-247 |
129-293 |
130-071 |
|
| S4 |
129-177 |
129-223 |
130-052 |
|
|
| 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 |
130-090 |
128-245 |
1-165 |
1.2% |
0-089 |
0.2% |
100% |
True |
False |
122 |
| 10 |
130-090 |
128-140 |
1-270 |
1.4% |
0-076 |
0.2% |
100% |
True |
False |
80 |
| 20 |
130-090 |
127-310 |
2-100 |
1.8% |
0-038 |
0.1% |
100% |
True |
False |
40 |
| 40 |
130-300 |
127-310 |
2-310 |
2.3% |
0-021 |
0.0% |
78% |
False |
False |
20 |
| 60 |
130-300 |
124-285 |
6-015 |
4.6% |
0-014 |
0.0% |
89% |
False |
False |
13 |
| 80 |
130-300 |
124-075 |
6-225 |
5.1% |
0-010 |
0.0% |
90% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-068 |
|
2.618 |
130-273 |
|
1.618 |
130-203 |
|
1.000 |
130-160 |
|
0.618 |
130-133 |
|
HIGH |
130-090 |
|
0.618 |
130-063 |
|
0.500 |
130-055 |
|
0.382 |
130-047 |
|
LOW |
130-020 |
|
0.618 |
129-297 |
|
1.000 |
129-270 |
|
1.618 |
129-227 |
|
2.618 |
129-157 |
|
4.250 |
129-042 |
|
|
| Fisher Pivots for day following 31-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
130-078 |
130-042 |
| PP |
130-067 |
129-313 |
| S1 |
130-055 |
129-265 |
|