ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 08-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
126-270 |
127-045 |
0-095 |
0.2% |
125-280 |
High |
127-100 |
127-180 |
0-080 |
0.2% |
127-180 |
Low |
126-215 |
126-185 |
-0-030 |
-0.1% |
125-245 |
Close |
127-035 |
127-130 |
0-095 |
0.2% |
127-130 |
Range |
0-205 |
0-315 |
0-110 |
53.7% |
1-255 |
ATR |
0-179 |
0-188 |
0-010 |
5.4% |
0-000 |
Volume |
1,450,669 |
1,657,147 |
206,478 |
14.2% |
6,341,484 |
|
Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-043 |
129-242 |
127-303 |
|
R3 |
129-048 |
128-247 |
127-217 |
|
R2 |
128-053 |
128-053 |
127-188 |
|
R1 |
127-252 |
127-252 |
127-159 |
127-312 |
PP |
127-058 |
127-058 |
127-058 |
127-089 |
S1 |
126-257 |
126-257 |
127-101 |
126-318 |
S2 |
126-063 |
126-063 |
127-072 |
|
S3 |
125-068 |
125-262 |
127-043 |
|
S4 |
124-073 |
124-267 |
126-277 |
|
|
Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-097 |
131-208 |
128-126 |
|
R3 |
130-162 |
129-273 |
127-288 |
|
R2 |
128-227 |
128-227 |
127-235 |
|
R1 |
128-018 |
128-018 |
127-183 |
128-122 |
PP |
126-292 |
126-292 |
126-292 |
127-024 |
S1 |
126-083 |
126-083 |
127-077 |
126-188 |
S2 |
125-037 |
125-037 |
127-025 |
|
S3 |
123-102 |
124-148 |
126-292 |
|
S4 |
121-167 |
122-213 |
126-134 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-180 |
125-245 |
1-255 |
1.4% |
0-226 |
0.6% |
91% |
True |
False |
1,268,296 |
10 |
127-180 |
125-140 |
2-040 |
1.7% |
0-181 |
0.4% |
93% |
True |
False |
863,498 |
20 |
127-180 |
125-125 |
2-055 |
1.7% |
0-189 |
0.5% |
93% |
True |
False |
853,315 |
40 |
127-180 |
125-090 |
2-090 |
1.8% |
0-176 |
0.4% |
93% |
True |
False |
782,692 |
60 |
129-095 |
125-010 |
4-085 |
3.3% |
0-170 |
0.4% |
56% |
False |
False |
522,251 |
80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-149 |
0.4% |
52% |
False |
False |
391,719 |
100 |
129-195 |
125-010 |
4-185 |
3.6% |
0-119 |
0.3% |
52% |
False |
False |
313,375 |
120 |
129-195 |
124-280 |
4-235 |
3.7% |
0-099 |
0.2% |
53% |
False |
False |
261,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-239 |
2.618 |
130-045 |
1.618 |
129-050 |
1.000 |
128-175 |
0.618 |
128-055 |
HIGH |
127-180 |
0.618 |
127-060 |
0.500 |
127-022 |
0.382 |
126-305 |
LOW |
126-185 |
0.618 |
125-310 |
1.000 |
125-190 |
1.618 |
124-315 |
2.618 |
124-000 |
4.250 |
122-126 |
|
|
Fisher Pivots for day following 08-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
127-094 |
127-076 |
PP |
127-058 |
127-022 |
S1 |
127-022 |
126-288 |
|