ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 13-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2016 |
13-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
127-065 |
127-235 |
0-170 |
0.4% |
125-280 |
| High |
128-000 |
128-085 |
0-085 |
0.2% |
127-180 |
| Low |
126-315 |
127-135 |
0-140 |
0.3% |
125-245 |
| Close |
127-265 |
128-020 |
0-075 |
0.2% |
127-130 |
| Range |
1-005 |
0-270 |
-0-055 |
-16.9% |
1-255 |
| ATR |
0-200 |
0-205 |
0-005 |
2.5% |
0-000 |
| Volume |
1,465,533 |
1,702,895 |
237,362 |
16.2% |
6,341,484 |
|
| Daily Pivots for day following 13-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-143 |
130-032 |
128-168 |
|
| R3 |
129-193 |
129-082 |
128-094 |
|
| R2 |
128-243 |
128-243 |
128-070 |
|
| R1 |
128-132 |
128-132 |
128-045 |
128-188 |
| PP |
127-293 |
127-293 |
127-293 |
128-001 |
| S1 |
127-182 |
127-182 |
127-315 |
127-238 |
| S2 |
127-023 |
127-023 |
127-290 |
|
| S3 |
126-073 |
126-232 |
127-266 |
|
| S4 |
125-123 |
125-282 |
127-192 |
|
|
| 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 |
128-085 |
126-185 |
1-220 |
1.3% |
0-265 |
0.6% |
88% |
True |
False |
1,490,000 |
| 10 |
128-085 |
125-140 |
2-265 |
2.2% |
0-216 |
0.5% |
93% |
True |
False |
1,184,909 |
| 20 |
128-085 |
125-125 |
2-280 |
2.2% |
0-193 |
0.5% |
93% |
True |
False |
913,186 |
| 40 |
128-085 |
125-090 |
2-315 |
2.3% |
0-187 |
0.5% |
93% |
True |
False |
889,773 |
| 60 |
128-240 |
125-010 |
3-230 |
2.9% |
0-175 |
0.4% |
82% |
False |
False |
594,585 |
| 80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-159 |
0.4% |
66% |
False |
False |
445,996 |
| 100 |
129-195 |
125-010 |
4-185 |
3.6% |
0-127 |
0.3% |
66% |
False |
False |
356,797 |
| 120 |
129-195 |
125-010 |
4-185 |
3.6% |
0-106 |
0.3% |
66% |
False |
False |
297,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-272 |
|
2.618 |
130-152 |
|
1.618 |
129-202 |
|
1.000 |
129-035 |
|
0.618 |
128-252 |
|
HIGH |
128-085 |
|
0.618 |
127-302 |
|
0.500 |
127-270 |
|
0.382 |
127-238 |
|
LOW |
127-135 |
|
0.618 |
126-288 |
|
1.000 |
126-185 |
|
1.618 |
126-018 |
|
2.618 |
125-068 |
|
4.250 |
123-268 |
|
|
| Fisher Pivots for day following 13-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
127-317 |
127-293 |
| PP |
127-293 |
127-247 |
| S1 |
127-270 |
127-200 |
|