ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 14-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2016 |
14-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
127-235 |
127-270 |
0-035 |
0.1% |
125-280 |
| High |
128-085 |
128-070 |
-0-015 |
0.0% |
127-180 |
| Low |
127-135 |
127-200 |
0-065 |
0.2% |
125-245 |
| Close |
128-020 |
127-265 |
-0-075 |
-0.2% |
127-130 |
| Range |
0-270 |
0-190 |
-0-080 |
-29.6% |
1-255 |
| ATR |
0-205 |
0-204 |
-0-001 |
-0.5% |
0-000 |
| Volume |
1,702,895 |
1,549,100 |
-153,795 |
-9.0% |
6,341,484 |
|
| Daily Pivots for day following 14-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-215 |
129-110 |
128-050 |
|
| R3 |
129-025 |
128-240 |
127-317 |
|
| R2 |
128-155 |
128-155 |
127-300 |
|
| R1 |
128-050 |
128-050 |
127-282 |
128-008 |
| PP |
127-285 |
127-285 |
127-285 |
127-264 |
| S1 |
127-180 |
127-180 |
127-248 |
127-138 |
| S2 |
127-095 |
127-095 |
127-230 |
|
| S3 |
126-225 |
126-310 |
127-213 |
|
| S4 |
126-035 |
126-120 |
127-160 |
|
|
| 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% |
0-262 |
0.6% |
74% |
False |
False |
1,509,686 |
| 10 |
128-085 |
125-200 |
2-205 |
2.1% |
0-224 |
0.5% |
83% |
False |
False |
1,269,210 |
| 20 |
128-085 |
125-125 |
2-280 |
2.2% |
0-192 |
0.5% |
85% |
False |
False |
943,037 |
| 40 |
128-085 |
125-090 |
2-315 |
2.3% |
0-189 |
0.5% |
85% |
False |
False |
927,973 |
| 60 |
128-240 |
125-010 |
3-230 |
2.9% |
0-177 |
0.4% |
75% |
False |
False |
620,403 |
| 80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-162 |
0.4% |
61% |
False |
False |
465,360 |
| 100 |
129-195 |
125-010 |
4-185 |
3.6% |
0-129 |
0.3% |
61% |
False |
False |
372,288 |
| 120 |
129-195 |
125-010 |
4-185 |
3.6% |
0-108 |
0.3% |
61% |
False |
False |
310,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-238 |
|
2.618 |
129-247 |
|
1.618 |
129-057 |
|
1.000 |
128-260 |
|
0.618 |
128-187 |
|
HIGH |
128-070 |
|
0.618 |
127-317 |
|
0.500 |
127-295 |
|
0.382 |
127-273 |
|
LOW |
127-200 |
|
0.618 |
127-083 |
|
1.000 |
127-010 |
|
1.618 |
126-213 |
|
2.618 |
126-023 |
|
4.250 |
125-032 |
|
|
| Fisher Pivots for day following 14-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
127-295 |
127-243 |
| PP |
127-285 |
127-222 |
| S1 |
127-275 |
127-200 |
|