ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 15-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2016 |
15-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
127-270 |
127-285 |
0-015 |
0.0% |
127-170 |
High |
128-070 |
128-290 |
0-220 |
0.5% |
128-290 |
Low |
127-200 |
127-260 |
0-060 |
0.1% |
126-315 |
Close |
127-265 |
128-145 |
0-200 |
0.5% |
128-145 |
Range |
0-190 |
1-030 |
0-160 |
84.2% |
1-295 |
ATR |
0-204 |
0-214 |
0-010 |
5.1% |
0-000 |
Volume |
1,549,100 |
1,816,630 |
267,530 |
17.3% |
7,707,914 |
|
Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-215 |
131-050 |
129-018 |
|
R3 |
130-185 |
130-020 |
128-241 |
|
R2 |
129-155 |
129-155 |
128-209 |
|
R1 |
128-310 |
128-310 |
128-177 |
129-072 |
PP |
128-125 |
128-125 |
128-125 |
128-166 |
S1 |
127-280 |
127-280 |
128-113 |
128-042 |
S2 |
127-095 |
127-095 |
128-081 |
|
S3 |
126-065 |
126-250 |
128-049 |
|
S4 |
125-035 |
125-220 |
127-272 |
|
|
Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-282 |
133-028 |
129-163 |
|
R3 |
131-307 |
131-053 |
128-314 |
|
R2 |
130-012 |
130-012 |
128-258 |
|
R1 |
129-078 |
129-078 |
128-201 |
129-205 |
PP |
128-037 |
128-037 |
128-037 |
128-100 |
S1 |
127-103 |
127-103 |
128-089 |
127-230 |
S2 |
126-062 |
126-062 |
128-032 |
|
S3 |
124-087 |
125-128 |
127-296 |
|
S4 |
122-112 |
123-153 |
127-127 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
128-290 |
126-315 |
1-295 |
1.5% |
0-269 |
0.7% |
76% |
True |
False |
1,541,582 |
10 |
128-290 |
125-245 |
3-045 |
2.4% |
0-248 |
0.6% |
86% |
True |
False |
1,404,939 |
20 |
128-290 |
125-140 |
3-150 |
2.7% |
0-196 |
0.5% |
87% |
True |
False |
983,574 |
40 |
128-290 |
125-090 |
3-200 |
2.8% |
0-194 |
0.5% |
88% |
True |
False |
972,219 |
60 |
128-290 |
125-010 |
3-280 |
3.0% |
0-179 |
0.4% |
88% |
True |
False |
650,680 |
80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-166 |
0.4% |
75% |
False |
False |
488,068 |
100 |
129-195 |
125-010 |
4-185 |
3.6% |
0-133 |
0.3% |
75% |
False |
False |
390,454 |
120 |
129-195 |
125-010 |
4-185 |
3.6% |
0-111 |
0.3% |
75% |
False |
False |
325,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-178 |
2.618 |
131-246 |
1.618 |
130-216 |
1.000 |
130-000 |
0.618 |
129-186 |
HIGH |
128-290 |
0.618 |
128-156 |
0.500 |
128-115 |
0.382 |
128-074 |
LOW |
127-260 |
0.618 |
127-044 |
1.000 |
126-230 |
1.618 |
126-014 |
2.618 |
124-304 |
4.250 |
123-052 |
|
|
Fisher Pivots for day following 15-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
128-135 |
128-114 |
PP |
128-125 |
128-083 |
S1 |
128-115 |
128-052 |
|