ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 20-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
128-160 |
128-085 |
-0-075 |
-0.2% |
127-170 |
High |
128-190 |
129-080 |
0-210 |
0.5% |
128-290 |
Low |
128-005 |
128-080 |
0-075 |
0.2% |
126-315 |
Close |
128-125 |
128-280 |
0-155 |
0.4% |
128-145 |
Range |
0-185 |
1-000 |
0-135 |
73.0% |
1-295 |
ATR |
0-212 |
0-220 |
0-008 |
3.6% |
0-000 |
Volume |
1,569,573 |
1,996,094 |
426,521 |
27.2% |
7,707,914 |
|
Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-253 |
131-107 |
129-136 |
|
R3 |
130-253 |
130-107 |
129-048 |
|
R2 |
129-253 |
129-253 |
129-019 |
|
R1 |
129-107 |
129-107 |
128-309 |
129-180 |
PP |
128-253 |
128-253 |
128-253 |
128-290 |
S1 |
128-107 |
128-107 |
128-251 |
128-180 |
S2 |
127-253 |
127-253 |
128-221 |
|
S3 |
126-253 |
127-107 |
128-192 |
|
S4 |
125-253 |
126-107 |
128-104 |
|
|
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 |
129-080 |
127-135 |
1-265 |
1.4% |
0-263 |
0.6% |
79% |
True |
False |
1,726,858 |
10 |
129-080 |
126-075 |
3-005 |
2.3% |
0-259 |
0.6% |
88% |
True |
False |
1,554,622 |
20 |
129-080 |
125-140 |
3-260 |
3.0% |
0-204 |
0.5% |
90% |
True |
False |
1,073,546 |
40 |
129-080 |
125-090 |
3-310 |
3.1% |
0-201 |
0.5% |
91% |
True |
False |
1,058,083 |
60 |
129-080 |
125-010 |
4-070 |
3.3% |
0-184 |
0.4% |
91% |
True |
False |
710,065 |
80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-172 |
0.4% |
84% |
False |
False |
532,639 |
100 |
129-195 |
125-010 |
4-185 |
3.6% |
0-138 |
0.3% |
84% |
False |
False |
426,111 |
120 |
129-195 |
125-010 |
4-185 |
3.6% |
0-115 |
0.3% |
84% |
False |
False |
355,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-160 |
2.618 |
131-278 |
1.618 |
130-278 |
1.000 |
130-080 |
0.618 |
129-278 |
HIGH |
129-080 |
0.618 |
128-278 |
0.500 |
128-240 |
0.382 |
128-202 |
LOW |
128-080 |
0.618 |
127-202 |
1.000 |
127-080 |
1.618 |
126-202 |
2.618 |
125-202 |
4.250 |
124-000 |
|
|
Fisher Pivots for day following 20-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
128-267 |
128-243 |
PP |
128-253 |
128-207 |
S1 |
128-240 |
128-170 |
|