ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 21-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
128-085 |
128-275 |
0-190 |
0.5% |
127-170 |
High |
129-080 |
129-055 |
-0-025 |
-0.1% |
128-290 |
Low |
128-080 |
128-160 |
0-080 |
0.2% |
126-315 |
Close |
128-280 |
128-215 |
-0-065 |
-0.2% |
128-145 |
Range |
1-000 |
0-215 |
-0-105 |
-32.8% |
1-295 |
ATR |
0-220 |
0-219 |
0-000 |
-0.2% |
0-000 |
Volume |
1,996,094 |
1,841,733 |
-154,361 |
-7.7% |
7,707,914 |
|
Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-255 |
130-130 |
129-013 |
|
R3 |
130-040 |
129-235 |
128-274 |
|
R2 |
129-145 |
129-145 |
128-254 |
|
R1 |
129-020 |
129-020 |
128-235 |
128-295 |
PP |
128-250 |
128-250 |
128-250 |
128-228 |
S1 |
128-125 |
128-125 |
128-195 |
128-080 |
S2 |
128-035 |
128-035 |
128-176 |
|
S3 |
127-140 |
127-230 |
128-156 |
|
S4 |
126-245 |
127-015 |
128-097 |
|
|
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 |
127-200 |
1-200 |
1.3% |
0-252 |
0.6% |
64% |
False |
False |
1,754,626 |
10 |
129-080 |
126-185 |
2-215 |
2.1% |
0-258 |
0.6% |
78% |
False |
False |
1,622,313 |
20 |
129-080 |
125-140 |
3-260 |
3.0% |
0-207 |
0.5% |
85% |
False |
False |
1,137,145 |
40 |
129-080 |
125-090 |
3-310 |
3.1% |
0-204 |
0.5% |
85% |
False |
False |
1,096,963 |
60 |
129-080 |
125-010 |
4-070 |
3.3% |
0-186 |
0.5% |
86% |
False |
False |
740,761 |
80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-174 |
0.4% |
80% |
False |
False |
555,660 |
100 |
129-195 |
125-010 |
4-185 |
3.6% |
0-140 |
0.3% |
80% |
False |
False |
444,528 |
120 |
129-195 |
125-010 |
4-185 |
3.6% |
0-117 |
0.3% |
80% |
False |
False |
370,440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-009 |
2.618 |
130-298 |
1.618 |
130-083 |
1.000 |
129-270 |
0.618 |
129-188 |
HIGH |
129-055 |
0.618 |
128-293 |
0.500 |
128-268 |
0.382 |
128-242 |
LOW |
128-160 |
0.618 |
128-027 |
1.000 |
127-265 |
1.618 |
127-132 |
2.618 |
126-237 |
4.250 |
125-206 |
|
|
Fisher Pivots for day following 21-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
128-268 |
128-211 |
PP |
128-250 |
128-207 |
S1 |
128-232 |
128-202 |
|