ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 22-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
128-275 |
128-180 |
-0-095 |
-0.2% |
128-160 |
| High |
129-055 |
128-235 |
-0-140 |
-0.3% |
129-080 |
| Low |
128-160 |
128-025 |
-0-135 |
-0.3% |
128-005 |
| Close |
128-215 |
128-120 |
-0-095 |
-0.2% |
128-120 |
| Range |
0-215 |
0-210 |
-0-005 |
-2.3% |
1-075 |
| ATR |
0-219 |
0-219 |
-0-001 |
-0.3% |
0-000 |
| Volume |
1,841,733 |
1,248,529 |
-593,204 |
-32.2% |
6,655,929 |
|
| Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-117 |
130-008 |
128-236 |
|
| R3 |
129-227 |
129-118 |
128-178 |
|
| R2 |
129-017 |
129-017 |
128-158 |
|
| R1 |
128-228 |
128-228 |
128-139 |
128-178 |
| PP |
128-127 |
128-127 |
128-127 |
128-101 |
| S1 |
128-018 |
128-018 |
128-101 |
127-288 |
| S2 |
127-237 |
127-237 |
128-082 |
|
| S3 |
127-027 |
127-128 |
128-062 |
|
| S4 |
126-137 |
126-238 |
128-004 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-080 |
131-175 |
129-017 |
|
| R3 |
131-005 |
130-100 |
128-229 |
|
| R2 |
129-250 |
129-250 |
128-192 |
|
| R1 |
129-025 |
129-025 |
128-156 |
128-260 |
| PP |
128-175 |
128-175 |
128-175 |
128-132 |
| S1 |
127-270 |
127-270 |
128-084 |
127-185 |
| S2 |
127-100 |
127-100 |
128-048 |
|
| S3 |
126-025 |
126-195 |
128-011 |
|
| S4 |
124-270 |
125-120 |
127-223 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-080 |
127-260 |
1-140 |
1.1% |
0-256 |
0.6% |
39% |
False |
False |
1,694,511 |
| 10 |
129-080 |
126-185 |
2-215 |
2.1% |
0-259 |
0.6% |
67% |
False |
False |
1,602,099 |
| 20 |
129-080 |
125-140 |
3-260 |
3.0% |
0-210 |
0.5% |
77% |
False |
False |
1,173,705 |
| 40 |
129-080 |
125-090 |
3-310 |
3.1% |
0-204 |
0.5% |
78% |
False |
False |
1,104,852 |
| 60 |
129-080 |
125-010 |
4-070 |
3.3% |
0-188 |
0.5% |
79% |
False |
False |
761,549 |
| 80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-176 |
0.4% |
73% |
False |
False |
571,267 |
| 100 |
129-195 |
125-010 |
4-185 |
3.6% |
0-142 |
0.3% |
73% |
False |
False |
457,014 |
| 120 |
129-195 |
125-010 |
4-185 |
3.6% |
0-118 |
0.3% |
73% |
False |
False |
380,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-168 |
|
2.618 |
130-145 |
|
1.618 |
129-255 |
|
1.000 |
129-125 |
|
0.618 |
129-045 |
|
HIGH |
128-235 |
|
0.618 |
128-155 |
|
0.500 |
128-130 |
|
0.382 |
128-105 |
|
LOW |
128-025 |
|
0.618 |
127-215 |
|
1.000 |
127-135 |
|
1.618 |
127-005 |
|
2.618 |
126-115 |
|
4.250 |
125-092 |
|
|
| Fisher Pivots for day following 22-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
128-130 |
128-212 |
| PP |
128-127 |
128-182 |
| S1 |
128-123 |
128-151 |
|