ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 25-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2016 |
25-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
128-180 |
128-100 |
-0-080 |
-0.2% |
128-160 |
High |
128-235 |
128-225 |
-0-010 |
0.0% |
129-080 |
Low |
128-025 |
128-070 |
0-045 |
0.1% |
128-005 |
Close |
128-120 |
128-175 |
0-055 |
0.1% |
128-120 |
Range |
0-210 |
0-155 |
-0-055 |
-26.2% |
1-075 |
ATR |
0-219 |
0-214 |
-0-005 |
-2.1% |
0-000 |
Volume |
1,248,529 |
864,678 |
-383,851 |
-30.7% |
6,655,929 |
|
Daily Pivots for day following 25-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-302 |
129-233 |
128-260 |
|
R3 |
129-147 |
129-078 |
128-218 |
|
R2 |
128-312 |
128-312 |
128-203 |
|
R1 |
128-243 |
128-243 |
128-189 |
128-278 |
PP |
128-157 |
128-157 |
128-157 |
128-174 |
S1 |
128-088 |
128-088 |
128-161 |
128-122 |
S2 |
128-002 |
128-002 |
128-147 |
|
S3 |
127-167 |
127-253 |
128-132 |
|
S4 |
127-012 |
127-098 |
128-090 |
|
|
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 |
128-005 |
1-075 |
1.0% |
0-217 |
0.5% |
43% |
False |
False |
1,504,121 |
10 |
129-080 |
126-315 |
2-085 |
1.8% |
0-243 |
0.6% |
69% |
False |
False |
1,522,852 |
20 |
129-080 |
125-140 |
3-260 |
3.0% |
0-212 |
0.5% |
82% |
False |
False |
1,193,175 |
40 |
129-080 |
125-090 |
3-310 |
3.1% |
0-205 |
0.5% |
82% |
False |
False |
1,087,383 |
60 |
129-080 |
125-010 |
4-070 |
3.3% |
0-188 |
0.5% |
83% |
False |
False |
775,889 |
80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-177 |
0.4% |
77% |
False |
False |
582,073 |
100 |
129-195 |
125-010 |
4-185 |
3.6% |
0-144 |
0.3% |
77% |
False |
False |
465,660 |
120 |
129-195 |
125-010 |
4-185 |
3.6% |
0-120 |
0.3% |
77% |
False |
False |
388,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-244 |
2.618 |
129-311 |
1.618 |
129-156 |
1.000 |
129-060 |
0.618 |
129-001 |
HIGH |
128-225 |
0.618 |
128-166 |
0.500 |
128-148 |
0.382 |
128-129 |
LOW |
128-070 |
0.618 |
127-294 |
1.000 |
127-235 |
1.618 |
127-139 |
2.618 |
126-304 |
4.250 |
126-051 |
|
|
Fisher Pivots for day following 25-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
128-166 |
128-200 |
PP |
128-157 |
128-192 |
S1 |
128-148 |
128-183 |
|