ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 26-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
128-100 |
128-220 |
0-120 |
0.3% |
128-160 |
| High |
128-225 |
129-025 |
0-120 |
0.3% |
129-080 |
| Low |
128-070 |
128-160 |
0-090 |
0.2% |
128-005 |
| Close |
128-175 |
128-260 |
0-085 |
0.2% |
128-120 |
| Range |
0-155 |
0-185 |
0-030 |
19.4% |
1-075 |
| ATR |
0-214 |
0-212 |
-0-002 |
-1.0% |
0-000 |
| Volume |
864,678 |
1,088,050 |
223,372 |
25.8% |
6,655,929 |
|
| Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-170 |
130-080 |
129-042 |
|
| R3 |
129-305 |
129-215 |
128-311 |
|
| R2 |
129-120 |
129-120 |
128-294 |
|
| R1 |
129-030 |
129-030 |
128-277 |
129-075 |
| PP |
128-255 |
128-255 |
128-255 |
128-278 |
| S1 |
128-165 |
128-165 |
128-243 |
128-210 |
| S2 |
128-070 |
128-070 |
128-226 |
|
| S3 |
127-205 |
127-300 |
128-209 |
|
| S4 |
127-020 |
127-115 |
128-158 |
|
|
| 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 |
128-025 |
1-055 |
0.9% |
0-217 |
0.5% |
63% |
False |
False |
1,407,816 |
| 10 |
129-080 |
126-315 |
2-085 |
1.8% |
0-240 |
0.6% |
81% |
False |
False |
1,514,281 |
| 20 |
129-080 |
125-140 |
3-260 |
3.0% |
0-218 |
0.5% |
89% |
False |
False |
1,238,571 |
| 40 |
129-080 |
125-090 |
3-310 |
3.1% |
0-207 |
0.5% |
89% |
False |
False |
1,083,065 |
| 60 |
129-080 |
125-010 |
4-070 |
3.3% |
0-187 |
0.5% |
90% |
False |
False |
794,023 |
| 80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-177 |
0.4% |
83% |
False |
False |
595,674 |
| 100 |
129-195 |
125-010 |
4-185 |
3.6% |
0-146 |
0.4% |
83% |
False |
False |
476,541 |
| 120 |
129-195 |
125-010 |
4-185 |
3.6% |
0-121 |
0.3% |
83% |
False |
False |
397,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-171 |
|
2.618 |
130-189 |
|
1.618 |
130-004 |
|
1.000 |
129-210 |
|
0.618 |
129-139 |
|
HIGH |
129-025 |
|
0.618 |
128-274 |
|
0.500 |
128-252 |
|
0.382 |
128-231 |
|
LOW |
128-160 |
|
0.618 |
128-046 |
|
1.000 |
127-295 |
|
1.618 |
127-181 |
|
2.618 |
126-316 |
|
4.250 |
126-014 |
|
|
| Fisher Pivots for day following 26-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
128-258 |
128-235 |
| PP |
128-255 |
128-210 |
| S1 |
128-252 |
128-185 |
|