ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 27-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
128-220 |
128-250 |
0-030 |
0.1% |
128-160 |
High |
129-025 |
128-300 |
-0-045 |
-0.1% |
129-080 |
Low |
128-160 |
128-100 |
-0-060 |
-0.1% |
128-005 |
Close |
128-260 |
128-275 |
0-015 |
0.0% |
128-120 |
Range |
0-185 |
0-200 |
0-015 |
8.1% |
1-075 |
ATR |
0-212 |
0-211 |
-0-001 |
-0.4% |
0-000 |
Volume |
1,088,050 |
1,150,788 |
62,738 |
5.8% |
6,655,929 |
|
Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-185 |
130-110 |
129-065 |
|
R3 |
129-305 |
129-230 |
129-010 |
|
R2 |
129-105 |
129-105 |
128-312 |
|
R1 |
129-030 |
129-030 |
128-293 |
129-068 |
PP |
128-225 |
128-225 |
128-225 |
128-244 |
S1 |
128-150 |
128-150 |
128-257 |
128-188 |
S2 |
128-025 |
128-025 |
128-238 |
|
S3 |
127-145 |
127-270 |
128-220 |
|
S4 |
126-265 |
127-070 |
128-165 |
|
|
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 |
129-055 |
128-025 |
1-030 |
0.8% |
0-193 |
0.5% |
71% |
False |
False |
1,238,755 |
10 |
129-080 |
127-135 |
1-265 |
1.4% |
0-228 |
0.6% |
79% |
False |
False |
1,482,807 |
20 |
129-080 |
125-140 |
3-260 |
3.0% |
0-221 |
0.5% |
90% |
False |
False |
1,279,725 |
40 |
129-080 |
125-090 |
3-310 |
3.1% |
0-210 |
0.5% |
90% |
False |
False |
1,098,247 |
60 |
129-080 |
125-010 |
4-070 |
3.3% |
0-186 |
0.5% |
91% |
False |
False |
813,203 |
80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-178 |
0.4% |
84% |
False |
False |
610,058 |
100 |
129-195 |
125-010 |
4-185 |
3.6% |
0-148 |
0.4% |
84% |
False |
False |
488,049 |
120 |
129-195 |
125-010 |
4-185 |
3.6% |
0-123 |
0.3% |
84% |
False |
False |
406,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-190 |
2.618 |
130-184 |
1.618 |
129-304 |
1.000 |
129-180 |
0.618 |
129-104 |
HIGH |
128-300 |
0.618 |
128-224 |
0.500 |
128-200 |
0.382 |
128-176 |
LOW |
128-100 |
0.618 |
127-296 |
1.000 |
127-220 |
1.618 |
127-096 |
2.618 |
126-216 |
4.250 |
125-210 |
|
|
Fisher Pivots for day following 27-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
128-250 |
128-252 |
PP |
128-225 |
128-230 |
S1 |
128-200 |
128-208 |
|