ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 28-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
128-250 |
128-280 |
0-030 |
0.1% |
128-160 |
High |
128-300 |
129-030 |
0-050 |
0.1% |
129-080 |
Low |
128-100 |
128-170 |
0-070 |
0.2% |
128-005 |
Close |
128-275 |
129-010 |
0-055 |
0.1% |
128-120 |
Range |
0-200 |
0-180 |
-0-020 |
-10.0% |
1-075 |
ATR |
0-211 |
0-209 |
-0-002 |
-1.1% |
0-000 |
Volume |
1,150,788 |
1,641,268 |
490,480 |
42.6% |
6,655,929 |
|
Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-183 |
130-117 |
129-109 |
|
R3 |
130-003 |
129-257 |
129-060 |
|
R2 |
129-143 |
129-143 |
129-043 |
|
R1 |
129-077 |
129-077 |
129-026 |
129-110 |
PP |
128-283 |
128-283 |
128-283 |
128-300 |
S1 |
128-217 |
128-217 |
128-314 |
128-250 |
S2 |
128-103 |
128-103 |
128-297 |
|
S3 |
127-243 |
128-037 |
128-280 |
|
S4 |
127-063 |
127-177 |
128-231 |
|
|
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 |
129-030 |
128-025 |
1-005 |
0.8% |
0-186 |
0.5% |
94% |
True |
False |
1,198,662 |
10 |
129-080 |
127-200 |
1-200 |
1.3% |
0-219 |
0.5% |
87% |
False |
False |
1,476,644 |
20 |
129-080 |
125-140 |
3-260 |
3.0% |
0-218 |
0.5% |
94% |
False |
False |
1,330,777 |
40 |
129-080 |
125-090 |
3-310 |
3.1% |
0-212 |
0.5% |
94% |
False |
False |
1,115,484 |
60 |
129-080 |
125-010 |
4-070 |
3.3% |
0-187 |
0.5% |
95% |
False |
False |
840,519 |
80 |
129-095 |
125-010 |
4-085 |
3.3% |
0-177 |
0.4% |
94% |
False |
False |
630,569 |
100 |
129-195 |
125-010 |
4-185 |
3.5% |
0-149 |
0.4% |
87% |
False |
False |
504,461 |
120 |
129-195 |
125-010 |
4-185 |
3.5% |
0-124 |
0.3% |
87% |
False |
False |
420,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-155 |
2.618 |
130-181 |
1.618 |
130-001 |
1.000 |
129-210 |
0.618 |
129-141 |
HIGH |
129-030 |
0.618 |
128-281 |
0.500 |
128-260 |
0.382 |
128-239 |
LOW |
128-170 |
0.618 |
128-059 |
1.000 |
127-310 |
1.618 |
127-199 |
2.618 |
127-019 |
4.250 |
126-045 |
|
|
Fisher Pivots for day following 28-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
128-307 |
128-295 |
PP |
128-283 |
128-260 |
S1 |
128-260 |
128-225 |
|