ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 29-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
128-280 |
129-020 |
0-060 |
0.1% |
128-100 |
High |
129-030 |
129-220 |
0-190 |
0.5% |
129-220 |
Low |
128-170 |
128-310 |
0-140 |
0.3% |
128-070 |
Close |
129-010 |
129-185 |
0-175 |
0.4% |
129-185 |
Range |
0-180 |
0-230 |
0-050 |
27.8% |
1-150 |
ATR |
0-209 |
0-210 |
0-002 |
0.7% |
0-000 |
Volume |
1,641,268 |
1,692,523 |
51,255 |
3.1% |
6,437,307 |
|
Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-182 |
131-093 |
129-312 |
|
R3 |
130-272 |
130-183 |
129-248 |
|
R2 |
130-042 |
130-042 |
129-227 |
|
R1 |
129-273 |
129-273 |
129-206 |
129-318 |
PP |
129-132 |
129-132 |
129-132 |
129-154 |
S1 |
129-043 |
129-043 |
129-164 |
129-088 |
S2 |
128-222 |
128-222 |
129-143 |
|
S3 |
127-312 |
128-133 |
129-122 |
|
S4 |
127-082 |
127-223 |
129-058 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-182 |
133-013 |
130-124 |
|
R3 |
132-032 |
131-183 |
129-314 |
|
R2 |
130-202 |
130-202 |
129-271 |
|
R1 |
130-033 |
130-033 |
129-228 |
130-118 |
PP |
129-052 |
129-052 |
129-052 |
129-094 |
S1 |
128-203 |
128-203 |
129-142 |
128-288 |
S2 |
127-222 |
127-222 |
129-099 |
|
S3 |
126-072 |
127-053 |
129-056 |
|
S4 |
124-242 |
125-223 |
128-246 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
129-220 |
128-070 |
1-150 |
1.1% |
0-190 |
0.5% |
93% |
True |
False |
1,287,461 |
10 |
129-220 |
127-260 |
1-280 |
1.4% |
0-223 |
0.5% |
94% |
True |
False |
1,490,986 |
20 |
129-220 |
125-200 |
4-020 |
3.1% |
0-224 |
0.5% |
97% |
True |
False |
1,380,098 |
40 |
129-220 |
125-090 |
4-130 |
3.4% |
0-211 |
0.5% |
98% |
True |
False |
1,127,262 |
60 |
129-220 |
125-010 |
4-210 |
3.6% |
0-189 |
0.5% |
98% |
True |
False |
868,728 |
80 |
129-220 |
125-010 |
4-210 |
3.6% |
0-178 |
0.4% |
98% |
True |
False |
651,726 |
100 |
129-220 |
125-010 |
4-210 |
3.6% |
0-152 |
0.4% |
98% |
True |
False |
521,387 |
120 |
129-220 |
125-010 |
4-210 |
3.6% |
0-126 |
0.3% |
98% |
True |
False |
434,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-238 |
2.618 |
131-182 |
1.618 |
130-272 |
1.000 |
130-130 |
0.618 |
130-042 |
HIGH |
129-220 |
0.618 |
129-132 |
0.500 |
129-105 |
0.382 |
129-078 |
LOW |
128-310 |
0.618 |
128-168 |
1.000 |
128-080 |
1.618 |
127-258 |
2.618 |
127-028 |
4.250 |
125-292 |
|
|
Fisher Pivots for day following 29-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
129-158 |
129-123 |
PP |
129-132 |
129-062 |
S1 |
129-105 |
129-000 |
|