ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 01-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2016 |
01-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
129-020 |
129-190 |
0-170 |
0.4% |
128-100 |
High |
129-220 |
129-255 |
0-035 |
0.1% |
129-220 |
Low |
128-310 |
129-050 |
0-060 |
0.1% |
128-070 |
Close |
129-185 |
129-055 |
-0-130 |
-0.3% |
129-185 |
Range |
0-230 |
0-205 |
-0-025 |
-10.9% |
1-150 |
ATR |
0-210 |
0-210 |
0-000 |
-0.2% |
0-000 |
Volume |
1,692,523 |
1,229,545 |
-462,978 |
-27.4% |
6,437,307 |
|
Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-095 |
130-280 |
129-168 |
|
R3 |
130-210 |
130-075 |
129-111 |
|
R2 |
130-005 |
130-005 |
129-093 |
|
R1 |
129-190 |
129-190 |
129-074 |
129-155 |
PP |
129-120 |
129-120 |
129-120 |
129-102 |
S1 |
128-305 |
128-305 |
129-036 |
128-270 |
S2 |
128-235 |
128-235 |
129-017 |
|
S3 |
128-030 |
128-100 |
128-319 |
|
S4 |
127-145 |
127-215 |
128-262 |
|
|
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 |
129-255 |
128-100 |
1-155 |
1.1% |
0-200 |
0.5% |
58% |
True |
False |
1,360,434 |
10 |
129-255 |
128-005 |
1-250 |
1.4% |
0-208 |
0.5% |
65% |
True |
False |
1,432,278 |
20 |
129-255 |
125-245 |
4-010 |
3.1% |
0-228 |
0.6% |
84% |
True |
False |
1,418,608 |
40 |
129-255 |
125-090 |
4-165 |
3.5% |
0-212 |
0.5% |
86% |
True |
False |
1,132,013 |
60 |
129-255 |
125-010 |
4-245 |
3.7% |
0-189 |
0.5% |
87% |
True |
False |
889,220 |
80 |
129-255 |
125-010 |
4-245 |
3.7% |
0-179 |
0.4% |
87% |
True |
False |
667,075 |
100 |
129-255 |
125-010 |
4-245 |
3.7% |
0-154 |
0.4% |
87% |
True |
False |
533,682 |
120 |
129-255 |
125-010 |
4-245 |
3.7% |
0-128 |
0.3% |
87% |
True |
False |
444,735 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-166 |
2.618 |
131-152 |
1.618 |
130-267 |
1.000 |
130-140 |
0.618 |
130-062 |
HIGH |
129-255 |
0.618 |
129-177 |
0.500 |
129-152 |
0.382 |
129-128 |
LOW |
129-050 |
0.618 |
128-243 |
1.000 |
128-165 |
1.618 |
128-038 |
2.618 |
127-153 |
4.250 |
126-139 |
|
|
Fisher Pivots for day following 01-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
129-152 |
129-054 |
PP |
129-120 |
129-053 |
S1 |
129-088 |
129-052 |
|