ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 02-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2016 |
02-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
129-190 |
129-090 |
-0-100 |
-0.2% |
128-100 |
| High |
129-255 |
130-070 |
0-135 |
0.3% |
129-220 |
| Low |
129-050 |
129-085 |
0-035 |
0.1% |
128-070 |
| Close |
129-055 |
130-030 |
0-295 |
0.7% |
129-185 |
| Range |
0-205 |
0-305 |
0-100 |
48.8% |
1-150 |
| ATR |
0-210 |
0-219 |
0-009 |
4.2% |
0-000 |
| Volume |
1,229,545 |
1,420,462 |
190,917 |
15.5% |
6,437,307 |
|
| Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-230 |
132-115 |
130-198 |
|
| R3 |
131-245 |
131-130 |
130-114 |
|
| R2 |
130-260 |
130-260 |
130-086 |
|
| R1 |
130-145 |
130-145 |
130-058 |
130-202 |
| PP |
129-275 |
129-275 |
129-275 |
129-304 |
| S1 |
129-160 |
129-160 |
130-002 |
129-218 |
| S2 |
128-290 |
128-290 |
129-294 |
|
| S3 |
127-305 |
128-175 |
129-266 |
|
| S4 |
127-000 |
127-190 |
129-182 |
|
|
| 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 |
130-070 |
128-100 |
1-290 |
1.5% |
0-224 |
0.5% |
93% |
True |
False |
1,426,917 |
| 10 |
130-070 |
128-025 |
2-045 |
1.6% |
0-220 |
0.5% |
94% |
True |
False |
1,417,367 |
| 20 |
130-070 |
126-005 |
4-065 |
3.2% |
0-230 |
0.6% |
97% |
True |
False |
1,433,697 |
| 40 |
130-070 |
125-090 |
4-300 |
3.8% |
0-208 |
0.5% |
97% |
True |
False |
1,129,648 |
| 60 |
130-070 |
125-010 |
5-060 |
4.0% |
0-192 |
0.5% |
98% |
True |
False |
912,895 |
| 80 |
130-070 |
125-010 |
5-060 |
4.0% |
0-181 |
0.4% |
98% |
True |
False |
684,831 |
| 100 |
130-070 |
125-010 |
5-060 |
4.0% |
0-157 |
0.4% |
98% |
True |
False |
547,887 |
| 120 |
130-070 |
125-010 |
5-060 |
4.0% |
0-131 |
0.3% |
98% |
True |
False |
456,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-086 |
|
2.618 |
132-228 |
|
1.618 |
131-243 |
|
1.000 |
131-055 |
|
0.618 |
130-258 |
|
HIGH |
130-070 |
|
0.618 |
129-273 |
|
0.500 |
129-238 |
|
0.382 |
129-202 |
|
LOW |
129-085 |
|
0.618 |
128-217 |
|
1.000 |
128-100 |
|
1.618 |
127-232 |
|
2.618 |
126-247 |
|
4.250 |
125-069 |
|
|
| Fisher Pivots for day following 02-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-312 |
129-297 |
| PP |
129-275 |
129-243 |
| S1 |
129-238 |
129-190 |
|