ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 03-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2016 |
03-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
129-090 |
130-060 |
0-290 |
0.7% |
128-100 |
High |
130-070 |
130-240 |
0-170 |
0.4% |
129-220 |
Low |
129-085 |
129-260 |
0-175 |
0.4% |
128-070 |
Close |
130-030 |
130-005 |
-0-025 |
-0.1% |
129-185 |
Range |
0-305 |
0-300 |
-0-005 |
-1.6% |
1-150 |
ATR |
0-219 |
0-225 |
0-006 |
2.6% |
0-000 |
Volume |
1,420,462 |
1,998,839 |
578,377 |
40.7% |
6,437,307 |
|
Daily Pivots for day following 03-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-002 |
132-143 |
130-170 |
|
R3 |
132-022 |
131-163 |
130-088 |
|
R2 |
131-042 |
131-042 |
130-060 |
|
R1 |
130-183 |
130-183 |
130-032 |
130-122 |
PP |
130-062 |
130-062 |
130-062 |
130-031 |
S1 |
129-203 |
129-203 |
129-298 |
129-142 |
S2 |
129-082 |
129-082 |
129-270 |
|
S3 |
128-102 |
128-223 |
129-242 |
|
S4 |
127-122 |
127-243 |
129-160 |
|
|
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 |
130-240 |
128-170 |
2-070 |
1.7% |
0-244 |
0.6% |
67% |
True |
False |
1,596,527 |
10 |
130-240 |
128-025 |
2-215 |
2.1% |
0-218 |
0.5% |
73% |
True |
False |
1,417,641 |
20 |
130-240 |
126-075 |
4-165 |
3.5% |
0-239 |
0.6% |
84% |
True |
False |
1,486,131 |
40 |
130-240 |
125-125 |
5-115 |
4.1% |
0-210 |
0.5% |
86% |
True |
False |
1,139,088 |
60 |
130-240 |
125-010 |
5-230 |
4.4% |
0-195 |
0.5% |
87% |
True |
False |
946,209 |
80 |
130-240 |
125-010 |
5-230 |
4.4% |
0-182 |
0.4% |
87% |
True |
False |
709,816 |
100 |
130-240 |
125-010 |
5-230 |
4.4% |
0-160 |
0.4% |
87% |
True |
False |
567,875 |
120 |
130-240 |
125-010 |
5-230 |
4.4% |
0-133 |
0.3% |
87% |
True |
False |
473,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-235 |
2.618 |
133-065 |
1.618 |
132-085 |
1.000 |
131-220 |
0.618 |
131-105 |
HIGH |
130-240 |
0.618 |
130-125 |
0.500 |
130-090 |
0.382 |
130-055 |
LOW |
129-260 |
0.618 |
129-075 |
1.000 |
128-280 |
1.618 |
128-095 |
2.618 |
127-115 |
4.250 |
125-265 |
|
|
Fisher Pivots for day following 03-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
130-090 |
129-318 |
PP |
130-062 |
129-312 |
S1 |
130-033 |
129-305 |
|