ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 04-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2016 |
04-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
130-060 |
130-000 |
-0-060 |
-0.1% |
128-100 |
High |
130-240 |
130-145 |
-0-095 |
-0.2% |
129-220 |
Low |
129-260 |
129-270 |
0-010 |
0.0% |
128-070 |
Close |
130-005 |
130-085 |
0-080 |
0.2% |
129-185 |
Range |
0-300 |
0-195 |
-0-105 |
-35.0% |
1-150 |
ATR |
0-225 |
0-223 |
-0-002 |
-0.9% |
0-000 |
Volume |
1,998,839 |
1,708,898 |
-289,941 |
-14.5% |
6,437,307 |
|
Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-005 |
131-240 |
130-192 |
|
R3 |
131-130 |
131-045 |
130-139 |
|
R2 |
130-255 |
130-255 |
130-121 |
|
R1 |
130-170 |
130-170 |
130-103 |
130-212 |
PP |
130-060 |
130-060 |
130-060 |
130-081 |
S1 |
129-295 |
129-295 |
130-067 |
130-018 |
S2 |
129-185 |
129-185 |
130-049 |
|
S3 |
128-310 |
129-100 |
130-031 |
|
S4 |
128-115 |
128-225 |
129-298 |
|
|
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 |
128-310 |
1-250 |
1.4% |
0-247 |
0.6% |
73% |
False |
False |
1,610,053 |
10 |
130-240 |
128-025 |
2-215 |
2.1% |
0-216 |
0.5% |
82% |
False |
False |
1,404,358 |
20 |
130-240 |
126-185 |
4-055 |
3.2% |
0-238 |
0.6% |
88% |
False |
False |
1,513,335 |
40 |
130-240 |
125-125 |
5-115 |
4.1% |
0-209 |
0.5% |
91% |
False |
False |
1,159,736 |
60 |
130-240 |
125-010 |
5-230 |
4.4% |
0-192 |
0.5% |
92% |
False |
False |
974,690 |
80 |
130-240 |
125-010 |
5-230 |
4.4% |
0-183 |
0.4% |
92% |
False |
False |
731,178 |
100 |
130-240 |
125-010 |
5-230 |
4.4% |
0-162 |
0.4% |
92% |
False |
False |
584,964 |
120 |
130-240 |
125-010 |
5-230 |
4.4% |
0-135 |
0.3% |
92% |
False |
False |
487,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-014 |
2.618 |
132-016 |
1.618 |
131-141 |
1.000 |
131-020 |
0.618 |
130-266 |
HIGH |
130-145 |
0.618 |
130-071 |
0.500 |
130-048 |
0.382 |
130-024 |
LOW |
129-270 |
0.618 |
129-149 |
1.000 |
129-075 |
1.618 |
128-274 |
2.618 |
128-079 |
4.250 |
127-081 |
|
|
Fisher Pivots for day following 04-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
130-072 |
130-058 |
PP |
130-060 |
130-030 |
S1 |
130-048 |
130-002 |
|