ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 05-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2016 |
05-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
130-000 |
130-140 |
0-140 |
0.3% |
129-190 |
High |
130-145 |
130-220 |
0-075 |
0.2% |
130-240 |
Low |
129-270 |
129-295 |
0-025 |
0.1% |
129-050 |
Close |
130-085 |
130-115 |
0-030 |
0.1% |
130-115 |
Range |
0-195 |
0-245 |
0-050 |
25.6% |
1-190 |
ATR |
0-223 |
0-224 |
0-002 |
0.7% |
0-000 |
Volume |
1,708,898 |
1,837,286 |
128,388 |
7.5% |
8,195,030 |
|
Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-198 |
132-082 |
130-250 |
|
R3 |
131-273 |
131-157 |
130-182 |
|
R2 |
131-028 |
131-028 |
130-160 |
|
R1 |
130-232 |
130-232 |
130-137 |
130-168 |
PP |
130-103 |
130-103 |
130-103 |
130-071 |
S1 |
129-307 |
129-307 |
130-093 |
129-242 |
S2 |
129-178 |
129-178 |
130-070 |
|
S3 |
128-253 |
129-062 |
130-048 |
|
S4 |
128-008 |
128-137 |
129-300 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-278 |
134-067 |
131-076 |
|
R3 |
133-088 |
132-197 |
130-255 |
|
R2 |
131-218 |
131-218 |
130-208 |
|
R1 |
131-007 |
131-007 |
130-162 |
131-112 |
PP |
130-028 |
130-028 |
130-028 |
130-081 |
S1 |
129-137 |
129-137 |
130-068 |
129-242 |
S2 |
128-158 |
128-158 |
130-022 |
|
S3 |
126-288 |
127-267 |
129-295 |
|
S4 |
125-098 |
126-077 |
129-154 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
130-240 |
129-050 |
1-190 |
1.2% |
0-250 |
0.6% |
75% |
False |
False |
1,639,006 |
10 |
130-240 |
128-070 |
2-170 |
1.9% |
0-220 |
0.5% |
85% |
False |
False |
1,463,233 |
20 |
130-240 |
126-185 |
4-055 |
3.2% |
0-240 |
0.6% |
91% |
False |
False |
1,532,666 |
40 |
130-240 |
125-125 |
5-115 |
4.1% |
0-212 |
0.5% |
93% |
False |
False |
1,180,460 |
60 |
130-240 |
125-090 |
5-150 |
4.2% |
0-194 |
0.5% |
93% |
False |
False |
1,005,312 |
80 |
130-240 |
125-010 |
5-230 |
4.4% |
0-185 |
0.4% |
93% |
False |
False |
754,144 |
100 |
130-240 |
125-010 |
5-230 |
4.4% |
0-164 |
0.4% |
93% |
False |
False |
603,337 |
120 |
130-240 |
125-010 |
5-230 |
4.4% |
0-137 |
0.3% |
93% |
False |
False |
502,781 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-301 |
2.618 |
132-221 |
1.618 |
131-296 |
1.000 |
131-145 |
0.618 |
131-051 |
HIGH |
130-220 |
0.618 |
130-126 |
0.500 |
130-098 |
0.382 |
130-069 |
LOW |
129-295 |
0.618 |
129-144 |
1.000 |
129-050 |
1.618 |
128-219 |
2.618 |
127-294 |
4.250 |
126-214 |
|
|
Fisher Pivots for day following 05-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
130-109 |
130-107 |
PP |
130-103 |
130-098 |
S1 |
130-098 |
130-090 |
|