ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 08-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2016 |
08-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
130-140 |
130-110 |
-0-030 |
-0.1% |
129-190 |
High |
130-220 |
131-100 |
0-200 |
0.5% |
130-240 |
Low |
129-295 |
130-055 |
0-080 |
0.2% |
129-050 |
Close |
130-115 |
131-095 |
0-300 |
0.7% |
130-115 |
Range |
0-245 |
1-045 |
0-120 |
49.0% |
1-190 |
ATR |
0-224 |
0-234 |
0-010 |
4.5% |
0-000 |
Volume |
1,837,286 |
1,675,081 |
-162,205 |
-8.8% |
8,195,030 |
|
Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-112 |
133-308 |
131-296 |
|
R3 |
133-067 |
132-263 |
131-195 |
|
R2 |
132-022 |
132-022 |
131-162 |
|
R1 |
131-218 |
131-218 |
131-128 |
131-280 |
PP |
130-297 |
130-297 |
130-297 |
131-008 |
S1 |
130-173 |
130-173 |
131-062 |
130-235 |
S2 |
129-252 |
129-252 |
131-028 |
|
S3 |
128-207 |
129-128 |
130-315 |
|
S4 |
127-162 |
128-083 |
130-214 |
|
|
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 |
131-100 |
129-085 |
2-015 |
1.6% |
0-282 |
0.7% |
99% |
True |
False |
1,728,113 |
10 |
131-100 |
128-100 |
3-000 |
2.3% |
0-241 |
0.6% |
99% |
True |
False |
1,544,274 |
20 |
131-100 |
126-315 |
4-105 |
3.3% |
0-242 |
0.6% |
100% |
True |
False |
1,533,563 |
40 |
131-100 |
125-125 |
5-295 |
4.5% |
0-215 |
0.5% |
100% |
True |
False |
1,193,439 |
60 |
131-100 |
125-090 |
6-010 |
4.6% |
0-198 |
0.5% |
100% |
True |
False |
1,032,982 |
80 |
131-100 |
125-010 |
6-090 |
4.8% |
0-188 |
0.4% |
100% |
True |
False |
775,079 |
100 |
131-100 |
125-010 |
6-090 |
4.8% |
0-168 |
0.4% |
100% |
True |
False |
620,088 |
120 |
131-100 |
125-010 |
6-090 |
4.8% |
0-140 |
0.3% |
100% |
True |
False |
516,740 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-051 |
2.618 |
134-096 |
1.618 |
133-051 |
1.000 |
132-145 |
0.618 |
132-006 |
HIGH |
131-100 |
0.618 |
130-281 |
0.500 |
130-238 |
0.382 |
130-194 |
LOW |
130-055 |
0.618 |
129-149 |
1.000 |
129-010 |
1.618 |
128-104 |
2.618 |
127-059 |
4.250 |
125-104 |
|
|
Fisher Pivots for day following 08-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
131-036 |
131-018 |
PP |
130-297 |
130-262 |
S1 |
130-238 |
130-185 |
|