ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 09-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2016 |
09-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
130-110 |
131-060 |
0-270 |
0.6% |
129-190 |
High |
131-100 |
131-240 |
0-140 |
0.3% |
130-240 |
Low |
130-055 |
131-005 |
0-270 |
0.6% |
129-050 |
Close |
131-095 |
131-100 |
0-005 |
0.0% |
130-115 |
Range |
1-045 |
0-235 |
-0-130 |
-35.6% |
1-190 |
ATR |
0-234 |
0-234 |
0-000 |
0.0% |
0-000 |
Volume |
1,675,081 |
1,993,045 |
317,964 |
19.0% |
8,195,030 |
|
Daily Pivots for day following 09-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-180 |
133-055 |
131-229 |
|
R3 |
132-265 |
132-140 |
131-165 |
|
R2 |
132-030 |
132-030 |
131-143 |
|
R1 |
131-225 |
131-225 |
131-122 |
131-288 |
PP |
131-115 |
131-115 |
131-115 |
131-146 |
S1 |
130-310 |
130-310 |
131-078 |
131-052 |
S2 |
130-200 |
130-200 |
131-057 |
|
S3 |
129-285 |
130-075 |
131-035 |
|
S4 |
129-050 |
129-160 |
130-291 |
|
|
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 |
131-240 |
129-260 |
1-300 |
1.5% |
0-268 |
0.6% |
77% |
True |
False |
1,842,629 |
10 |
131-240 |
128-100 |
3-140 |
2.6% |
0-246 |
0.6% |
87% |
True |
False |
1,634,773 |
20 |
131-240 |
126-315 |
4-245 |
3.6% |
0-243 |
0.6% |
91% |
True |
False |
1,574,527 |
40 |
131-240 |
125-125 |
6-115 |
4.8% |
0-218 |
0.5% |
93% |
True |
False |
1,223,621 |
60 |
131-240 |
125-090 |
6-150 |
4.9% |
0-200 |
0.5% |
93% |
True |
False |
1,066,200 |
80 |
131-240 |
125-010 |
6-230 |
5.1% |
0-188 |
0.4% |
93% |
True |
False |
799,965 |
100 |
131-240 |
125-010 |
6-230 |
5.1% |
0-170 |
0.4% |
93% |
True |
False |
640,018 |
120 |
131-240 |
125-010 |
6-230 |
5.1% |
0-142 |
0.3% |
93% |
True |
False |
533,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-279 |
2.618 |
133-215 |
1.618 |
132-300 |
1.000 |
132-155 |
0.618 |
132-065 |
HIGH |
131-240 |
0.618 |
131-150 |
0.500 |
131-122 |
0.382 |
131-095 |
LOW |
131-005 |
0.618 |
130-180 |
1.000 |
130-090 |
1.618 |
129-265 |
2.618 |
129-030 |
4.250 |
127-286 |
|
|
Fisher Pivots for day following 09-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
131-122 |
131-049 |
PP |
131-115 |
130-318 |
S1 |
131-108 |
130-268 |
|