ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 11-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
131-090 |
131-240 |
0-150 |
0.4% |
129-190 |
High |
131-245 |
133-015 |
1-090 |
1.0% |
130-240 |
Low |
130-290 |
131-215 |
0-245 |
0.6% |
129-050 |
Close |
131-160 |
132-010 |
0-170 |
0.4% |
130-115 |
Range |
0-275 |
1-120 |
0-165 |
60.0% |
1-190 |
ATR |
0-237 |
0-256 |
0-018 |
7.8% |
0-000 |
Volume |
1,781,823 |
2,468,876 |
687,053 |
38.6% |
8,195,030 |
|
Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-120 |
135-185 |
132-252 |
|
R3 |
135-000 |
134-065 |
132-131 |
|
R2 |
133-200 |
133-200 |
132-091 |
|
R1 |
132-265 |
132-265 |
132-050 |
133-072 |
PP |
132-080 |
132-080 |
132-080 |
132-144 |
S1 |
131-145 |
131-145 |
131-290 |
131-272 |
S2 |
130-280 |
130-280 |
131-249 |
|
S3 |
129-160 |
130-025 |
131-209 |
|
S4 |
128-040 |
128-225 |
131-088 |
|
|
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 |
133-015 |
129-295 |
3-040 |
2.4% |
0-312 |
0.7% |
68% |
True |
False |
1,951,222 |
10 |
133-015 |
128-310 |
4-025 |
3.1% |
0-280 |
0.7% |
75% |
True |
False |
1,780,637 |
20 |
133-015 |
127-200 |
5-135 |
4.1% |
0-249 |
0.6% |
81% |
True |
False |
1,628,641 |
40 |
133-015 |
125-125 |
7-210 |
5.8% |
0-221 |
0.5% |
87% |
True |
False |
1,270,913 |
60 |
133-015 |
125-090 |
7-245 |
5.9% |
0-208 |
0.5% |
87% |
True |
False |
1,136,062 |
80 |
133-015 |
125-010 |
8-005 |
6.1% |
0-194 |
0.5% |
87% |
True |
False |
853,099 |
100 |
133-015 |
125-010 |
8-005 |
6.1% |
0-177 |
0.4% |
87% |
True |
False |
682,525 |
120 |
133-015 |
125-010 |
8-005 |
6.1% |
0-148 |
0.3% |
87% |
True |
False |
568,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138-285 |
2.618 |
136-207 |
1.618 |
135-087 |
1.000 |
134-135 |
0.618 |
133-287 |
HIGH |
133-015 |
0.618 |
132-167 |
0.500 |
132-115 |
0.382 |
132-063 |
LOW |
131-215 |
0.618 |
130-263 |
1.000 |
130-095 |
1.618 |
129-143 |
2.618 |
128-023 |
4.250 |
125-265 |
|
|
Fisher Pivots for day following 11-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
132-115 |
132-004 |
PP |
132-080 |
131-318 |
S1 |
132-045 |
131-312 |
|