ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 16-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2016 |
16-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
131-270 |
130-315 |
-0-275 |
-0.7% |
130-110 |
High |
132-000 |
131-050 |
-0-270 |
-0.6% |
133-015 |
Low |
130-305 |
130-200 |
-0-105 |
-0.3% |
130-055 |
Close |
131-020 |
130-290 |
-0-050 |
-0.1% |
131-020 |
Range |
1-015 |
0-170 |
-0-165 |
-49.3% |
2-280 |
ATR |
0-262 |
0-255 |
-0-007 |
-2.5% |
0-000 |
Volume |
1,727,313 |
1,581,160 |
-146,153 |
-8.5% |
9,646,138 |
|
Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-157 |
132-073 |
131-064 |
|
R3 |
131-307 |
131-223 |
131-017 |
|
R2 |
131-137 |
131-137 |
131-001 |
|
R1 |
131-053 |
131-053 |
130-306 |
131-010 |
PP |
130-287 |
130-287 |
130-287 |
130-265 |
S1 |
130-203 |
130-203 |
130-274 |
130-160 |
S2 |
130-117 |
130-117 |
130-259 |
|
S3 |
129-267 |
130-033 |
130-243 |
|
S4 |
129-097 |
129-183 |
130-196 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-017 |
138-138 |
132-206 |
|
R3 |
137-057 |
135-178 |
131-273 |
|
R2 |
134-097 |
134-097 |
131-189 |
|
R1 |
132-218 |
132-218 |
131-104 |
133-158 |
PP |
131-137 |
131-137 |
131-137 |
131-266 |
S1 |
129-258 |
129-258 |
130-256 |
130-198 |
S2 |
128-177 |
128-177 |
130-171 |
|
S3 |
125-217 |
126-298 |
130-087 |
|
S4 |
122-257 |
124-018 |
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 |
130-200 |
2-135 |
1.9% |
0-291 |
0.7% |
12% |
False |
True |
1,910,443 |
10 |
133-015 |
129-085 |
3-250 |
2.9% |
0-286 |
0.7% |
43% |
False |
False |
1,819,278 |
20 |
133-015 |
128-005 |
5-010 |
3.8% |
0-248 |
0.6% |
57% |
False |
False |
1,625,778 |
40 |
133-015 |
125-140 |
7-195 |
5.8% |
0-222 |
0.5% |
72% |
False |
False |
1,304,676 |
60 |
133-015 |
125-090 |
7-245 |
5.9% |
0-212 |
0.5% |
72% |
False |
False |
1,190,072 |
80 |
133-015 |
125-010 |
8-005 |
6.1% |
0-196 |
0.5% |
73% |
False |
False |
894,455 |
100 |
133-015 |
125-010 |
8-005 |
6.1% |
0-182 |
0.4% |
73% |
False |
False |
715,610 |
120 |
133-015 |
125-010 |
8-005 |
6.1% |
0-152 |
0.4% |
73% |
False |
False |
596,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-132 |
2.618 |
132-175 |
1.618 |
132-005 |
1.000 |
131-220 |
0.618 |
131-155 |
HIGH |
131-050 |
0.618 |
130-305 |
0.500 |
130-285 |
0.382 |
130-265 |
LOW |
130-200 |
0.618 |
130-095 |
1.000 |
130-030 |
1.618 |
129-245 |
2.618 |
129-075 |
4.250 |
128-118 |
|
|
Fisher Pivots for day following 16-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
130-288 |
131-268 |
PP |
130-287 |
131-168 |
S1 |
130-285 |
131-069 |
|