ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 17-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2016 |
17-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
130-315 |
130-305 |
-0-010 |
0.0% |
130-110 |
High |
131-050 |
131-065 |
0-015 |
0.0% |
133-015 |
Low |
130-200 |
130-060 |
-0-140 |
-0.3% |
130-055 |
Close |
130-290 |
130-140 |
-0-150 |
-0.4% |
131-020 |
Range |
0-170 |
1-005 |
0-155 |
91.2% |
2-280 |
ATR |
0-255 |
0-260 |
0-005 |
1.9% |
0-000 |
Volume |
1,581,160 |
1,483,319 |
-97,841 |
-6.2% |
9,646,138 |
|
Daily Pivots for day following 17-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-210 |
133-020 |
130-319 |
|
R3 |
132-205 |
132-015 |
130-229 |
|
R2 |
131-200 |
131-200 |
130-200 |
|
R1 |
131-010 |
131-010 |
130-170 |
130-262 |
PP |
130-195 |
130-195 |
130-195 |
130-161 |
S1 |
130-005 |
130-005 |
130-110 |
129-258 |
S2 |
129-190 |
129-190 |
130-080 |
|
S3 |
128-185 |
129-000 |
130-051 |
|
S4 |
127-180 |
127-315 |
129-281 |
|
|
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 |
130-060 |
2-275 |
2.2% |
0-309 |
0.7% |
9% |
False |
True |
1,808,498 |
10 |
133-015 |
129-260 |
3-075 |
2.5% |
0-288 |
0.7% |
19% |
False |
False |
1,825,564 |
20 |
133-015 |
128-025 |
4-310 |
3.8% |
0-254 |
0.6% |
47% |
False |
False |
1,621,465 |
40 |
133-015 |
125-140 |
7-195 |
5.8% |
0-225 |
0.5% |
66% |
False |
False |
1,317,220 |
60 |
133-015 |
125-090 |
7-245 |
6.0% |
0-215 |
0.5% |
66% |
False |
False |
1,214,794 |
80 |
133-015 |
125-010 |
8-005 |
6.1% |
0-199 |
0.5% |
67% |
False |
False |
912,986 |
100 |
133-015 |
125-010 |
8-005 |
6.1% |
0-186 |
0.4% |
67% |
False |
False |
730,443 |
120 |
133-015 |
125-010 |
8-005 |
6.1% |
0-155 |
0.4% |
67% |
False |
False |
608,702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-166 |
2.618 |
133-276 |
1.618 |
132-271 |
1.000 |
132-070 |
0.618 |
131-266 |
HIGH |
131-065 |
0.618 |
130-261 |
0.500 |
130-222 |
0.382 |
130-184 |
LOW |
130-060 |
0.618 |
129-179 |
1.000 |
129-055 |
1.618 |
128-174 |
2.618 |
127-169 |
4.250 |
125-279 |
|
|
Fisher Pivots for day following 17-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
130-222 |
131-030 |
PP |
130-195 |
130-280 |
S1 |
130-168 |
130-210 |
|