ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 18-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
130-305 |
130-140 |
-0-165 |
-0.4% |
130-110 |
High |
131-065 |
131-035 |
-0-030 |
-0.1% |
133-015 |
Low |
130-060 |
130-100 |
0-040 |
0.1% |
130-055 |
Close |
130-140 |
130-295 |
0-155 |
0.4% |
131-020 |
Range |
1-005 |
0-255 |
-0-070 |
-21.5% |
2-280 |
ATR |
0-260 |
0-260 |
0-000 |
-0.1% |
0-000 |
Volume |
1,483,319 |
1,335,348 |
-147,971 |
-10.0% |
9,646,138 |
|
Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-055 |
132-270 |
131-115 |
|
R3 |
132-120 |
132-015 |
131-045 |
|
R2 |
131-185 |
131-185 |
131-022 |
|
R1 |
131-080 |
131-080 |
130-318 |
131-132 |
PP |
130-250 |
130-250 |
130-250 |
130-276 |
S1 |
130-145 |
130-145 |
130-272 |
130-198 |
S2 |
129-315 |
129-315 |
130-248 |
|
S3 |
129-060 |
129-210 |
130-225 |
|
S4 |
128-125 |
128-275 |
130-155 |
|
|
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% |
0-305 |
0.7% |
26% |
False |
False |
1,719,203 |
10 |
133-015 |
129-270 |
3-065 |
2.4% |
0-284 |
0.7% |
34% |
False |
False |
1,759,214 |
20 |
133-015 |
128-025 |
4-310 |
3.8% |
0-251 |
0.6% |
57% |
False |
False |
1,588,428 |
40 |
133-015 |
125-140 |
7-195 |
5.8% |
0-228 |
0.5% |
72% |
False |
False |
1,330,987 |
60 |
133-015 |
125-090 |
7-245 |
5.9% |
0-218 |
0.5% |
73% |
False |
False |
1,234,865 |
80 |
133-015 |
125-010 |
8-005 |
6.1% |
0-201 |
0.5% |
73% |
False |
False |
929,656 |
100 |
133-015 |
125-010 |
8-005 |
6.1% |
0-188 |
0.4% |
73% |
False |
False |
743,797 |
120 |
133-015 |
125-010 |
8-005 |
6.1% |
0-157 |
0.4% |
73% |
False |
False |
619,830 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-159 |
2.618 |
133-063 |
1.618 |
132-128 |
1.000 |
131-290 |
0.618 |
131-193 |
HIGH |
131-035 |
0.618 |
130-258 |
0.500 |
130-228 |
0.382 |
130-197 |
LOW |
130-100 |
0.618 |
129-262 |
1.000 |
129-165 |
1.618 |
129-007 |
2.618 |
128-072 |
4.250 |
126-296 |
|
|
Fisher Pivots for day following 18-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
130-272 |
130-271 |
PP |
130-250 |
130-247 |
S1 |
130-228 |
130-222 |
|