ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 22-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2016 |
22-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
131-030 |
130-275 |
-0-075 |
-0.2% |
130-315 |
High |
131-090 |
130-300 |
-0-110 |
-0.3% |
131-090 |
Low |
130-205 |
130-180 |
-0-025 |
-0.1% |
130-060 |
Close |
130-290 |
130-250 |
-0-040 |
-0.1% |
130-290 |
Range |
0-205 |
0-120 |
-0-085 |
-41.5% |
1-030 |
ATR |
0-256 |
0-246 |
-0-010 |
-3.8% |
0-000 |
Volume |
1,320,422 |
1,253,494 |
-66,928 |
-5.1% |
5,720,249 |
|
Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-283 |
131-227 |
130-316 |
|
R3 |
131-163 |
131-107 |
130-283 |
|
R2 |
131-043 |
131-043 |
130-272 |
|
R1 |
130-307 |
130-307 |
130-261 |
130-275 |
PP |
130-243 |
130-243 |
130-243 |
130-228 |
S1 |
130-187 |
130-187 |
130-239 |
130-155 |
S2 |
130-123 |
130-123 |
130-228 |
|
S3 |
130-003 |
130-067 |
130-217 |
|
S4 |
129-203 |
129-267 |
130-184 |
|
|
Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-023 |
133-187 |
131-162 |
|
R3 |
132-313 |
132-157 |
131-066 |
|
R2 |
131-283 |
131-283 |
131-034 |
|
R1 |
131-127 |
131-127 |
131-002 |
131-030 |
PP |
130-253 |
130-253 |
130-253 |
130-205 |
S1 |
130-097 |
130-097 |
130-258 |
130-000 |
S2 |
129-223 |
129-223 |
130-226 |
|
S3 |
128-193 |
129-067 |
130-194 |
|
S4 |
127-163 |
128-037 |
130-098 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-090 |
130-060 |
1-030 |
0.8% |
0-215 |
0.5% |
54% |
False |
False |
1,394,748 |
10 |
133-015 |
130-055 |
2-280 |
2.2% |
0-272 |
0.7% |
21% |
False |
False |
1,661,988 |
20 |
133-015 |
128-070 |
4-265 |
3.7% |
0-246 |
0.6% |
53% |
False |
False |
1,562,610 |
40 |
133-015 |
125-140 |
7-195 |
5.8% |
0-228 |
0.5% |
70% |
False |
False |
1,368,158 |
60 |
133-015 |
125-090 |
7-245 |
5.9% |
0-218 |
0.5% |
71% |
False |
False |
1,257,438 |
80 |
133-015 |
125-010 |
8-005 |
6.1% |
0-202 |
0.5% |
72% |
False |
False |
961,815 |
100 |
133-015 |
125-010 |
8-005 |
6.1% |
0-190 |
0.5% |
72% |
False |
False |
769,536 |
120 |
133-015 |
125-010 |
8-005 |
6.1% |
0-159 |
0.4% |
72% |
False |
False |
641,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-170 |
2.618 |
131-294 |
1.618 |
131-174 |
1.000 |
131-100 |
0.618 |
131-054 |
HIGH |
130-300 |
0.618 |
130-254 |
0.500 |
130-240 |
0.382 |
130-226 |
LOW |
130-180 |
0.618 |
130-106 |
1.000 |
130-060 |
1.618 |
129-306 |
2.618 |
129-186 |
4.250 |
128-310 |
|
|
Fisher Pivots for day following 22-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
130-247 |
130-255 |
PP |
130-243 |
130-253 |
S1 |
130-240 |
130-252 |
|