ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 23-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
130-275 |
130-275 |
0-000 |
0.0% |
130-315 |
High |
130-300 |
131-055 |
0-075 |
0.2% |
131-090 |
Low |
130-180 |
130-115 |
-0-065 |
-0.2% |
130-060 |
Close |
130-250 |
130-300 |
0-050 |
0.1% |
130-290 |
Range |
0-120 |
0-260 |
0-140 |
116.7% |
1-030 |
ATR |
0-246 |
0-247 |
0-001 |
0.4% |
0-000 |
Volume |
1,253,494 |
2,434,982 |
1,181,488 |
94.3% |
5,720,249 |
|
Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-083 |
132-292 |
131-123 |
|
R3 |
132-143 |
132-032 |
131-052 |
|
R2 |
131-203 |
131-203 |
131-028 |
|
R1 |
131-092 |
131-092 |
131-004 |
131-148 |
PP |
130-263 |
130-263 |
130-263 |
130-291 |
S1 |
130-152 |
130-152 |
130-276 |
130-208 |
S2 |
130-003 |
130-003 |
130-252 |
|
S3 |
129-063 |
129-212 |
130-228 |
|
S4 |
128-123 |
128-272 |
130-157 |
|
|
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% |
0-233 |
0.6% |
69% |
False |
False |
1,565,513 |
10 |
133-015 |
130-060 |
2-275 |
2.2% |
0-262 |
0.6% |
26% |
False |
False |
1,737,978 |
20 |
133-015 |
128-100 |
4-235 |
3.6% |
0-252 |
0.6% |
55% |
False |
False |
1,641,126 |
40 |
133-015 |
125-140 |
7-195 |
5.8% |
0-232 |
0.6% |
72% |
False |
False |
1,417,150 |
60 |
133-015 |
125-090 |
7-245 |
5.9% |
0-221 |
0.5% |
73% |
False |
False |
1,271,964 |
80 |
133-015 |
125-010 |
8-005 |
6.1% |
0-204 |
0.5% |
74% |
False |
False |
992,198 |
100 |
133-015 |
125-010 |
8-005 |
6.1% |
0-192 |
0.5% |
74% |
False |
False |
793,884 |
120 |
133-015 |
125-010 |
8-005 |
6.1% |
0-162 |
0.4% |
74% |
False |
False |
661,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-200 |
2.618 |
133-096 |
1.618 |
132-156 |
1.000 |
131-315 |
0.618 |
131-216 |
HIGH |
131-055 |
0.618 |
130-276 |
0.500 |
130-245 |
0.382 |
130-214 |
LOW |
130-115 |
0.618 |
129-274 |
1.000 |
129-175 |
1.618 |
129-014 |
2.618 |
128-074 |
4.250 |
126-290 |
|
|
Fisher Pivots for day following 23-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
130-282 |
130-288 |
PP |
130-263 |
130-275 |
S1 |
130-245 |
130-262 |
|