ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 24-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
130-275 |
131-040 |
0-085 |
0.2% |
130-315 |
High |
131-055 |
131-255 |
0-200 |
0.5% |
131-090 |
Low |
130-115 |
130-285 |
0-170 |
0.4% |
130-060 |
Close |
130-300 |
131-000 |
0-020 |
0.0% |
130-290 |
Range |
0-260 |
0-290 |
0-030 |
11.5% |
1-030 |
ATR |
0-247 |
0-250 |
0-003 |
1.2% |
0-000 |
Volume |
2,434,982 |
2,558,613 |
123,631 |
5.1% |
5,720,249 |
|
Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-303 |
133-122 |
131-160 |
|
R3 |
133-013 |
132-152 |
131-080 |
|
R2 |
132-043 |
132-043 |
131-053 |
|
R1 |
131-182 |
131-182 |
131-027 |
131-128 |
PP |
131-073 |
131-073 |
131-073 |
131-046 |
S1 |
130-212 |
130-212 |
130-293 |
130-158 |
S2 |
130-103 |
130-103 |
130-267 |
|
S3 |
129-133 |
129-242 |
130-240 |
|
S4 |
128-163 |
128-272 |
130-160 |
|
|
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 |
131-255 |
130-100 |
1-155 |
1.1% |
0-226 |
0.5% |
46% |
True |
False |
1,780,571 |
10 |
133-015 |
130-060 |
2-275 |
2.2% |
0-268 |
0.6% |
28% |
False |
False |
1,794,535 |
20 |
133-015 |
128-100 |
4-235 |
3.6% |
0-257 |
0.6% |
57% |
False |
False |
1,714,654 |
40 |
133-015 |
125-140 |
7-195 |
5.8% |
0-237 |
0.6% |
73% |
False |
False |
1,476,612 |
60 |
133-015 |
125-090 |
7-245 |
5.9% |
0-224 |
0.5% |
74% |
False |
False |
1,293,594 |
80 |
133-015 |
125-010 |
8-005 |
6.1% |
0-204 |
0.5% |
74% |
False |
False |
1,024,181 |
100 |
133-015 |
125-010 |
8-005 |
6.1% |
0-193 |
0.5% |
74% |
False |
False |
819,470 |
120 |
133-015 |
125-010 |
8-005 |
6.1% |
0-164 |
0.4% |
74% |
False |
False |
682,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-208 |
2.618 |
134-054 |
1.618 |
133-084 |
1.000 |
132-225 |
0.618 |
132-114 |
HIGH |
131-255 |
0.618 |
131-144 |
0.500 |
131-110 |
0.382 |
131-076 |
LOW |
130-285 |
0.618 |
130-106 |
1.000 |
129-315 |
1.618 |
129-136 |
2.618 |
128-166 |
4.250 |
127-012 |
|
|
Fisher Pivots for day following 24-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
131-110 |
131-025 |
PP |
131-073 |
131-017 |
S1 |
131-037 |
131-008 |
|