ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 25-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2016 |
25-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
131-040 |
130-300 |
-0-060 |
-0.1% |
130-315 |
High |
131-255 |
131-190 |
-0-065 |
-0.2% |
131-090 |
Low |
130-285 |
130-270 |
-0-015 |
0.0% |
130-060 |
Close |
131-000 |
131-145 |
0-145 |
0.3% |
130-290 |
Range |
0-290 |
0-240 |
-0-050 |
-17.2% |
1-030 |
ATR |
0-250 |
0-250 |
-0-001 |
-0.3% |
0-000 |
Volume |
2,558,613 |
2,256,835 |
-301,778 |
-11.8% |
5,720,249 |
|
Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-175 |
133-080 |
131-277 |
|
R3 |
132-255 |
132-160 |
131-211 |
|
R2 |
132-015 |
132-015 |
131-189 |
|
R1 |
131-240 |
131-240 |
131-167 |
131-288 |
PP |
131-095 |
131-095 |
131-095 |
131-119 |
S1 |
131-000 |
131-000 |
131-123 |
131-048 |
S2 |
130-175 |
130-175 |
131-101 |
|
S3 |
129-255 |
130-080 |
131-079 |
|
S4 |
129-015 |
129-160 |
131-013 |
|
|
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 |
130-115 |
1-140 |
1.1% |
0-223 |
0.5% |
76% |
False |
False |
1,964,869 |
10 |
133-015 |
130-060 |
2-275 |
2.2% |
0-264 |
0.6% |
44% |
False |
False |
1,842,036 |
20 |
133-015 |
128-170 |
4-165 |
3.4% |
0-259 |
0.6% |
65% |
False |
False |
1,769,956 |
40 |
133-015 |
125-140 |
7-195 |
5.8% |
0-240 |
0.6% |
79% |
False |
False |
1,524,840 |
60 |
133-015 |
125-090 |
7-245 |
5.9% |
0-226 |
0.5% |
79% |
False |
False |
1,322,150 |
80 |
133-015 |
125-010 |
8-005 |
6.1% |
0-204 |
0.5% |
80% |
False |
False |
1,052,391 |
100 |
133-015 |
125-010 |
8-005 |
6.1% |
0-194 |
0.5% |
80% |
False |
False |
842,037 |
120 |
133-015 |
125-010 |
8-005 |
6.1% |
0-166 |
0.4% |
80% |
False |
False |
701,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-250 |
2.618 |
133-178 |
1.618 |
132-258 |
1.000 |
132-110 |
0.618 |
132-018 |
HIGH |
131-190 |
0.618 |
131-098 |
0.500 |
131-070 |
0.382 |
131-042 |
LOW |
130-270 |
0.618 |
130-122 |
1.000 |
130-030 |
1.618 |
129-202 |
2.618 |
128-282 |
4.250 |
127-210 |
|
|
Fisher Pivots for day following 25-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
131-120 |
131-105 |
PP |
131-095 |
131-065 |
S1 |
131-070 |
131-025 |
|