ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 26-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2016 |
26-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
130-300 |
131-080 |
0-100 |
0.2% |
130-275 |
High |
131-190 |
130-240 |
-0-270 |
-0.6% |
131-255 |
Low |
130-270 |
130-240 |
-0-030 |
-0.1% |
130-115 |
Close |
131-145 |
130-240 |
-0-225 |
-0.5% |
130-240 |
Range |
0-240 |
0-000 |
-0-240 |
-100.0% |
1-140 |
ATR |
0-250 |
0-248 |
-0-002 |
-0.7% |
0-000 |
Volume |
2,256,835 |
1,277,718 |
-979,117 |
-43.4% |
9,781,642 |
|
Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-240 |
130-240 |
130-240 |
|
R3 |
130-240 |
130-240 |
130-240 |
|
R2 |
130-240 |
130-240 |
130-240 |
|
R1 |
130-240 |
130-240 |
130-240 |
130-240 |
PP |
130-240 |
130-240 |
130-240 |
130-240 |
S1 |
130-240 |
130-240 |
130-240 |
130-240 |
S2 |
130-240 |
130-240 |
130-240 |
|
S3 |
130-240 |
130-240 |
130-240 |
|
S4 |
130-240 |
130-240 |
130-240 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-090 |
134-145 |
131-173 |
|
R3 |
133-270 |
133-005 |
131-046 |
|
R2 |
132-130 |
132-130 |
131-004 |
|
R1 |
131-185 |
131-185 |
130-282 |
131-088 |
PP |
130-310 |
130-310 |
130-310 |
130-261 |
S1 |
130-045 |
130-045 |
130-198 |
129-268 |
S2 |
129-170 |
129-170 |
130-156 |
|
S3 |
128-030 |
128-225 |
130-114 |
|
S4 |
126-210 |
127-085 |
129-307 |
|
|
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% |
0-182 |
0.4% |
27% |
False |
False |
1,956,328 |
10 |
132-000 |
130-060 |
1-260 |
1.4% |
0-220 |
0.5% |
31% |
False |
False |
1,722,920 |
20 |
133-015 |
128-310 |
4-025 |
3.1% |
0-250 |
0.6% |
44% |
False |
False |
1,751,779 |
40 |
133-015 |
125-140 |
7-195 |
5.8% |
0-234 |
0.6% |
70% |
False |
False |
1,541,278 |
60 |
133-015 |
125-090 |
7-245 |
5.9% |
0-224 |
0.5% |
70% |
False |
False |
1,327,582 |
80 |
133-015 |
125-010 |
8-005 |
6.1% |
0-203 |
0.5% |
71% |
False |
False |
1,068,334 |
100 |
133-015 |
125-010 |
8-005 |
6.1% |
0-192 |
0.5% |
71% |
False |
False |
854,811 |
120 |
133-015 |
125-010 |
8-005 |
6.1% |
0-166 |
0.4% |
71% |
False |
False |
712,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-240 |
2.618 |
130-240 |
1.618 |
130-240 |
1.000 |
130-240 |
0.618 |
130-240 |
HIGH |
130-240 |
0.618 |
130-240 |
0.500 |
130-240 |
0.382 |
130-240 |
LOW |
130-240 |
0.618 |
130-240 |
1.000 |
130-240 |
1.618 |
130-240 |
2.618 |
130-240 |
4.250 |
130-240 |
|
|
Fisher Pivots for day following 26-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
130-240 |
131-088 |
PP |
130-240 |
131-032 |
S1 |
130-240 |
130-296 |
|