ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 29-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
131-080 |
130-250 |
-0-150 |
-0.4% |
130-275 |
High |
130-240 |
131-000 |
0-080 |
0.2% |
131-255 |
Low |
130-240 |
130-210 |
-0-030 |
-0.1% |
130-115 |
Close |
130-240 |
130-290 |
0-050 |
0.1% |
130-240 |
Range |
0-000 |
0-110 |
0-110 |
|
1-140 |
ATR |
0-248 |
0-238 |
-0-010 |
-4.0% |
0-000 |
Volume |
1,277,718 |
264,215 |
-1,013,503 |
-79.3% |
9,781,642 |
|
Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-283 |
131-237 |
131-030 |
|
R3 |
131-173 |
131-127 |
131-000 |
|
R2 |
131-063 |
131-063 |
130-310 |
|
R1 |
131-017 |
131-017 |
130-300 |
131-040 |
PP |
130-273 |
130-273 |
130-273 |
130-285 |
S1 |
130-227 |
130-227 |
130-280 |
130-250 |
S2 |
130-163 |
130-163 |
130-270 |
|
S3 |
130-053 |
130-117 |
130-260 |
|
S4 |
129-263 |
130-007 |
130-230 |
|
|
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% |
0-180 |
0.4% |
38% |
False |
False |
1,758,472 |
10 |
131-255 |
130-060 |
1-195 |
1.2% |
0-198 |
0.5% |
45% |
False |
False |
1,576,610 |
20 |
133-015 |
129-050 |
3-285 |
3.0% |
0-244 |
0.6% |
45% |
False |
False |
1,680,363 |
40 |
133-015 |
125-200 |
7-135 |
5.7% |
0-234 |
0.6% |
71% |
False |
False |
1,530,231 |
60 |
133-015 |
125-090 |
7-245 |
5.9% |
0-222 |
0.5% |
72% |
False |
False |
1,311,629 |
80 |
133-015 |
125-010 |
8-005 |
6.1% |
0-202 |
0.5% |
73% |
False |
False |
1,071,637 |
100 |
133-015 |
125-010 |
8-005 |
6.1% |
0-191 |
0.5% |
73% |
False |
False |
857,453 |
120 |
133-015 |
125-010 |
8-005 |
6.1% |
0-167 |
0.4% |
73% |
False |
False |
714,549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-148 |
2.618 |
131-288 |
1.618 |
131-178 |
1.000 |
131-110 |
0.618 |
131-068 |
HIGH |
131-000 |
0.618 |
130-278 |
0.500 |
130-265 |
0.382 |
130-252 |
LOW |
130-210 |
0.618 |
130-142 |
1.000 |
130-100 |
1.618 |
130-032 |
2.618 |
129-242 |
4.250 |
129-062 |
|
|
Fisher Pivots for day following 29-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
130-282 |
131-040 |
PP |
130-273 |
131-017 |
S1 |
130-265 |
130-313 |
|