ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 01-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
130-250 |
130-305 |
0-055 |
0.1% |
130-275 |
High |
131-000 |
131-070 |
0-070 |
0.2% |
131-255 |
Low |
130-210 |
129-315 |
-0-215 |
-0.5% |
130-115 |
Close |
130-290 |
130-000 |
-0-290 |
-0.7% |
130-240 |
Range |
0-110 |
1-075 |
0-285 |
259.1% |
1-140 |
ATR |
0-238 |
0-249 |
0-011 |
4.7% |
0-000 |
Volume |
264,215 |
154,089 |
-110,126 |
-41.7% |
9,781,642 |
|
Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-033 |
133-092 |
130-217 |
|
R3 |
132-278 |
132-017 |
130-109 |
|
R2 |
131-203 |
131-203 |
130-072 |
|
R1 |
130-262 |
130-262 |
130-036 |
130-195 |
PP |
130-128 |
130-128 |
130-128 |
130-095 |
S1 |
129-187 |
129-187 |
129-284 |
129-120 |
S2 |
129-053 |
129-053 |
129-248 |
|
S3 |
127-298 |
128-112 |
129-211 |
|
S4 |
126-223 |
127-037 |
129-103 |
|
|
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 |
129-315 |
1-260 |
1.4% |
0-207 |
0.5% |
1% |
False |
True |
1,302,294 |
10 |
131-255 |
129-315 |
1-260 |
1.4% |
0-220 |
0.5% |
1% |
False |
True |
1,433,903 |
20 |
133-015 |
129-085 |
3-250 |
2.9% |
0-253 |
0.6% |
19% |
False |
False |
1,626,590 |
40 |
133-015 |
125-245 |
7-090 |
5.6% |
0-241 |
0.6% |
58% |
False |
False |
1,522,599 |
60 |
133-015 |
125-090 |
7-245 |
6.0% |
0-226 |
0.5% |
61% |
False |
False |
1,296,872 |
80 |
133-015 |
125-010 |
8-005 |
6.2% |
0-205 |
0.5% |
62% |
False |
False |
1,073,563 |
100 |
133-015 |
125-010 |
8-005 |
6.2% |
0-194 |
0.5% |
62% |
False |
False |
858,978 |
120 |
133-015 |
125-010 |
8-005 |
6.2% |
0-170 |
0.4% |
62% |
False |
False |
715,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-149 |
2.618 |
134-144 |
1.618 |
133-069 |
1.000 |
132-145 |
0.618 |
131-314 |
HIGH |
131-070 |
0.618 |
130-239 |
0.500 |
130-192 |
0.382 |
130-146 |
LOW |
129-315 |
0.618 |
129-071 |
1.000 |
128-240 |
1.618 |
127-316 |
2.618 |
126-241 |
4.250 |
124-236 |
|
|
Fisher Pivots for day following 01-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
130-192 |
130-192 |
PP |
130-128 |
130-128 |
S1 |
130-064 |
130-064 |
|