ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 02-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2016 |
02-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
130-305 |
130-000 |
-0-305 |
-0.7% |
130-275 |
High |
131-070 |
130-055 |
-1-015 |
-0.8% |
131-255 |
Low |
129-315 |
129-190 |
-0-125 |
-0.3% |
130-115 |
Close |
130-000 |
129-240 |
-0-080 |
-0.2% |
130-240 |
Range |
1-075 |
0-185 |
-0-210 |
-53.2% |
1-140 |
ATR |
0-249 |
0-245 |
-0-005 |
-1.8% |
0-000 |
Volume |
154,089 |
94,725 |
-59,364 |
-38.5% |
9,781,642 |
|
Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-183 |
131-077 |
130-022 |
|
R3 |
130-318 |
130-212 |
129-291 |
|
R2 |
130-133 |
130-133 |
129-274 |
|
R1 |
130-027 |
130-027 |
129-257 |
129-308 |
PP |
129-268 |
129-268 |
129-268 |
129-249 |
S1 |
129-162 |
129-162 |
129-223 |
129-122 |
S2 |
129-083 |
129-083 |
129-206 |
|
S3 |
128-218 |
128-297 |
129-189 |
|
S4 |
128-033 |
128-112 |
129-138 |
|
|
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 |
131-190 |
129-190 |
2-000 |
1.5% |
0-186 |
0.4% |
8% |
False |
True |
809,516 |
10 |
131-255 |
129-190 |
2-065 |
1.7% |
0-206 |
0.5% |
7% |
False |
True |
1,295,044 |
20 |
133-015 |
129-190 |
3-145 |
2.7% |
0-247 |
0.6% |
5% |
False |
True |
1,560,304 |
40 |
133-015 |
126-005 |
7-010 |
5.4% |
0-239 |
0.6% |
53% |
False |
False |
1,497,000 |
60 |
133-015 |
125-090 |
7-245 |
6.0% |
0-221 |
0.5% |
58% |
False |
False |
1,273,200 |
80 |
133-015 |
125-010 |
8-005 |
6.2% |
0-206 |
0.5% |
59% |
False |
False |
1,074,747 |
100 |
133-015 |
125-010 |
8-005 |
6.2% |
0-194 |
0.5% |
59% |
False |
False |
859,925 |
120 |
133-015 |
125-010 |
8-005 |
6.2% |
0-172 |
0.4% |
59% |
False |
False |
716,623 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-201 |
2.618 |
131-219 |
1.618 |
131-034 |
1.000 |
130-240 |
0.618 |
130-169 |
HIGH |
130-055 |
0.618 |
129-304 |
0.500 |
129-282 |
0.382 |
129-261 |
LOW |
129-190 |
0.618 |
129-076 |
1.000 |
129-005 |
1.618 |
128-211 |
2.618 |
128-026 |
4.250 |
127-044 |
|
|
Fisher Pivots for day following 02-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
129-282 |
130-130 |
PP |
129-268 |
130-060 |
S1 |
129-254 |
129-310 |
|