ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 04-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
129-265 |
129-265 |
0-000 |
0.0% |
130-250 |
| High |
130-015 |
130-015 |
0-000 |
0.0% |
131-070 |
| Low |
129-200 |
129-110 |
-0-090 |
-0.2% |
129-110 |
| Close |
129-295 |
129-160 |
-0-135 |
-0.3% |
129-160 |
| Range |
0-135 |
0-225 |
0-090 |
66.7% |
1-280 |
| ATR |
0-237 |
0-236 |
-0-001 |
-0.4% |
0-000 |
| Volume |
24,369 |
46,711 |
22,342 |
91.7% |
584,109 |
|
| Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-237 |
131-103 |
129-284 |
|
| R3 |
131-012 |
130-198 |
129-222 |
|
| R2 |
130-107 |
130-107 |
129-201 |
|
| R1 |
129-293 |
129-293 |
129-181 |
129-248 |
| PP |
129-202 |
129-202 |
129-202 |
129-179 |
| S1 |
129-068 |
129-068 |
129-139 |
129-022 |
| S2 |
128-297 |
128-297 |
129-119 |
|
| S3 |
128-072 |
128-163 |
129-098 |
|
| S4 |
127-167 |
127-258 |
129-036 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-207 |
134-143 |
130-170 |
|
| R3 |
133-247 |
132-183 |
130-005 |
|
| R2 |
131-287 |
131-287 |
129-270 |
|
| R1 |
130-223 |
130-223 |
129-215 |
130-115 |
| PP |
130-007 |
130-007 |
130-007 |
129-272 |
| S1 |
128-263 |
128-263 |
129-105 |
128-155 |
| S2 |
128-047 |
128-047 |
129-050 |
|
| S3 |
126-087 |
126-303 |
128-315 |
|
| S4 |
124-127 |
125-023 |
128-150 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-070 |
129-110 |
1-280 |
1.4% |
0-210 |
0.5% |
8% |
False |
True |
116,821 |
| 10 |
131-255 |
129-110 |
2-145 |
1.9% |
0-196 |
0.5% |
6% |
False |
True |
1,036,575 |
| 20 |
133-015 |
129-110 |
3-225 |
2.9% |
0-240 |
0.6% |
4% |
False |
True |
1,378,471 |
| 40 |
133-015 |
126-185 |
6-150 |
5.0% |
0-239 |
0.6% |
45% |
False |
False |
1,445,903 |
| 60 |
133-015 |
125-125 |
7-210 |
5.9% |
0-219 |
0.5% |
54% |
False |
False |
1,232,648 |
| 80 |
133-015 |
125-010 |
8-005 |
6.2% |
0-204 |
0.5% |
56% |
False |
False |
1,075,635 |
| 100 |
133-015 |
125-010 |
8-005 |
6.2% |
0-194 |
0.5% |
56% |
False |
False |
860,636 |
| 120 |
133-015 |
125-010 |
8-005 |
6.2% |
0-175 |
0.4% |
56% |
False |
False |
717,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-011 |
|
2.618 |
131-284 |
|
1.618 |
131-059 |
|
1.000 |
130-240 |
|
0.618 |
130-154 |
|
HIGH |
130-015 |
|
0.618 |
129-249 |
|
0.500 |
129-222 |
|
0.382 |
129-196 |
|
LOW |
129-110 |
|
0.618 |
128-291 |
|
1.000 |
128-205 |
|
1.618 |
128-066 |
|
2.618 |
127-161 |
|
4.250 |
126-114 |
|
|
| Fisher Pivots for day following 04-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-222 |
129-242 |
| PP |
129-202 |
129-215 |
| S1 |
129-181 |
129-188 |
|