ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 08-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
129-185 |
129-120 |
-0-065 |
-0.2% |
130-250 |
High |
129-185 |
130-030 |
0-165 |
0.4% |
131-070 |
Low |
129-085 |
129-120 |
0-035 |
0.1% |
129-110 |
Close |
129-110 |
129-295 |
0-185 |
0.4% |
129-160 |
Range |
0-100 |
0-230 |
0-130 |
130.0% |
1-280 |
ATR |
0-226 |
0-227 |
0-001 |
0.4% |
0-000 |
Volume |
44,401 |
17,757 |
-26,644 |
-60.0% |
584,109 |
|
Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-305 |
131-210 |
130-102 |
|
R3 |
131-075 |
130-300 |
130-038 |
|
R2 |
130-165 |
130-165 |
130-017 |
|
R1 |
130-070 |
130-070 |
129-316 |
130-118 |
PP |
129-255 |
129-255 |
129-255 |
129-279 |
S1 |
129-160 |
129-160 |
129-274 |
129-208 |
S2 |
129-025 |
129-025 |
129-253 |
|
S3 |
128-115 |
128-250 |
129-232 |
|
S4 |
127-205 |
128-020 |
129-168 |
|
|
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 |
130-055 |
129-085 |
0-290 |
0.7% |
0-175 |
0.4% |
72% |
False |
False |
45,592 |
10 |
131-255 |
129-085 |
2-170 |
1.9% |
0-191 |
0.5% |
26% |
False |
False |
673,943 |
20 |
133-015 |
129-085 |
3-250 |
2.9% |
0-226 |
0.5% |
17% |
False |
False |
1,205,960 |
40 |
133-015 |
126-315 |
6-020 |
4.7% |
0-234 |
0.6% |
48% |
False |
False |
1,369,761 |
60 |
133-015 |
125-125 |
7-210 |
5.9% |
0-219 |
0.5% |
59% |
False |
False |
1,197,613 |
80 |
133-015 |
125-090 |
7-245 |
6.0% |
0-205 |
0.5% |
60% |
False |
False |
1,076,227 |
100 |
133-015 |
125-010 |
8-005 |
6.2% |
0-196 |
0.5% |
61% |
False |
False |
861,255 |
120 |
133-015 |
125-010 |
8-005 |
6.2% |
0-178 |
0.4% |
61% |
False |
False |
717,733 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-048 |
2.618 |
131-312 |
1.618 |
131-082 |
1.000 |
130-260 |
0.618 |
130-172 |
HIGH |
130-030 |
0.618 |
129-262 |
0.500 |
129-235 |
0.382 |
129-208 |
LOW |
129-120 |
0.618 |
128-298 |
1.000 |
128-210 |
1.618 |
128-068 |
2.618 |
127-158 |
4.250 |
126-102 |
|
|
Fisher Pivots for day following 08-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
129-275 |
129-269 |
PP |
129-255 |
129-243 |
S1 |
129-235 |
129-218 |
|