ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 09-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
129-120 |
130-000 |
0-200 |
0.5% |
130-250 |
High |
130-030 |
130-000 |
-0-030 |
-0.1% |
131-070 |
Low |
129-120 |
129-140 |
0-020 |
0.0% |
129-110 |
Close |
129-295 |
129-155 |
-0-140 |
-0.3% |
129-160 |
Range |
0-230 |
0-180 |
-0-050 |
-21.7% |
1-280 |
ATR |
0-227 |
0-224 |
-0-003 |
-1.5% |
0-000 |
Volume |
17,757 |
10,596 |
-7,161 |
-40.3% |
584,109 |
|
Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-105 |
130-310 |
129-254 |
|
R3 |
130-245 |
130-130 |
129-204 |
|
R2 |
130-065 |
130-065 |
129-188 |
|
R1 |
129-270 |
129-270 |
129-172 |
129-238 |
PP |
129-205 |
129-205 |
129-205 |
129-189 |
S1 |
129-090 |
129-090 |
129-138 |
129-058 |
S2 |
129-025 |
129-025 |
129-122 |
|
S3 |
128-165 |
128-230 |
129-106 |
|
S4 |
127-305 |
128-050 |
129-056 |
|
|
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 |
130-030 |
129-085 |
0-265 |
0.6% |
0-174 |
0.4% |
26% |
False |
False |
28,766 |
10 |
131-190 |
129-085 |
2-105 |
1.8% |
0-180 |
0.4% |
9% |
False |
False |
419,141 |
20 |
133-015 |
129-085 |
3-250 |
2.9% |
0-224 |
0.5% |
6% |
False |
False |
1,106,838 |
40 |
133-015 |
126-315 |
6-020 |
4.7% |
0-234 |
0.6% |
41% |
False |
False |
1,340,682 |
60 |
133-015 |
125-125 |
7-210 |
5.9% |
0-220 |
0.5% |
53% |
False |
False |
1,184,693 |
80 |
133-015 |
125-090 |
7-245 |
6.0% |
0-206 |
0.5% |
54% |
False |
False |
1,076,359 |
100 |
133-015 |
125-010 |
8-005 |
6.2% |
0-195 |
0.5% |
56% |
False |
False |
861,340 |
120 |
133-015 |
125-010 |
8-005 |
6.2% |
0-179 |
0.4% |
56% |
False |
False |
717,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-125 |
2.618 |
131-151 |
1.618 |
130-291 |
1.000 |
130-180 |
0.618 |
130-111 |
HIGH |
130-000 |
0.618 |
129-251 |
0.500 |
129-230 |
0.382 |
129-209 |
LOW |
129-140 |
0.618 |
129-029 |
1.000 |
128-280 |
1.618 |
128-169 |
2.618 |
127-309 |
4.250 |
127-015 |
|
|
Fisher Pivots for day following 09-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
129-230 |
129-218 |
PP |
129-205 |
129-197 |
S1 |
129-180 |
129-176 |
|