ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 14-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
129-020 |
128-265 |
-0-075 |
-0.2% |
129-185 |
High |
129-045 |
129-015 |
-0-030 |
-0.1% |
130-030 |
Low |
128-210 |
128-230 |
0-020 |
0.0% |
128-210 |
Close |
128-255 |
128-280 |
0-025 |
0.1% |
128-255 |
Range |
0-155 |
0-105 |
-0-050 |
-32.3% |
1-140 |
ATR |
0-222 |
0-214 |
-0-008 |
-3.8% |
0-000 |
Volume |
7,750 |
5,896 |
-1,854 |
-23.9% |
92,019 |
|
Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-277 |
129-223 |
129-018 |
|
R3 |
129-172 |
129-118 |
128-309 |
|
R2 |
129-067 |
129-067 |
128-299 |
|
R1 |
129-013 |
129-013 |
128-290 |
129-040 |
PP |
128-282 |
128-282 |
128-282 |
128-295 |
S1 |
128-228 |
128-228 |
128-270 |
128-255 |
S2 |
128-177 |
128-177 |
128-261 |
|
S3 |
128-072 |
128-123 |
128-251 |
|
S4 |
127-287 |
128-018 |
128-222 |
|
|
Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-158 |
132-187 |
129-188 |
|
R3 |
132-018 |
131-047 |
129-062 |
|
R2 |
130-198 |
130-198 |
129-019 |
|
R1 |
129-227 |
129-227 |
128-297 |
129-142 |
PP |
129-058 |
129-058 |
129-058 |
129-016 |
S1 |
128-087 |
128-087 |
128-213 |
128-002 |
S2 |
127-238 |
127-238 |
128-171 |
|
S3 |
126-098 |
126-267 |
128-128 |
|
S4 |
124-278 |
125-127 |
128-002 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
130-030 |
128-210 |
1-140 |
1.1% |
0-188 |
0.5% |
15% |
False |
False |
10,702 |
10 |
131-070 |
128-210 |
2-180 |
2.0% |
0-198 |
0.5% |
9% |
False |
False |
41,780 |
20 |
131-255 |
128-210 |
3-045 |
2.4% |
0-198 |
0.5% |
7% |
False |
False |
809,195 |
40 |
133-015 |
127-260 |
5-075 |
4.1% |
0-227 |
0.6% |
20% |
False |
False |
1,223,373 |
60 |
133-015 |
125-125 |
7-210 |
5.9% |
0-215 |
0.5% |
46% |
False |
False |
1,129,928 |
80 |
133-015 |
125-090 |
7-245 |
6.0% |
0-208 |
0.5% |
46% |
False |
False |
1,075,673 |
100 |
133-015 |
125-010 |
8-005 |
6.2% |
0-197 |
0.5% |
48% |
False |
False |
861,591 |
120 |
133-015 |
125-010 |
8-005 |
6.2% |
0-183 |
0.4% |
48% |
False |
False |
718,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-141 |
2.618 |
129-290 |
1.618 |
129-185 |
1.000 |
129-120 |
0.618 |
129-080 |
HIGH |
129-015 |
0.618 |
128-295 |
0.500 |
128-282 |
0.382 |
128-270 |
LOW |
128-230 |
0.618 |
128-165 |
1.000 |
128-125 |
1.618 |
128-060 |
2.618 |
127-275 |
4.250 |
127-104 |
|
|
Fisher Pivots for day following 14-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
128-282 |
129-070 |
PP |
128-282 |
129-033 |
S1 |
128-281 |
128-317 |
|