ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 15-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2016 |
15-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
128-265 |
128-270 |
0-005 |
0.0% |
129-185 |
| High |
129-015 |
129-075 |
0-060 |
0.1% |
130-030 |
| Low |
128-230 |
128-245 |
0-015 |
0.0% |
128-210 |
| Close |
128-280 |
128-275 |
-0-005 |
0.0% |
128-255 |
| Range |
0-105 |
0-150 |
0-045 |
42.9% |
1-140 |
| ATR |
0-214 |
0-209 |
-0-005 |
-2.1% |
0-000 |
| Volume |
5,896 |
18,635 |
12,739 |
216.1% |
92,019 |
|
| Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-115 |
130-025 |
129-038 |
|
| R3 |
129-285 |
129-195 |
128-316 |
|
| R2 |
129-135 |
129-135 |
128-302 |
|
| R1 |
129-045 |
129-045 |
128-289 |
129-090 |
| PP |
128-305 |
128-305 |
128-305 |
129-008 |
| S1 |
128-215 |
128-215 |
128-261 |
128-260 |
| S2 |
128-155 |
128-155 |
128-248 |
|
| S3 |
128-005 |
128-065 |
128-234 |
|
| S4 |
127-175 |
127-235 |
128-192 |
|
|
| 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 |
130-000 |
128-210 |
1-110 |
1.0% |
0-172 |
0.4% |
15% |
False |
False |
10,878 |
| 10 |
130-055 |
128-210 |
1-165 |
1.2% |
0-174 |
0.4% |
13% |
False |
False |
28,235 |
| 20 |
131-255 |
128-210 |
3-045 |
2.4% |
0-197 |
0.5% |
6% |
False |
False |
731,069 |
| 40 |
133-015 |
128-005 |
5-010 |
3.9% |
0-222 |
0.5% |
17% |
False |
False |
1,178,423 |
| 60 |
133-015 |
125-140 |
7-195 |
5.9% |
0-214 |
0.5% |
45% |
False |
False |
1,113,474 |
| 80 |
133-015 |
125-090 |
7-245 |
6.0% |
0-208 |
0.5% |
46% |
False |
False |
1,075,321 |
| 100 |
133-015 |
125-010 |
8-005 |
6.2% |
0-197 |
0.5% |
48% |
False |
False |
861,778 |
| 120 |
133-015 |
125-010 |
8-005 |
6.2% |
0-185 |
0.4% |
48% |
False |
False |
718,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-072 |
|
2.618 |
130-148 |
|
1.618 |
129-318 |
|
1.000 |
129-225 |
|
0.618 |
129-168 |
|
HIGH |
129-075 |
|
0.618 |
129-018 |
|
0.500 |
129-000 |
|
0.382 |
128-302 |
|
LOW |
128-245 |
|
0.618 |
128-152 |
|
1.000 |
128-095 |
|
1.618 |
128-002 |
|
2.618 |
127-172 |
|
4.250 |
126-248 |
|
|
| Fisher Pivots for day following 15-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-000 |
128-302 |
| PP |
128-305 |
128-293 |
| S1 |
128-290 |
128-284 |
|