ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 16-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
128-270 |
128-270 |
0-000 |
0.0% |
129-185 |
High |
129-075 |
129-165 |
0-090 |
0.2% |
130-030 |
Low |
128-245 |
128-165 |
-0-080 |
-0.2% |
128-210 |
Close |
128-275 |
129-095 |
0-140 |
0.3% |
128-255 |
Range |
0-150 |
1-000 |
0-170 |
113.3% |
1-140 |
ATR |
0-209 |
0-217 |
0-008 |
3.8% |
0-000 |
Volume |
18,635 |
18,235 |
-400 |
-2.1% |
92,019 |
|
Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-035 |
131-225 |
129-271 |
|
R3 |
131-035 |
130-225 |
129-183 |
|
R2 |
130-035 |
130-035 |
129-154 |
|
R1 |
129-225 |
129-225 |
129-124 |
129-290 |
PP |
129-035 |
129-035 |
129-035 |
129-068 |
S1 |
128-225 |
128-225 |
129-066 |
128-290 |
S2 |
128-035 |
128-035 |
129-036 |
|
S3 |
127-035 |
127-225 |
129-007 |
|
S4 |
126-035 |
126-225 |
128-239 |
|
|
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 |
129-250 |
128-165 |
1-085 |
1.0% |
0-200 |
0.5% |
62% |
False |
True |
12,406 |
10 |
130-030 |
128-165 |
1-185 |
1.2% |
0-187 |
0.5% |
50% |
False |
True |
20,586 |
20 |
131-255 |
128-165 |
3-090 |
2.5% |
0-196 |
0.5% |
24% |
False |
True |
657,815 |
40 |
133-015 |
128-025 |
4-310 |
3.8% |
0-226 |
0.5% |
25% |
False |
False |
1,139,640 |
60 |
133-015 |
125-140 |
7-195 |
5.9% |
0-216 |
0.5% |
51% |
False |
False |
1,097,418 |
80 |
133-015 |
125-090 |
7-245 |
6.0% |
0-211 |
0.5% |
52% |
False |
False |
1,075,549 |
100 |
133-015 |
125-010 |
8-005 |
6.2% |
0-199 |
0.5% |
53% |
False |
False |
861,952 |
120 |
133-015 |
125-010 |
8-005 |
6.2% |
0-187 |
0.5% |
53% |
False |
False |
718,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-245 |
2.618 |
132-043 |
1.618 |
131-043 |
1.000 |
130-165 |
0.618 |
130-043 |
HIGH |
129-165 |
0.618 |
129-043 |
0.500 |
129-005 |
0.382 |
128-287 |
LOW |
128-165 |
0.618 |
127-287 |
1.000 |
127-165 |
1.618 |
126-287 |
2.618 |
125-287 |
4.250 |
124-085 |
|
|
Fisher Pivots for day following 16-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
129-065 |
129-065 |
PP |
129-035 |
129-035 |
S1 |
129-005 |
129-005 |
|