ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 17-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
128-270 |
129-170 |
0-220 |
0.5% |
129-185 |
| High |
129-165 |
129-295 |
0-130 |
0.3% |
130-030 |
| Low |
128-165 |
129-160 |
0-315 |
0.8% |
128-210 |
| Close |
129-095 |
129-180 |
0-085 |
0.2% |
128-255 |
| Range |
1-000 |
0-135 |
-0-185 |
-57.8% |
1-140 |
| ATR |
0-217 |
0-216 |
-0-001 |
-0.6% |
0-000 |
| Volume |
18,235 |
6,409 |
-11,826 |
-64.9% |
92,019 |
|
| Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-297 |
130-213 |
129-254 |
|
| R3 |
130-162 |
130-078 |
129-217 |
|
| R2 |
130-027 |
130-027 |
129-205 |
|
| R1 |
129-263 |
129-263 |
129-192 |
129-305 |
| PP |
129-212 |
129-212 |
129-212 |
129-232 |
| S1 |
129-128 |
129-128 |
129-168 |
129-170 |
| S2 |
129-077 |
129-077 |
129-155 |
|
| S3 |
128-262 |
128-313 |
129-143 |
|
| S4 |
128-127 |
128-178 |
129-106 |
|
|
| 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 |
129-295 |
128-165 |
1-130 |
1.1% |
0-173 |
0.4% |
74% |
True |
False |
11,385 |
| 10 |
130-030 |
128-165 |
1-185 |
1.2% |
0-187 |
0.5% |
66% |
False |
False |
18,790 |
| 20 |
131-255 |
128-165 |
3-090 |
2.5% |
0-190 |
0.5% |
32% |
False |
False |
591,368 |
| 40 |
133-015 |
128-025 |
4-310 |
3.8% |
0-221 |
0.5% |
30% |
False |
False |
1,089,898 |
| 60 |
133-015 |
125-140 |
7-195 |
5.9% |
0-215 |
0.5% |
54% |
False |
False |
1,084,447 |
| 80 |
133-015 |
125-090 |
7-245 |
6.0% |
0-211 |
0.5% |
55% |
False |
False |
1,073,990 |
| 100 |
133-015 |
125-010 |
8-005 |
6.2% |
0-199 |
0.5% |
57% |
False |
False |
861,998 |
| 120 |
133-015 |
125-010 |
8-005 |
6.2% |
0-188 |
0.5% |
57% |
False |
False |
718,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-229 |
|
2.618 |
131-008 |
|
1.618 |
130-193 |
|
1.000 |
130-110 |
|
0.618 |
130-058 |
|
HIGH |
129-295 |
|
0.618 |
129-243 |
|
0.500 |
129-228 |
|
0.382 |
129-212 |
|
LOW |
129-160 |
|
0.618 |
129-077 |
|
1.000 |
129-025 |
|
1.618 |
128-262 |
|
2.618 |
128-127 |
|
4.250 |
127-226 |
|
|
| Fisher Pivots for day following 17-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-228 |
129-143 |
| PP |
129-212 |
129-107 |
| S1 |
129-196 |
129-070 |
|