ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 21-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
129-200 |
129-285 |
0-085 |
0.2% |
128-265 |
High |
129-295 |
129-290 |
-0-005 |
0.0% |
129-295 |
Low |
129-200 |
129-165 |
-0-035 |
-0.1% |
128-165 |
Close |
129-275 |
129-175 |
-0-100 |
-0.2% |
129-275 |
Range |
0-095 |
0-125 |
0-030 |
31.6% |
1-130 |
ATR |
0-209 |
0-203 |
-0-006 |
-2.9% |
0-000 |
Volume |
11,426 |
4,171 |
-7,255 |
-63.5% |
60,601 |
|
Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-265 |
130-185 |
129-244 |
|
R3 |
130-140 |
130-060 |
129-209 |
|
R2 |
130-015 |
130-015 |
129-198 |
|
R1 |
129-255 |
129-255 |
129-186 |
129-232 |
PP |
129-210 |
129-210 |
129-210 |
129-199 |
S1 |
129-130 |
129-130 |
129-164 |
129-108 |
S2 |
129-085 |
129-085 |
129-152 |
|
S3 |
128-280 |
129-005 |
129-141 |
|
S4 |
128-155 |
128-200 |
129-106 |
|
|
Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-208 |
133-052 |
130-202 |
|
R3 |
132-078 |
131-242 |
130-079 |
|
R2 |
130-268 |
130-268 |
130-038 |
|
R1 |
130-112 |
130-112 |
129-316 |
130-190 |
PP |
129-138 |
129-138 |
129-138 |
129-178 |
S1 |
128-302 |
128-302 |
129-234 |
129-060 |
S2 |
128-008 |
128-008 |
129-192 |
|
S3 |
126-198 |
127-172 |
129-151 |
|
S4 |
125-068 |
126-042 |
129-028 |
|
|
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% |
0-165 |
0.4% |
73% |
False |
False |
11,775 |
10 |
130-030 |
128-165 |
1-185 |
1.2% |
0-176 |
0.4% |
65% |
False |
False |
11,239 |
20 |
131-255 |
128-165 |
3-090 |
2.5% |
0-185 |
0.4% |
31% |
False |
False |
463,452 |
40 |
133-015 |
128-070 |
4-265 |
3.7% |
0-216 |
0.5% |
28% |
False |
False |
1,013,031 |
60 |
133-015 |
125-140 |
7-195 |
5.9% |
0-214 |
0.5% |
54% |
False |
False |
1,066,589 |
80 |
133-015 |
125-090 |
7-245 |
6.0% |
0-210 |
0.5% |
55% |
False |
False |
1,058,942 |
100 |
133-015 |
125-010 |
8-005 |
6.2% |
0-199 |
0.5% |
56% |
False |
False |
862,142 |
120 |
133-015 |
125-010 |
8-005 |
6.2% |
0-190 |
0.5% |
56% |
False |
False |
718,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-181 |
2.618 |
130-297 |
1.618 |
130-172 |
1.000 |
130-095 |
0.618 |
130-047 |
HIGH |
129-290 |
0.618 |
129-242 |
0.500 |
129-228 |
0.382 |
129-213 |
LOW |
129-165 |
0.618 |
129-088 |
1.000 |
129-040 |
1.618 |
128-283 |
2.618 |
128-158 |
4.250 |
127-274 |
|
|
Fisher Pivots for day following 21-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
129-228 |
129-228 |
PP |
129-210 |
129-210 |
S1 |
129-192 |
129-192 |
|