ECBOT 10 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 21-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
128-015 |
128-050 |
0-035 |
0.1% |
126-280 |
High |
128-215 |
128-210 |
-0-005 |
0.0% |
128-095 |
Low |
128-015 |
128-010 |
-0-005 |
0.0% |
126-135 |
Close |
128-110 |
128-050 |
-0-060 |
-0.1% |
127-285 |
Range |
0-200 |
0-200 |
0-000 |
0.0% |
1-280 |
ATR |
|
|
|
|
|
Volume |
9,528 |
994 |
-8,534 |
-89.6% |
8,666 |
|
Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-050 |
129-250 |
128-160 |
|
R3 |
129-170 |
129-050 |
128-105 |
|
R2 |
128-290 |
128-290 |
128-087 |
|
R1 |
128-170 |
128-170 |
128-068 |
128-150 |
PP |
128-090 |
128-090 |
128-090 |
128-080 |
S1 |
127-290 |
127-290 |
128-032 |
127-270 |
S2 |
127-210 |
127-210 |
128-013 |
|
S3 |
127-010 |
127-090 |
127-315 |
|
S4 |
126-130 |
126-210 |
127-260 |
|
|
Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-052 |
132-128 |
128-295 |
|
R3 |
131-092 |
130-168 |
128-130 |
|
R2 |
129-132 |
129-132 |
128-075 |
|
R1 |
128-208 |
128-208 |
128-020 |
129-010 |
PP |
127-172 |
127-172 |
127-172 |
127-233 |
S1 |
126-248 |
126-248 |
127-230 |
127-050 |
S2 |
125-212 |
125-212 |
127-175 |
|
S3 |
123-252 |
124-288 |
127-120 |
|
S4 |
121-292 |
123-008 |
126-275 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-100 |
2.618 |
130-094 |
1.618 |
129-214 |
1.000 |
129-090 |
0.618 |
129-014 |
HIGH |
128-210 |
0.618 |
128-134 |
0.500 |
128-110 |
0.382 |
128-086 |
LOW |
128-010 |
0.618 |
127-206 |
1.000 |
127-130 |
1.618 |
127-006 |
2.618 |
126-126 |
4.250 |
125-120 |
|
|
Fisher Pivots for day following 21-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
128-110 |
128-043 |
PP |
128-090 |
128-037 |
S1 |
128-070 |
128-030 |
|