ECBOT 10 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 11-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
130-275 |
131-120 |
0-165 |
0.4% |
129-040 |
High |
131-110 |
132-205 |
1-095 |
1.0% |
130-080 |
Low |
130-165 |
131-105 |
0-260 |
0.6% |
128-210 |
Close |
131-030 |
131-210 |
0-180 |
0.4% |
129-280 |
Range |
0-265 |
1-100 |
0-155 |
58.5% |
1-190 |
ATR |
0-201 |
0-222 |
0-021 |
10.5% |
0-000 |
Volume |
41,849 |
48,375 |
6,526 |
15.6% |
79,219 |
|
Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-260 |
135-015 |
132-121 |
|
R3 |
134-160 |
133-235 |
132-006 |
|
R2 |
133-060 |
133-060 |
131-287 |
|
R1 |
132-135 |
132-135 |
131-249 |
132-258 |
PP |
131-280 |
131-280 |
131-280 |
132-021 |
S1 |
131-035 |
131-035 |
131-172 |
131-158 |
S2 |
130-180 |
130-180 |
131-133 |
|
S3 |
129-080 |
129-255 |
131-095 |
|
S4 |
127-300 |
128-155 |
130-299 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-120 |
133-230 |
130-240 |
|
R3 |
132-250 |
132-040 |
130-100 |
|
R2 |
131-060 |
131-060 |
130-053 |
|
R1 |
130-170 |
130-170 |
130-007 |
130-275 |
PP |
129-190 |
129-190 |
129-190 |
129-243 |
S1 |
128-300 |
128-300 |
129-233 |
129-085 |
S2 |
128-000 |
128-000 |
129-187 |
|
S3 |
126-130 |
127-110 |
129-140 |
|
S4 |
124-260 |
125-240 |
129-000 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
138-070 |
2.618 |
136-025 |
1.618 |
134-245 |
1.000 |
133-305 |
0.618 |
133-145 |
HIGH |
132-205 |
0.618 |
132-045 |
0.500 |
131-315 |
0.382 |
131-265 |
LOW |
131-105 |
0.618 |
130-165 |
1.000 |
130-005 |
1.618 |
129-065 |
2.618 |
127-285 |
4.250 |
125-240 |
|
|
Fisher Pivots for day following 11-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
131-315 |
131-202 |
PP |
131-280 |
131-193 |
S1 |
131-245 |
131-185 |
|