ECBOT 10 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 01-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
130-125 |
130-175 |
0-050 |
0.1% |
130-160 |
High |
130-195 |
130-270 |
0-075 |
0.2% |
131-140 |
Low |
130-085 |
129-180 |
-0-225 |
-0.5% |
129-315 |
Close |
130-165 |
129-190 |
-0-295 |
-0.7% |
130-120 |
Range |
0-110 |
1-090 |
0-300 |
272.7% |
1-145 |
ATR |
0-223 |
0-236 |
0-013 |
6.0% |
0-000 |
Volume |
1,268,146 |
1,570,795 |
302,649 |
23.9% |
5,809,362 |
|
Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-270 |
133-000 |
130-096 |
|
R3 |
132-180 |
131-230 |
129-303 |
|
R2 |
131-090 |
131-090 |
129-265 |
|
R1 |
130-140 |
130-140 |
129-228 |
130-070 |
PP |
130-000 |
130-000 |
130-000 |
129-285 |
S1 |
129-050 |
129-050 |
129-152 |
128-300 |
S2 |
128-230 |
128-230 |
129-115 |
|
S3 |
127-140 |
127-280 |
129-077 |
|
S4 |
126-050 |
126-190 |
128-284 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-307 |
134-038 |
131-056 |
|
R3 |
133-162 |
132-213 |
130-248 |
|
R2 |
132-017 |
132-017 |
130-205 |
|
R1 |
131-068 |
131-068 |
130-163 |
130-290 |
PP |
130-192 |
130-192 |
130-192 |
130-143 |
S1 |
129-243 |
129-243 |
130-077 |
129-145 |
S2 |
129-047 |
129-047 |
130-035 |
|
S3 |
127-222 |
128-098 |
129-312 |
|
S4 |
126-077 |
126-273 |
129-184 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-092 |
2.618 |
134-063 |
1.618 |
132-293 |
1.000 |
132-040 |
0.618 |
131-203 |
HIGH |
130-270 |
0.618 |
130-113 |
0.500 |
130-065 |
0.382 |
130-017 |
LOW |
129-180 |
0.618 |
128-247 |
1.000 |
128-090 |
1.618 |
127-157 |
2.618 |
126-067 |
4.250 |
124-038 |
|
|
Fisher Pivots for day following 01-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
130-065 |
130-065 |
PP |
130-000 |
130-000 |
S1 |
129-255 |
129-255 |
|