ECBOT 10 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 15-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2016 |
15-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
128-110 |
128-135 |
0-025 |
0.1% |
129-060 |
High |
128-195 |
128-260 |
0-065 |
0.2% |
129-225 |
Low |
128-075 |
128-095 |
0-020 |
0.0% |
128-065 |
Close |
128-135 |
128-130 |
-0-005 |
0.0% |
128-110 |
Range |
0-120 |
0-165 |
0-045 |
37.5% |
1-160 |
ATR |
0-214 |
0-211 |
-0-004 |
-1.6% |
0-000 |
Volume |
727,102 |
919,809 |
192,707 |
26.5% |
5,841,549 |
|
Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-017 |
129-238 |
128-221 |
|
R3 |
129-172 |
129-073 |
128-175 |
|
R2 |
129-007 |
129-007 |
128-160 |
|
R1 |
128-228 |
128-228 |
128-145 |
128-195 |
PP |
128-162 |
128-162 |
128-162 |
128-145 |
S1 |
128-063 |
128-063 |
128-115 |
128-030 |
S2 |
127-317 |
127-317 |
128-100 |
|
S3 |
127-152 |
127-218 |
128-085 |
|
S4 |
126-307 |
127-053 |
128-039 |
|
|
Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-080 |
132-095 |
129-054 |
|
R3 |
131-240 |
130-255 |
128-242 |
|
R2 |
130-080 |
130-080 |
128-198 |
|
R1 |
129-095 |
129-095 |
128-154 |
129-008 |
PP |
128-240 |
128-240 |
128-240 |
128-196 |
S1 |
127-255 |
127-255 |
128-066 |
127-168 |
S2 |
127-080 |
127-080 |
128-022 |
|
S3 |
125-240 |
126-095 |
127-298 |
|
S4 |
124-080 |
124-255 |
127-166 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-001 |
2.618 |
130-052 |
1.618 |
129-207 |
1.000 |
129-105 |
0.618 |
129-042 |
HIGH |
128-260 |
0.618 |
128-197 |
0.500 |
128-178 |
0.382 |
128-158 |
LOW |
128-095 |
0.618 |
127-313 |
1.000 |
127-250 |
1.618 |
127-148 |
2.618 |
126-303 |
4.250 |
126-034 |
|
|
Fisher Pivots for day following 15-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
128-178 |
128-162 |
PP |
128-162 |
128-152 |
S1 |
128-146 |
128-141 |
|