ECBOT 10 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 16-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
128-135 |
128-105 |
-0-030 |
-0.1% |
129-060 |
High |
128-260 |
129-025 |
0-085 |
0.2% |
129-225 |
Low |
128-095 |
128-015 |
-0-080 |
-0.2% |
128-065 |
Close |
128-130 |
128-270 |
0-140 |
0.3% |
128-110 |
Range |
0-165 |
1-010 |
0-165 |
100.0% |
1-160 |
ATR |
0-211 |
0-219 |
0-009 |
4.1% |
0-000 |
Volume |
919,809 |
1,330,804 |
410,995 |
44.7% |
5,841,549 |
|
Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-240 |
131-105 |
129-132 |
|
R3 |
130-230 |
130-095 |
129-041 |
|
R2 |
129-220 |
129-220 |
129-010 |
|
R1 |
129-085 |
129-085 |
128-300 |
129-152 |
PP |
128-210 |
128-210 |
128-210 |
128-244 |
S1 |
128-075 |
128-075 |
128-240 |
128-142 |
S2 |
127-200 |
127-200 |
128-210 |
|
S3 |
126-190 |
127-065 |
128-179 |
|
S4 |
125-180 |
126-055 |
128-088 |
|
|
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 |
133-148 |
2.618 |
131-249 |
1.618 |
130-239 |
1.000 |
130-035 |
0.618 |
129-229 |
HIGH |
129-025 |
0.618 |
128-219 |
0.500 |
128-180 |
0.382 |
128-141 |
LOW |
128-015 |
0.618 |
127-131 |
1.000 |
127-005 |
1.618 |
126-121 |
2.618 |
125-111 |
4.250 |
123-212 |
|
|
Fisher Pivots for day following 16-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
128-240 |
128-240 |
PP |
128-210 |
128-210 |
S1 |
128-180 |
128-180 |
|