ECBOT 10 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 23-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2016 |
23-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
129-005 |
128-235 |
-0-090 |
-0.2% |
128-110 |
High |
129-120 |
129-115 |
-0-005 |
0.0% |
129-170 |
Low |
128-225 |
128-205 |
-0-020 |
0.0% |
128-015 |
Close |
128-255 |
129-105 |
0-170 |
0.4% |
129-130 |
Range |
0-215 |
0-230 |
0-015 |
7.0% |
1-155 |
ATR |
0-208 |
0-210 |
0-002 |
0.7% |
0-000 |
Volume |
1,050,855 |
886,490 |
-164,365 |
-15.6% |
5,188,179 |
|
Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-085 |
131-005 |
129-232 |
|
R3 |
130-175 |
130-095 |
129-168 |
|
R2 |
129-265 |
129-265 |
129-147 |
|
R1 |
129-185 |
129-185 |
129-126 |
129-225 |
PP |
129-035 |
129-035 |
129-035 |
129-055 |
S1 |
128-275 |
128-275 |
129-084 |
128-315 |
S2 |
128-125 |
128-125 |
129-063 |
|
S3 |
127-215 |
128-045 |
129-042 |
|
S4 |
126-305 |
127-135 |
128-298 |
|
|
Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-143 |
132-292 |
130-071 |
|
R3 |
131-308 |
131-137 |
129-261 |
|
R2 |
130-153 |
130-153 |
129-217 |
|
R1 |
129-302 |
129-302 |
129-174 |
130-068 |
PP |
128-318 |
128-318 |
128-318 |
129-041 |
S1 |
128-147 |
128-147 |
129-086 |
128-232 |
S2 |
127-163 |
127-163 |
129-043 |
|
S3 |
126-008 |
126-312 |
128-319 |
|
S4 |
124-173 |
125-157 |
128-189 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-132 |
2.618 |
131-077 |
1.618 |
130-167 |
1.000 |
130-025 |
0.618 |
129-257 |
HIGH |
129-115 |
0.618 |
129-027 |
0.500 |
129-000 |
0.382 |
128-293 |
LOW |
128-205 |
0.618 |
128-063 |
1.000 |
127-295 |
1.618 |
127-153 |
2.618 |
126-243 |
4.250 |
125-188 |
|
|
Fisher Pivots for day following 23-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
129-070 |
129-076 |
PP |
129-035 |
129-047 |
S1 |
129-000 |
129-018 |
|