ECBOT 10 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 24-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
128-235 |
129-085 |
0-170 |
0.4% |
128-110 |
High |
129-115 |
129-150 |
0-035 |
0.1% |
129-170 |
Low |
128-205 |
128-310 |
0-105 |
0.3% |
128-015 |
Close |
129-105 |
129-070 |
-0-035 |
-0.1% |
129-130 |
Range |
0-230 |
0-160 |
-0-070 |
-30.4% |
1-155 |
ATR |
0-210 |
0-206 |
-0-004 |
-1.7% |
0-000 |
Volume |
886,490 |
749,240 |
-137,250 |
-15.5% |
5,188,179 |
|
Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-230 |
130-150 |
129-158 |
|
R3 |
130-070 |
129-310 |
129-114 |
|
R2 |
129-230 |
129-230 |
129-099 |
|
R1 |
129-150 |
129-150 |
129-085 |
129-110 |
PP |
129-070 |
129-070 |
129-070 |
129-050 |
S1 |
128-310 |
128-310 |
129-055 |
128-270 |
S2 |
128-230 |
128-230 |
129-041 |
|
S3 |
128-070 |
128-150 |
129-026 |
|
S4 |
127-230 |
127-310 |
128-302 |
|
|
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 |
131-190 |
2.618 |
130-249 |
1.618 |
130-089 |
1.000 |
129-310 |
0.618 |
129-249 |
HIGH |
129-150 |
0.618 |
129-089 |
0.500 |
129-070 |
0.382 |
129-051 |
LOW |
128-310 |
0.618 |
128-211 |
1.000 |
128-150 |
1.618 |
128-051 |
2.618 |
127-211 |
4.250 |
126-270 |
|
|
Fisher Pivots for day following 24-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
129-070 |
129-052 |
PP |
129-070 |
129-035 |
S1 |
129-070 |
129-018 |
|