ECBOT 10 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 29-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2016 |
29-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
129-050 |
129-090 |
0-040 |
0.1% |
129-125 |
High |
129-150 |
130-030 |
0-200 |
0.5% |
129-150 |
Low |
128-310 |
129-065 |
0-075 |
0.2% |
128-205 |
Close |
129-130 |
130-000 |
0-190 |
0.5% |
129-070 |
Range |
0-160 |
0-285 |
0-125 |
78.1% |
0-265 |
ATR |
0-203 |
0-209 |
0-006 |
2.9% |
0-000 |
Volume |
427,322 |
1,047,652 |
620,330 |
145.2% |
3,467,528 |
|
Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-140 |
132-035 |
130-157 |
|
R3 |
131-175 |
131-070 |
130-078 |
|
R2 |
130-210 |
130-210 |
130-052 |
|
R1 |
130-105 |
130-105 |
130-026 |
130-158 |
PP |
129-245 |
129-245 |
129-245 |
129-271 |
S1 |
129-140 |
129-140 |
129-294 |
129-192 |
S2 |
128-280 |
128-280 |
129-268 |
|
S3 |
127-315 |
128-175 |
129-242 |
|
S4 |
127-030 |
127-210 |
129-163 |
|
|
Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-190 |
131-075 |
129-216 |
|
R3 |
130-245 |
130-130 |
129-143 |
|
R2 |
129-300 |
129-300 |
129-119 |
|
R1 |
129-185 |
129-185 |
129-094 |
129-110 |
PP |
129-035 |
129-035 |
129-035 |
128-318 |
S1 |
128-240 |
128-240 |
129-046 |
128-165 |
S2 |
128-090 |
128-090 |
129-021 |
|
S3 |
127-145 |
127-295 |
128-317 |
|
S4 |
126-200 |
127-030 |
128-244 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-281 |
2.618 |
132-136 |
1.618 |
131-171 |
1.000 |
130-315 |
0.618 |
130-206 |
HIGH |
130-030 |
0.618 |
129-241 |
0.500 |
129-208 |
0.382 |
129-174 |
LOW |
129-065 |
0.618 |
128-209 |
1.000 |
128-100 |
1.618 |
127-244 |
2.618 |
126-279 |
4.250 |
125-134 |
|
|
Fisher Pivots for day following 29-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
129-282 |
129-270 |
PP |
129-245 |
129-220 |
S1 |
129-208 |
129-170 |
|