ECBOT 10 Year T-Note Future September 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 |
128-310 |
129-120 |
0-130 |
0.3% |
129-000 |
| High |
129-065 |
129-295 |
0-230 |
0.6% |
129-035 |
| Low |
128-245 |
129-120 |
0-195 |
0.5% |
128-140 |
| Close |
129-065 |
129-265 |
0-200 |
0.5% |
128-315 |
| Range |
0-140 |
0-175 |
0-035 |
25.0% |
0-215 |
| ATR |
0-117 |
0-125 |
0-008 |
6.9% |
0-000 |
| Volume |
178 |
389 |
211 |
118.5% |
205 |
|
| Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-112 |
131-043 |
130-041 |
|
| R3 |
130-257 |
130-188 |
129-313 |
|
| R2 |
130-082 |
130-082 |
129-297 |
|
| R1 |
130-013 |
130-013 |
129-281 |
130-048 |
| PP |
129-227 |
129-227 |
129-227 |
129-244 |
| S1 |
129-158 |
129-158 |
129-249 |
129-192 |
| S2 |
129-052 |
129-052 |
129-233 |
|
| S3 |
128-197 |
128-303 |
129-217 |
|
| S4 |
128-022 |
128-128 |
129-169 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-275 |
130-190 |
129-113 |
|
| R3 |
130-060 |
129-295 |
129-054 |
|
| R2 |
129-165 |
129-165 |
129-034 |
|
| R1 |
129-080 |
129-080 |
129-015 |
129-015 |
| PP |
128-270 |
128-270 |
128-270 |
128-238 |
| S1 |
128-185 |
128-185 |
128-295 |
128-120 |
| S2 |
128-055 |
128-055 |
128-276 |
|
| S3 |
127-160 |
127-290 |
128-256 |
|
| S4 |
126-265 |
127-075 |
128-197 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-295 |
128-140 |
1-155 |
1.1% |
0-105 |
0.3% |
94% |
True |
False |
153 |
| 10 |
129-295 |
128-010 |
1-285 |
1.5% |
0-068 |
0.2% |
95% |
True |
False |
77 |
| 20 |
129-295 |
127-310 |
1-305 |
1.5% |
0-037 |
0.1% |
95% |
True |
False |
38 |
| 40 |
130-300 |
127-310 |
2-310 |
2.3% |
0-018 |
0.0% |
63% |
False |
False |
19 |
| 60 |
130-300 |
124-210 |
6-090 |
4.8% |
0-012 |
0.0% |
82% |
False |
False |
12 |
| 80 |
130-300 |
123-275 |
7-025 |
5.5% |
0-009 |
0.0% |
84% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-079 |
|
2.618 |
131-113 |
|
1.618 |
130-258 |
|
1.000 |
130-150 |
|
0.618 |
130-083 |
|
HIGH |
129-295 |
|
0.618 |
129-228 |
|
0.500 |
129-208 |
|
0.382 |
129-187 |
|
LOW |
129-120 |
|
0.618 |
129-012 |
|
1.000 |
128-265 |
|
1.618 |
128-157 |
|
2.618 |
127-302 |
|
4.250 |
127-016 |
|
|
| Fisher Pivots for day following 29-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-246 |
129-213 |
| PP |
129-227 |
129-162 |
| S1 |
129-208 |
129-110 |
|