ECBOT 10 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 04-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
124-210 |
124-260 |
0-050 |
0.1% |
125-005 |
| High |
124-210 |
124-260 |
0-050 |
0.1% |
125-005 |
| Low |
124-210 |
124-260 |
0-050 |
0.1% |
124-115 |
| Close |
124-210 |
124-260 |
0-050 |
0.1% |
124-210 |
| Range |
|
|
|
|
|
| ATR |
0-114 |
0-109 |
-0-005 |
-4.0% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-260 |
124-260 |
124-260 |
|
| R3 |
124-260 |
124-260 |
124-260 |
|
| R2 |
124-260 |
124-260 |
124-260 |
|
| R1 |
124-260 |
124-260 |
124-260 |
124-260 |
| PP |
124-260 |
124-260 |
124-260 |
124-260 |
| S1 |
124-260 |
124-260 |
124-260 |
124-260 |
| S2 |
124-260 |
124-260 |
124-260 |
|
| S3 |
124-260 |
124-260 |
124-260 |
|
| S4 |
124-260 |
124-260 |
124-260 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-207 |
126-098 |
125-006 |
|
| R3 |
125-317 |
125-208 |
124-268 |
|
| R2 |
125-107 |
125-107 |
124-249 |
|
| R1 |
124-318 |
124-318 |
124-229 |
124-268 |
| PP |
124-217 |
124-217 |
124-217 |
124-191 |
| S1 |
124-108 |
124-108 |
124-191 |
124-058 |
| S2 |
124-007 |
124-007 |
124-172 |
|
| S3 |
123-117 |
123-218 |
124-152 |
|
| S4 |
122-227 |
123-008 |
124-095 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-260 |
|
2.618 |
124-260 |
|
1.618 |
124-260 |
|
1.000 |
124-260 |
|
0.618 |
124-260 |
|
HIGH |
124-260 |
|
0.618 |
124-260 |
|
0.500 |
124-260 |
|
0.382 |
124-260 |
|
LOW |
124-260 |
|
0.618 |
124-260 |
|
1.000 |
124-260 |
|
1.618 |
124-260 |
|
2.618 |
124-260 |
|
4.250 |
124-260 |
|
|
| Fisher Pivots for day following 04-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
124-260 |
124-236 |
| PP |
124-260 |
124-212 |
| S1 |
124-260 |
124-188 |
|