ECBOT 10 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 29-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
129-210 |
130-105 |
0-215 |
0.5% |
129-220 |
| High |
129-210 |
130-105 |
0-215 |
0.5% |
130-120 |
| Low |
129-210 |
130-105 |
0-215 |
0.5% |
129-210 |
| Close |
129-210 |
130-105 |
0-215 |
0.5% |
129-210 |
| Range |
|
|
|
|
|
| ATR |
0-112 |
0-119 |
0-007 |
6.6% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-105 |
130-105 |
130-105 |
|
| R3 |
130-105 |
130-105 |
130-105 |
|
| R2 |
130-105 |
130-105 |
130-105 |
|
| R1 |
130-105 |
130-105 |
130-105 |
130-105 |
| PP |
130-105 |
130-105 |
130-105 |
130-105 |
| S1 |
130-105 |
130-105 |
130-105 |
130-105 |
| S2 |
130-105 |
130-105 |
130-105 |
|
| S3 |
130-105 |
130-105 |
130-105 |
|
| S4 |
130-105 |
130-105 |
130-105 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-017 |
131-183 |
130-017 |
|
| R3 |
131-107 |
130-273 |
129-273 |
|
| R2 |
130-197 |
130-197 |
129-252 |
|
| R1 |
130-043 |
130-043 |
129-231 |
130-005 |
| PP |
129-287 |
129-287 |
129-287 |
129-268 |
| S1 |
129-133 |
129-133 |
129-189 |
129-095 |
| S2 |
129-057 |
129-057 |
129-168 |
|
| S3 |
128-147 |
128-223 |
129-147 |
|
| S4 |
127-237 |
127-313 |
129-084 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-120 |
129-210 |
0-230 |
0.6% |
0-000 |
0.0% |
93% |
False |
False |
|
| 10 |
130-120 |
129-110 |
1-010 |
0.8% |
0-000 |
0.0% |
95% |
False |
False |
|
| 20 |
130-300 |
127-310 |
2-310 |
2.3% |
0-000 |
0.0% |
79% |
False |
False |
|
| 40 |
130-300 |
124-210 |
6-090 |
4.8% |
0-000 |
0.0% |
90% |
False |
False |
|
| 60 |
130-300 |
123-275 |
7-025 |
5.4% |
0-000 |
0.0% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-105 |
|
2.618 |
130-105 |
|
1.618 |
130-105 |
|
1.000 |
130-105 |
|
0.618 |
130-105 |
|
HIGH |
130-105 |
|
0.618 |
130-105 |
|
0.500 |
130-105 |
|
0.382 |
130-105 |
|
LOW |
130-105 |
|
0.618 |
130-105 |
|
1.000 |
130-105 |
|
1.618 |
130-105 |
|
2.618 |
130-105 |
|
4.250 |
130-105 |
|
|
| Fisher Pivots for day following 29-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
130-105 |
130-072 |
| PP |
130-105 |
130-038 |
| S1 |
130-105 |
130-005 |
|