ECBOT 10 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 21-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
129-010 |
129-000 |
-0-010 |
0.0% |
128-015 |
| High |
129-010 |
129-000 |
-0-010 |
0.0% |
129-010 |
| Low |
129-010 |
128-250 |
-0-080 |
-0.2% |
128-010 |
| Close |
129-010 |
128-250 |
-0-080 |
-0.2% |
129-010 |
| Range |
0-000 |
0-070 |
0-070 |
|
1-000 |
| ATR |
0-116 |
0-113 |
-0-003 |
-2.2% |
0-000 |
| Volume |
0 |
6 |
6 |
|
1 |
|
| Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-163 |
129-117 |
128-289 |
|
| R3 |
129-093 |
129-047 |
128-269 |
|
| R2 |
129-023 |
129-023 |
128-263 |
|
| R1 |
128-297 |
128-297 |
128-256 |
128-285 |
| PP |
128-273 |
128-273 |
128-273 |
128-268 |
| S1 |
128-227 |
128-227 |
128-244 |
128-215 |
| S2 |
128-203 |
128-203 |
128-237 |
|
| S3 |
128-133 |
128-157 |
128-231 |
|
| S4 |
128-063 |
128-087 |
128-212 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-223 |
131-117 |
129-186 |
|
| R3 |
130-223 |
130-117 |
129-098 |
|
| R2 |
129-223 |
129-223 |
129-069 |
|
| R1 |
129-117 |
129-117 |
129-039 |
129-170 |
| PP |
128-223 |
128-223 |
128-223 |
128-250 |
| S1 |
128-117 |
128-117 |
128-301 |
128-170 |
| S2 |
127-223 |
127-223 |
128-271 |
|
| S3 |
126-223 |
127-117 |
128-242 |
|
| S4 |
125-223 |
126-117 |
128-154 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-010 |
128-010 |
1-000 |
0.8% |
0-031 |
0.1% |
75% |
False |
False |
1 |
| 10 |
129-040 |
127-310 |
1-050 |
0.9% |
0-015 |
0.0% |
70% |
False |
False |
|
| 20 |
130-120 |
127-310 |
2-130 |
1.9% |
0-011 |
0.0% |
34% |
False |
False |
|
| 40 |
130-300 |
127-105 |
3-195 |
2.8% |
0-005 |
0.0% |
40% |
False |
False |
|
| 60 |
130-300 |
124-115 |
6-185 |
5.1% |
0-004 |
0.0% |
67% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-297 |
|
2.618 |
129-183 |
|
1.618 |
129-113 |
|
1.000 |
129-070 |
|
0.618 |
129-043 |
|
HIGH |
129-000 |
|
0.618 |
128-293 |
|
0.500 |
128-285 |
|
0.382 |
128-277 |
|
LOW |
128-250 |
|
0.618 |
128-207 |
|
1.000 |
128-180 |
|
1.618 |
128-137 |
|
2.618 |
128-067 |
|
4.250 |
127-273 |
|
|
| Fisher Pivots for day following 21-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
128-285 |
128-283 |
| PP |
128-273 |
128-272 |
| S1 |
128-262 |
128-261 |
|