ECBOT 10 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 24-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
128-235 |
128-300 |
0-065 |
0.2% |
128-015 |
| High |
129-035 |
128-315 |
-0-040 |
-0.1% |
129-010 |
| Low |
128-235 |
128-270 |
0-035 |
0.1% |
128-010 |
| Close |
129-035 |
128-315 |
-0-040 |
-0.1% |
129-010 |
| Range |
0-120 |
0-045 |
-0-075 |
-62.5% |
1-000 |
| ATR |
0-118 |
0-115 |
-0-002 |
-2.0% |
0-000 |
| Volume |
5 |
17 |
12 |
240.0% |
1 |
|
| Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-115 |
129-100 |
129-020 |
|
| R3 |
129-070 |
129-055 |
129-007 |
|
| R2 |
129-025 |
129-025 |
129-003 |
|
| R1 |
129-010 |
129-010 |
128-319 |
129-018 |
| PP |
128-300 |
128-300 |
128-300 |
128-304 |
| S1 |
128-285 |
128-285 |
128-311 |
128-293 |
| S2 |
128-255 |
128-255 |
128-307 |
|
| S3 |
128-210 |
128-240 |
128-303 |
|
| S4 |
128-165 |
128-195 |
128-290 |
|
|
| 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 |
129-035 |
128-140 |
0-215 |
0.5% |
0-056 |
0.1% |
81% |
False |
False |
41 |
| 10 |
129-035 |
127-310 |
1-045 |
0.9% |
0-036 |
0.1% |
89% |
False |
False |
20 |
| 20 |
130-105 |
127-310 |
2-115 |
1.8% |
0-021 |
0.1% |
43% |
False |
False |
10 |
| 40 |
130-300 |
127-255 |
3-045 |
2.4% |
0-011 |
0.0% |
38% |
False |
False |
5 |
| 60 |
130-300 |
124-115 |
6-185 |
5.1% |
0-007 |
0.0% |
70% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-186 |
|
2.618 |
129-113 |
|
1.618 |
129-068 |
|
1.000 |
129-040 |
|
0.618 |
129-023 |
|
HIGH |
128-315 |
|
0.618 |
128-298 |
|
0.500 |
128-293 |
|
0.382 |
128-287 |
|
LOW |
128-270 |
|
0.618 |
128-242 |
|
1.000 |
128-225 |
|
1.618 |
128-197 |
|
2.618 |
128-152 |
|
4.250 |
128-079 |
|
|
| Fisher Pivots for day following 24-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
128-308 |
128-293 |
| PP |
128-300 |
128-270 |
| S1 |
128-293 |
128-248 |
|