ECBOT 10 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 28-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
28-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
128-300 |
128-310 |
0-010 |
0.0% |
129-000 |
| High |
128-315 |
129-065 |
0-070 |
0.2% |
129-035 |
| Low |
128-270 |
128-245 |
-0-025 |
-0.1% |
128-140 |
| Close |
128-315 |
129-065 |
0-070 |
0.2% |
128-315 |
| Range |
0-045 |
0-140 |
0-095 |
211.2% |
0-215 |
| ATR |
0-115 |
0-117 |
0-002 |
1.5% |
0-000 |
| Volume |
17 |
178 |
161 |
947.1% |
205 |
|
| Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-118 |
130-072 |
129-142 |
|
| R3 |
129-298 |
129-252 |
129-103 |
|
| R2 |
129-158 |
129-158 |
129-091 |
|
| R1 |
129-112 |
129-112 |
129-078 |
129-135 |
| PP |
129-018 |
129-018 |
129-018 |
129-030 |
| S1 |
128-292 |
128-292 |
129-052 |
128-315 |
| S2 |
128-198 |
128-198 |
129-039 |
|
| S3 |
128-058 |
128-152 |
129-026 |
|
| S4 |
127-238 |
128-012 |
128-308 |
|
|
| 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 |
129-065 |
128-140 |
0-245 |
0.6% |
0-084 |
0.2% |
100% |
True |
False |
76 |
| 10 |
129-065 |
128-010 |
1-055 |
0.9% |
0-050 |
0.1% |
100% |
True |
False |
38 |
| 20 |
130-105 |
127-310 |
2-115 |
1.8% |
0-028 |
0.1% |
52% |
False |
False |
19 |
| 40 |
130-300 |
127-310 |
2-310 |
2.3% |
0-014 |
0.0% |
42% |
False |
False |
9 |
| 60 |
130-300 |
124-115 |
6-185 |
5.1% |
0-009 |
0.0% |
74% |
False |
False |
6 |
| 80 |
130-300 |
123-275 |
7-025 |
5.5% |
0-007 |
0.0% |
75% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-020 |
|
2.618 |
130-112 |
|
1.618 |
129-292 |
|
1.000 |
129-205 |
|
0.618 |
129-152 |
|
HIGH |
129-065 |
|
0.618 |
129-012 |
|
0.500 |
128-315 |
|
0.382 |
128-298 |
|
LOW |
128-245 |
|
0.618 |
128-158 |
|
1.000 |
128-105 |
|
1.618 |
128-018 |
|
2.618 |
127-198 |
|
4.250 |
126-290 |
|
|
| Fisher Pivots for day following 28-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-042 |
129-040 |
| PP |
129-018 |
129-015 |
| S1 |
128-315 |
128-310 |
|