ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 10-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
120-170 |
120-110 |
-0-060 |
-0.2% |
120-317 |
| High |
120-170 |
120-155 |
-0-015 |
0.0% |
121-092 |
| Low |
120-080 |
119-310 |
-0-090 |
-0.2% |
120-075 |
| Close |
120-100 |
120-020 |
-0-080 |
-0.2% |
120-105 |
| Range |
0-090 |
0-165 |
0-075 |
83.3% |
1-017 |
| ATR |
0-129 |
0-131 |
0-003 |
2.0% |
0-000 |
| Volume |
37,231 |
7,992 |
-29,239 |
-78.5% |
544,480 |
|
| Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-230 |
121-130 |
120-111 |
|
| R3 |
121-065 |
120-285 |
120-065 |
|
| R2 |
120-220 |
120-220 |
120-050 |
|
| R1 |
120-120 |
120-120 |
120-035 |
120-088 |
| PP |
120-055 |
120-055 |
120-055 |
120-039 |
| S1 |
119-275 |
119-275 |
120-005 |
119-242 |
| S2 |
119-210 |
119-210 |
119-310 |
|
| S3 |
119-045 |
119-110 |
119-295 |
|
| S4 |
118-200 |
118-265 |
119-249 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-248 |
123-034 |
120-290 |
|
| R3 |
122-231 |
122-017 |
120-198 |
|
| R2 |
121-214 |
121-214 |
120-167 |
|
| R1 |
121-000 |
121-000 |
120-136 |
120-258 |
| PP |
120-197 |
120-197 |
120-197 |
120-167 |
| S1 |
119-303 |
119-303 |
120-074 |
119-242 |
| S2 |
119-180 |
119-180 |
120-043 |
|
| S3 |
118-163 |
118-286 |
120-012 |
|
| S4 |
117-146 |
117-269 |
119-240 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-205 |
119-310 |
0-215 |
0.6% |
0-113 |
0.3% |
14% |
False |
True |
33,094 |
| 10 |
121-092 |
119-310 |
1-102 |
1.1% |
0-102 |
0.3% |
7% |
False |
True |
136,116 |
| 20 |
122-157 |
119-310 |
2-167 |
2.1% |
0-127 |
0.3% |
4% |
False |
True |
603,834 |
| 40 |
122-157 |
119-100 |
3-057 |
2.6% |
0-133 |
0.3% |
24% |
False |
False |
683,856 |
| 60 |
122-157 |
118-017 |
4-140 |
3.7% |
0-125 |
0.3% |
45% |
False |
False |
621,659 |
| 80 |
122-157 |
118-017 |
4-140 |
3.7% |
0-120 |
0.3% |
45% |
False |
False |
600,490 |
| 100 |
122-157 |
117-302 |
4-175 |
3.8% |
0-114 |
0.3% |
47% |
False |
False |
481,137 |
| 120 |
122-157 |
117-302 |
4-175 |
3.8% |
0-102 |
0.3% |
47% |
False |
False |
400,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-216 |
|
2.618 |
121-267 |
|
1.618 |
121-102 |
|
1.000 |
121-000 |
|
0.618 |
120-257 |
|
HIGH |
120-155 |
|
0.618 |
120-092 |
|
0.500 |
120-072 |
|
0.382 |
120-053 |
|
LOW |
119-310 |
|
0.618 |
119-208 |
|
1.000 |
119-145 |
|
1.618 |
119-043 |
|
2.618 |
118-198 |
|
4.250 |
117-249 |
|
|
| Fisher Pivots for day following 10-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-072 |
120-088 |
| PP |
120-055 |
120-066 |
| S1 |
120-038 |
120-043 |
|