ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 06-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
126-050 |
126-100 |
0-050 |
0.1% |
126-030 |
| High |
126-140 |
126-295 |
0-155 |
0.4% |
126-130 |
| Low |
126-005 |
126-075 |
0-070 |
0.2% |
125-140 |
| Close |
126-080 |
126-275 |
0-195 |
0.5% |
125-290 |
| Range |
0-135 |
0-220 |
0-085 |
63.0% |
0-310 |
| ATR |
0-173 |
0-177 |
0-003 |
1.9% |
0-000 |
| Volume |
950,146 |
1,164,824 |
214,678 |
22.6% |
2,113,368 |
|
| Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-235 |
128-155 |
127-076 |
|
| R3 |
128-015 |
127-255 |
127-016 |
|
| R2 |
127-115 |
127-115 |
126-315 |
|
| R1 |
127-035 |
127-035 |
126-295 |
127-075 |
| PP |
126-215 |
126-215 |
126-215 |
126-235 |
| S1 |
126-135 |
126-135 |
126-255 |
126-175 |
| S2 |
125-315 |
125-315 |
126-235 |
|
| S3 |
125-095 |
125-235 |
126-214 |
|
| S4 |
124-195 |
125-015 |
126-154 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-263 |
128-107 |
126-140 |
|
| R3 |
127-273 |
127-117 |
126-055 |
|
| R2 |
126-283 |
126-283 |
126-027 |
|
| R1 |
126-127 |
126-127 |
125-318 |
126-050 |
| PP |
125-293 |
125-293 |
125-293 |
125-255 |
| S1 |
125-137 |
125-137 |
125-262 |
125-060 |
| S2 |
124-303 |
124-303 |
125-233 |
|
| S3 |
123-313 |
124-147 |
125-205 |
|
| S4 |
123-003 |
123-157 |
125-120 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-295 |
125-140 |
1-155 |
1.2% |
0-168 |
0.4% |
96% |
True |
False |
879,819 |
| 10 |
126-295 |
125-140 |
1-155 |
1.2% |
0-156 |
0.4% |
96% |
True |
False |
651,978 |
| 20 |
127-100 |
125-125 |
1-295 |
1.5% |
0-180 |
0.4% |
76% |
False |
False |
806,138 |
| 40 |
127-100 |
125-010 |
2-090 |
1.8% |
0-169 |
0.4% |
80% |
False |
False |
705,368 |
| 60 |
129-095 |
125-010 |
4-085 |
3.4% |
0-164 |
0.4% |
43% |
False |
False |
470,458 |
| 80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-143 |
0.4% |
40% |
False |
False |
352,871 |
| 100 |
129-195 |
125-010 |
4-185 |
3.6% |
0-114 |
0.3% |
40% |
False |
False |
282,297 |
| 120 |
129-195 |
124-175 |
5-020 |
4.0% |
0-095 |
0.2% |
46% |
False |
False |
235,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-270 |
|
2.618 |
128-231 |
|
1.618 |
128-011 |
|
1.000 |
127-195 |
|
0.618 |
127-111 |
|
HIGH |
126-295 |
|
0.618 |
126-211 |
|
0.500 |
126-185 |
|
0.382 |
126-159 |
|
LOW |
126-075 |
|
0.618 |
125-259 |
|
1.000 |
125-175 |
|
1.618 |
125-039 |
|
2.618 |
124-139 |
|
4.250 |
123-100 |
|
|
| Fisher Pivots for day following 06-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
126-245 |
126-220 |
| PP |
126-215 |
126-165 |
| S1 |
126-185 |
126-110 |
|