ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 11-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2016 |
11-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
127-045 |
127-170 |
0-125 |
0.3% |
125-280 |
| High |
127-180 |
127-230 |
0-050 |
0.1% |
127-180 |
| Low |
126-185 |
127-020 |
0-155 |
0.4% |
125-245 |
| Close |
127-130 |
127-115 |
-0-015 |
0.0% |
127-130 |
| Range |
0-315 |
0-210 |
-0-105 |
-33.3% |
1-255 |
| ATR |
0-188 |
0-190 |
0-002 |
0.8% |
0-000 |
| Volume |
1,657,147 |
1,173,756 |
-483,391 |
-29.2% |
6,341,484 |
|
| Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-112 |
129-003 |
127-230 |
|
| R3 |
128-222 |
128-113 |
127-173 |
|
| R2 |
128-012 |
128-012 |
127-154 |
|
| R1 |
127-223 |
127-223 |
127-134 |
127-172 |
| PP |
127-122 |
127-122 |
127-122 |
127-096 |
| S1 |
127-013 |
127-013 |
127-096 |
126-282 |
| S2 |
126-232 |
126-232 |
127-076 |
|
| S3 |
126-022 |
126-123 |
127-057 |
|
| S4 |
125-132 |
125-233 |
127-000 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-097 |
131-208 |
128-126 |
|
| R3 |
130-162 |
129-273 |
127-288 |
|
| R2 |
128-227 |
128-227 |
127-235 |
|
| R1 |
128-018 |
128-018 |
127-183 |
128-122 |
| PP |
126-292 |
126-292 |
126-292 |
127-024 |
| S1 |
126-083 |
126-083 |
127-077 |
126-188 |
| S2 |
125-037 |
125-037 |
127-025 |
|
| S3 |
123-102 |
124-148 |
126-292 |
|
| S4 |
121-167 |
122-213 |
126-134 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-230 |
126-005 |
1-225 |
1.3% |
0-217 |
0.5% |
79% |
True |
False |
1,279,308 |
| 10 |
127-230 |
125-140 |
2-090 |
1.8% |
0-194 |
0.5% |
84% |
True |
False |
962,860 |
| 20 |
127-230 |
125-125 |
2-105 |
1.8% |
0-193 |
0.5% |
85% |
True |
False |
872,714 |
| 40 |
127-230 |
125-090 |
2-140 |
1.9% |
0-179 |
0.4% |
85% |
True |
False |
812,036 |
| 60 |
129-085 |
125-010 |
4-075 |
3.3% |
0-170 |
0.4% |
55% |
False |
False |
541,778 |
| 80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-152 |
0.4% |
51% |
False |
False |
406,391 |
| 100 |
129-195 |
125-010 |
4-185 |
3.6% |
0-121 |
0.3% |
51% |
False |
False |
325,113 |
| 120 |
129-195 |
125-000 |
4-195 |
3.6% |
0-101 |
0.2% |
51% |
False |
False |
270,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-162 |
|
2.618 |
129-140 |
|
1.618 |
128-250 |
|
1.000 |
128-120 |
|
0.618 |
128-040 |
|
HIGH |
127-230 |
|
0.618 |
127-150 |
|
0.500 |
127-125 |
|
0.382 |
127-100 |
|
LOW |
127-020 |
|
0.618 |
126-210 |
|
1.000 |
126-130 |
|
1.618 |
126-000 |
|
2.618 |
125-110 |
|
4.250 |
124-088 |
|
|
| Fisher Pivots for day following 11-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
127-125 |
127-092 |
| PP |
127-122 |
127-070 |
| S1 |
127-118 |
127-048 |
|