ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 12-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2016 |
12-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
127-170 |
127-065 |
-0-105 |
-0.3% |
125-280 |
| High |
127-230 |
128-000 |
0-090 |
0.2% |
127-180 |
| Low |
127-020 |
126-315 |
-0-025 |
-0.1% |
125-245 |
| Close |
127-115 |
127-265 |
0-150 |
0.4% |
127-130 |
| Range |
0-210 |
1-005 |
0-115 |
54.8% |
1-255 |
| ATR |
0-190 |
0-200 |
0-010 |
5.1% |
0-000 |
| Volume |
1,173,756 |
1,465,533 |
291,777 |
24.9% |
6,341,484 |
|
| Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-208 |
130-082 |
128-124 |
|
| R3 |
129-203 |
129-077 |
128-034 |
|
| R2 |
128-198 |
128-198 |
128-005 |
|
| R1 |
128-072 |
128-072 |
127-295 |
128-135 |
| PP |
127-193 |
127-193 |
127-193 |
127-225 |
| S1 |
127-067 |
127-067 |
127-235 |
127-130 |
| S2 |
126-188 |
126-188 |
127-205 |
|
| S3 |
125-183 |
126-062 |
127-176 |
|
| S4 |
124-178 |
125-057 |
127-086 |
|
|
| 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 |
128-000 |
126-075 |
1-245 |
1.4% |
0-255 |
0.6% |
90% |
True |
False |
1,382,385 |
| 10 |
128-000 |
125-140 |
2-180 |
2.0% |
0-214 |
0.5% |
93% |
True |
False |
1,076,643 |
| 20 |
128-000 |
125-125 |
2-195 |
2.0% |
0-192 |
0.5% |
93% |
True |
False |
881,952 |
| 40 |
128-000 |
125-090 |
2-230 |
2.1% |
0-184 |
0.5% |
94% |
True |
False |
847,960 |
| 60 |
128-310 |
125-010 |
3-300 |
3.1% |
0-173 |
0.4% |
71% |
False |
False |
566,203 |
| 80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-156 |
0.4% |
61% |
False |
False |
424,710 |
| 100 |
129-195 |
125-010 |
4-185 |
3.6% |
0-125 |
0.3% |
61% |
False |
False |
339,768 |
| 120 |
129-195 |
125-010 |
4-185 |
3.6% |
0-104 |
0.3% |
61% |
False |
False |
283,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-101 |
|
2.618 |
130-211 |
|
1.618 |
129-206 |
|
1.000 |
129-005 |
|
0.618 |
128-201 |
|
HIGH |
128-000 |
|
0.618 |
127-196 |
|
0.500 |
127-158 |
|
0.382 |
127-119 |
|
LOW |
126-315 |
|
0.618 |
126-114 |
|
1.000 |
125-310 |
|
1.618 |
125-109 |
|
2.618 |
124-104 |
|
4.250 |
122-214 |
|
|
| Fisher Pivots for day following 12-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
127-229 |
127-208 |
| PP |
127-193 |
127-150 |
| S1 |
127-158 |
127-092 |
|