ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 19-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
127-285 |
128-160 |
0-195 |
0.5% |
127-170 |
| High |
128-290 |
128-190 |
-0-100 |
-0.2% |
128-290 |
| Low |
127-260 |
128-005 |
0-065 |
0.2% |
126-315 |
| Close |
128-145 |
128-125 |
-0-020 |
0.0% |
128-145 |
| Range |
1-030 |
0-185 |
-0-165 |
-47.1% |
1-295 |
| ATR |
0-214 |
0-212 |
-0-002 |
-1.0% |
0-000 |
| Volume |
1,816,630 |
1,569,573 |
-247,057 |
-13.6% |
7,707,914 |
|
| Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-022 |
129-258 |
128-227 |
|
| R3 |
129-157 |
129-073 |
128-176 |
|
| R2 |
128-292 |
128-292 |
128-159 |
|
| R1 |
128-208 |
128-208 |
128-142 |
128-158 |
| PP |
128-107 |
128-107 |
128-107 |
128-081 |
| S1 |
128-023 |
128-023 |
128-108 |
127-292 |
| S2 |
127-242 |
127-242 |
128-091 |
|
| S3 |
127-057 |
127-158 |
128-074 |
|
| S4 |
126-192 |
126-293 |
128-023 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-282 |
133-028 |
129-163 |
|
| R3 |
131-307 |
131-053 |
128-314 |
|
| R2 |
130-012 |
130-012 |
128-258 |
|
| R1 |
129-078 |
129-078 |
128-201 |
129-205 |
| PP |
128-037 |
128-037 |
128-037 |
128-100 |
| S1 |
127-103 |
127-103 |
128-089 |
127-230 |
| S2 |
126-062 |
126-062 |
128-032 |
|
| S3 |
124-087 |
125-128 |
127-296 |
|
| S4 |
122-112 |
123-153 |
127-127 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-290 |
126-315 |
1-295 |
1.5% |
0-264 |
0.6% |
73% |
False |
False |
1,620,746 |
| 10 |
128-290 |
126-005 |
2-285 |
2.3% |
0-240 |
0.6% |
82% |
False |
False |
1,450,027 |
| 20 |
128-290 |
125-140 |
3-150 |
2.7% |
0-196 |
0.5% |
85% |
False |
False |
1,012,976 |
| 40 |
128-290 |
125-090 |
3-200 |
2.8% |
0-196 |
0.5% |
86% |
False |
False |
1,011,459 |
| 60 |
128-290 |
125-010 |
3-280 |
3.0% |
0-181 |
0.4% |
87% |
False |
False |
676,826 |
| 80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-168 |
0.4% |
73% |
False |
False |
507,688 |
| 100 |
129-195 |
125-010 |
4-185 |
3.6% |
0-135 |
0.3% |
73% |
False |
False |
406,150 |
| 120 |
129-195 |
125-010 |
4-185 |
3.6% |
0-112 |
0.3% |
73% |
False |
False |
338,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-016 |
|
2.618 |
130-034 |
|
1.618 |
129-169 |
|
1.000 |
129-055 |
|
0.618 |
128-304 |
|
HIGH |
128-190 |
|
0.618 |
128-119 |
|
0.500 |
128-098 |
|
0.382 |
128-076 |
|
LOW |
128-005 |
|
0.618 |
127-211 |
|
1.000 |
127-140 |
|
1.618 |
127-026 |
|
2.618 |
126-161 |
|
4.250 |
125-179 |
|
|
| Fisher Pivots for day following 19-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
128-116 |
128-112 |
| PP |
128-107 |
128-098 |
| S1 |
128-098 |
128-085 |
|