ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 10-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2016 |
10-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
131-060 |
131-090 |
0-030 |
0.1% |
129-190 |
| High |
131-240 |
131-245 |
0-005 |
0.0% |
130-240 |
| Low |
131-005 |
130-290 |
-0-035 |
-0.1% |
129-050 |
| Close |
131-100 |
131-160 |
0-060 |
0.1% |
130-115 |
| Range |
0-235 |
0-275 |
0-040 |
17.0% |
1-190 |
| ATR |
0-234 |
0-237 |
0-003 |
1.2% |
0-000 |
| Volume |
1,993,045 |
1,781,823 |
-211,222 |
-10.6% |
8,195,030 |
|
| Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-310 |
133-190 |
131-311 |
|
| R3 |
133-035 |
132-235 |
131-236 |
|
| R2 |
132-080 |
132-080 |
131-210 |
|
| R1 |
131-280 |
131-280 |
131-185 |
132-020 |
| PP |
131-125 |
131-125 |
131-125 |
131-155 |
| S1 |
131-005 |
131-005 |
131-135 |
131-065 |
| S2 |
130-170 |
130-170 |
131-110 |
|
| S3 |
129-215 |
130-050 |
131-084 |
|
| S4 |
128-260 |
129-095 |
131-009 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-278 |
134-067 |
131-076 |
|
| R3 |
133-088 |
132-197 |
130-255 |
|
| R2 |
131-218 |
131-218 |
130-208 |
|
| R1 |
131-007 |
131-007 |
130-162 |
131-112 |
| PP |
130-028 |
130-028 |
130-028 |
130-081 |
| S1 |
129-137 |
129-137 |
130-068 |
129-242 |
| S2 |
128-158 |
128-158 |
130-022 |
|
| S3 |
126-288 |
127-267 |
129-295 |
|
| S4 |
125-098 |
126-077 |
129-154 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-245 |
129-270 |
1-295 |
1.5% |
0-263 |
0.6% |
86% |
True |
False |
1,799,226 |
| 10 |
131-245 |
128-170 |
3-075 |
2.5% |
0-254 |
0.6% |
92% |
True |
False |
1,697,877 |
| 20 |
131-245 |
127-135 |
4-110 |
3.3% |
0-241 |
0.6% |
94% |
True |
False |
1,590,342 |
| 40 |
131-245 |
125-125 |
6-120 |
4.8% |
0-217 |
0.5% |
96% |
True |
False |
1,236,147 |
| 60 |
131-245 |
125-090 |
6-155 |
4.9% |
0-203 |
0.5% |
96% |
True |
False |
1,095,420 |
| 80 |
131-245 |
125-010 |
6-235 |
5.1% |
0-190 |
0.5% |
96% |
True |
False |
822,238 |
| 100 |
131-245 |
125-010 |
6-235 |
5.1% |
0-173 |
0.4% |
96% |
True |
False |
657,836 |
| 120 |
131-245 |
125-010 |
6-235 |
5.1% |
0-144 |
0.3% |
96% |
True |
False |
548,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-134 |
|
2.618 |
134-005 |
|
1.618 |
133-050 |
|
1.000 |
132-200 |
|
0.618 |
132-095 |
|
HIGH |
131-245 |
|
0.618 |
131-140 |
|
0.500 |
131-108 |
|
0.382 |
131-075 |
|
LOW |
130-290 |
|
0.618 |
130-120 |
|
1.000 |
130-015 |
|
1.618 |
129-165 |
|
2.618 |
128-210 |
|
4.250 |
127-081 |
|
|
| Fisher Pivots for day following 10-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
131-142 |
131-103 |
| PP |
131-125 |
131-047 |
| S1 |
131-108 |
130-310 |
|