ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 12-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
131-240 |
131-270 |
0-030 |
0.1% |
130-110 |
| High |
133-015 |
132-000 |
-1-015 |
-0.8% |
133-015 |
| Low |
131-215 |
130-305 |
-0-230 |
-0.5% |
130-055 |
| Close |
132-010 |
131-020 |
-0-310 |
-0.7% |
131-020 |
| Range |
1-120 |
1-015 |
-0-105 |
-23.9% |
2-280 |
| ATR |
0-256 |
0-262 |
0-006 |
2.5% |
0-000 |
| Volume |
2,468,876 |
1,727,313 |
-741,563 |
-30.0% |
9,646,138 |
|
| Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-153 |
133-262 |
131-204 |
|
| R3 |
133-138 |
132-247 |
131-112 |
|
| R2 |
132-123 |
132-123 |
131-081 |
|
| R1 |
131-232 |
131-232 |
131-051 |
131-170 |
| PP |
131-108 |
131-108 |
131-108 |
131-078 |
| S1 |
130-217 |
130-217 |
130-309 |
130-155 |
| S2 |
130-093 |
130-093 |
130-279 |
|
| S3 |
129-078 |
129-202 |
130-248 |
|
| S4 |
128-063 |
128-187 |
130-156 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-017 |
138-138 |
132-206 |
|
| R3 |
137-057 |
135-178 |
131-273 |
|
| R2 |
134-097 |
134-097 |
131-189 |
|
| R1 |
132-218 |
132-218 |
131-104 |
133-158 |
| PP |
131-137 |
131-137 |
131-137 |
131-266 |
| S1 |
129-258 |
129-258 |
130-256 |
130-198 |
| S2 |
128-177 |
128-177 |
130-171 |
|
| S3 |
125-217 |
126-298 |
130-087 |
|
| S4 |
122-257 |
124-018 |
129-154 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-015 |
130-055 |
2-280 |
2.2% |
1-010 |
0.8% |
31% |
False |
False |
1,929,227 |
| 10 |
133-015 |
129-050 |
3-285 |
3.0% |
0-290 |
0.7% |
49% |
False |
False |
1,784,116 |
| 20 |
133-015 |
127-260 |
5-075 |
4.0% |
0-256 |
0.6% |
62% |
False |
False |
1,637,551 |
| 40 |
133-015 |
125-125 |
7-210 |
5.8% |
0-224 |
0.5% |
74% |
False |
False |
1,290,294 |
| 60 |
133-015 |
125-090 |
7-245 |
5.9% |
0-212 |
0.5% |
74% |
False |
False |
1,164,499 |
| 80 |
133-015 |
125-010 |
8-005 |
6.1% |
0-197 |
0.5% |
75% |
False |
False |
874,690 |
| 100 |
133-015 |
125-010 |
8-005 |
6.1% |
0-181 |
0.4% |
75% |
False |
False |
699,798 |
| 120 |
133-015 |
125-010 |
8-005 |
6.1% |
0-151 |
0.4% |
75% |
False |
False |
583,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-144 |
|
2.618 |
134-237 |
|
1.618 |
133-222 |
|
1.000 |
133-015 |
|
0.618 |
132-207 |
|
HIGH |
132-000 |
|
0.618 |
131-192 |
|
0.500 |
131-152 |
|
0.382 |
131-113 |
|
LOW |
130-305 |
|
0.618 |
130-098 |
|
1.000 |
129-290 |
|
1.618 |
129-083 |
|
2.618 |
128-068 |
|
4.250 |
126-161 |
|
|
| Fisher Pivots for day following 12-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
131-152 |
131-312 |
| PP |
131-108 |
131-215 |
| S1 |
131-064 |
131-118 |
|