ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 19-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
130-140 |
131-030 |
0-210 |
0.5% |
130-315 |
| High |
131-035 |
131-090 |
0-055 |
0.1% |
131-090 |
| Low |
130-100 |
130-205 |
0-105 |
0.3% |
130-060 |
| Close |
130-295 |
130-290 |
-0-005 |
0.0% |
130-290 |
| Range |
0-255 |
0-205 |
-0-050 |
-19.6% |
1-030 |
| ATR |
0-260 |
0-256 |
-0-004 |
-1.5% |
0-000 |
| Volume |
1,335,348 |
1,320,422 |
-14,926 |
-1.1% |
5,720,249 |
|
| Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-277 |
132-168 |
131-083 |
|
| R3 |
132-072 |
131-283 |
131-026 |
|
| R2 |
131-187 |
131-187 |
131-008 |
|
| R1 |
131-078 |
131-078 |
130-309 |
131-030 |
| PP |
130-302 |
130-302 |
130-302 |
130-278 |
| S1 |
130-193 |
130-193 |
130-271 |
130-145 |
| S2 |
130-097 |
130-097 |
130-252 |
|
| S3 |
129-212 |
129-308 |
130-234 |
|
| S4 |
129-007 |
129-103 |
130-177 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-023 |
133-187 |
131-162 |
|
| R3 |
132-313 |
132-157 |
131-066 |
|
| R2 |
131-283 |
131-283 |
131-034 |
|
| R1 |
131-127 |
131-127 |
131-002 |
131-030 |
| PP |
130-253 |
130-253 |
130-253 |
130-205 |
| S1 |
130-097 |
130-097 |
130-258 |
130-000 |
| S2 |
129-223 |
129-223 |
130-226 |
|
| S3 |
128-193 |
129-067 |
130-194 |
|
| S4 |
127-163 |
128-037 |
130-098 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-000 |
130-060 |
1-260 |
1.4% |
0-258 |
0.6% |
40% |
False |
False |
1,489,512 |
| 10 |
133-015 |
129-295 |
3-040 |
2.4% |
0-285 |
0.7% |
32% |
False |
False |
1,720,367 |
| 20 |
133-015 |
128-025 |
4-310 |
3.8% |
0-251 |
0.6% |
57% |
False |
False |
1,562,362 |
| 40 |
133-015 |
125-140 |
7-195 |
5.8% |
0-229 |
0.5% |
72% |
False |
False |
1,349,754 |
| 60 |
133-015 |
125-090 |
7-245 |
5.9% |
0-219 |
0.5% |
72% |
False |
False |
1,252,096 |
| 80 |
133-015 |
125-010 |
8-005 |
6.1% |
0-202 |
0.5% |
73% |
False |
False |
946,161 |
| 100 |
133-015 |
125-010 |
8-005 |
6.1% |
0-189 |
0.5% |
73% |
False |
False |
757,001 |
| 120 |
133-015 |
125-010 |
8-005 |
6.1% |
0-158 |
0.4% |
73% |
False |
False |
630,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-001 |
|
2.618 |
132-307 |
|
1.618 |
132-102 |
|
1.000 |
131-295 |
|
0.618 |
131-217 |
|
HIGH |
131-090 |
|
0.618 |
131-012 |
|
0.500 |
130-308 |
|
0.382 |
130-283 |
|
LOW |
130-205 |
|
0.618 |
130-078 |
|
1.000 |
130-000 |
|
1.618 |
129-193 |
|
2.618 |
128-308 |
|
4.250 |
127-294 |
|
|
| Fisher Pivots for day following 19-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
130-308 |
130-272 |
| PP |
130-302 |
130-253 |
| S1 |
130-296 |
130-235 |
|