ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 23-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
130-275 |
130-275 |
0-000 |
0.0% |
130-315 |
| High |
130-300 |
131-055 |
0-075 |
0.2% |
131-090 |
| Low |
130-180 |
130-115 |
-0-065 |
-0.2% |
130-060 |
| Close |
130-250 |
130-300 |
0-050 |
0.1% |
130-290 |
| Range |
0-120 |
0-260 |
0-140 |
116.7% |
1-030 |
| ATR |
0-246 |
0-247 |
0-001 |
0.4% |
0-000 |
| Volume |
1,253,494 |
2,434,982 |
1,181,488 |
94.3% |
5,720,249 |
|
| Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-083 |
132-292 |
131-123 |
|
| R3 |
132-143 |
132-032 |
131-052 |
|
| R2 |
131-203 |
131-203 |
131-028 |
|
| R1 |
131-092 |
131-092 |
131-004 |
131-148 |
| PP |
130-263 |
130-263 |
130-263 |
130-291 |
| S1 |
130-152 |
130-152 |
130-276 |
130-208 |
| S2 |
130-003 |
130-003 |
130-252 |
|
| S3 |
129-063 |
129-212 |
130-228 |
|
| S4 |
128-123 |
128-272 |
130-157 |
|
|
| 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 |
131-090 |
130-060 |
1-030 |
0.8% |
0-233 |
0.6% |
69% |
False |
False |
1,565,513 |
| 10 |
133-015 |
130-060 |
2-275 |
2.2% |
0-262 |
0.6% |
26% |
False |
False |
1,737,978 |
| 20 |
133-015 |
128-100 |
4-235 |
3.6% |
0-252 |
0.6% |
55% |
False |
False |
1,641,126 |
| 40 |
133-015 |
125-140 |
7-195 |
5.8% |
0-232 |
0.6% |
72% |
False |
False |
1,417,150 |
| 60 |
133-015 |
125-090 |
7-245 |
5.9% |
0-221 |
0.5% |
73% |
False |
False |
1,271,964 |
| 80 |
133-015 |
125-010 |
8-005 |
6.1% |
0-204 |
0.5% |
74% |
False |
False |
992,198 |
| 100 |
133-015 |
125-010 |
8-005 |
6.1% |
0-192 |
0.5% |
74% |
False |
False |
793,884 |
| 120 |
133-015 |
125-010 |
8-005 |
6.1% |
0-162 |
0.4% |
74% |
False |
False |
661,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-200 |
|
2.618 |
133-096 |
|
1.618 |
132-156 |
|
1.000 |
131-315 |
|
0.618 |
131-216 |
|
HIGH |
131-055 |
|
0.618 |
130-276 |
|
0.500 |
130-245 |
|
0.382 |
130-214 |
|
LOW |
130-115 |
|
0.618 |
129-274 |
|
1.000 |
129-175 |
|
1.618 |
129-014 |
|
2.618 |
128-074 |
|
4.250 |
126-290 |
|
|
| Fisher Pivots for day following 23-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
130-282 |
130-288 |
| PP |
130-263 |
130-275 |
| S1 |
130-245 |
130-262 |
|