ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 03-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
130-000 |
129-265 |
-0-055 |
-0.1% |
130-275 |
| High |
130-055 |
130-015 |
-0-040 |
-0.1% |
131-255 |
| Low |
129-190 |
129-200 |
0-010 |
0.0% |
130-115 |
| Close |
129-240 |
129-295 |
0-055 |
0.1% |
130-240 |
| Range |
0-185 |
0-135 |
-0-050 |
-27.0% |
1-140 |
| ATR |
0-245 |
0-237 |
-0-008 |
-3.2% |
0-000 |
| Volume |
94,725 |
24,369 |
-70,356 |
-74.3% |
9,781,642 |
|
| Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-042 |
130-303 |
130-049 |
|
| R3 |
130-227 |
130-168 |
130-012 |
|
| R2 |
130-092 |
130-092 |
130-000 |
|
| R1 |
130-033 |
130-033 |
129-307 |
130-062 |
| PP |
129-277 |
129-277 |
129-277 |
129-291 |
| S1 |
129-218 |
129-218 |
129-283 |
129-248 |
| S2 |
129-142 |
129-142 |
129-270 |
|
| S3 |
129-007 |
129-083 |
129-258 |
|
| S4 |
128-192 |
128-268 |
129-221 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-090 |
134-145 |
131-173 |
|
| R3 |
133-270 |
133-005 |
131-046 |
|
| R2 |
132-130 |
132-130 |
131-004 |
|
| R1 |
131-185 |
131-185 |
130-282 |
131-088 |
| PP |
130-310 |
130-310 |
130-310 |
130-261 |
| S1 |
130-045 |
130-045 |
130-198 |
129-268 |
| S2 |
129-170 |
129-170 |
130-156 |
|
| S3 |
128-030 |
128-225 |
130-114 |
|
| S4 |
126-210 |
127-085 |
129-307 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-070 |
129-190 |
1-200 |
1.3% |
0-165 |
0.4% |
20% |
False |
False |
363,023 |
| 10 |
131-255 |
129-190 |
2-065 |
1.7% |
0-194 |
0.5% |
15% |
False |
False |
1,163,946 |
| 20 |
133-015 |
129-190 |
3-145 |
2.7% |
0-239 |
0.6% |
10% |
False |
False |
1,461,580 |
| 40 |
133-015 |
126-075 |
6-260 |
5.2% |
0-239 |
0.6% |
54% |
False |
False |
1,473,856 |
| 60 |
133-015 |
125-125 |
7-210 |
5.9% |
0-219 |
0.5% |
59% |
False |
False |
1,246,586 |
| 80 |
133-015 |
125-010 |
8-005 |
6.2% |
0-206 |
0.5% |
61% |
False |
False |
1,075,052 |
| 100 |
133-015 |
125-010 |
8-005 |
6.2% |
0-193 |
0.5% |
61% |
False |
False |
860,169 |
| 120 |
133-015 |
125-010 |
8-005 |
6.2% |
0-173 |
0.4% |
61% |
False |
False |
716,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-269 |
|
2.618 |
131-048 |
|
1.618 |
130-233 |
|
1.000 |
130-150 |
|
0.618 |
130-098 |
|
HIGH |
130-015 |
|
0.618 |
129-283 |
|
0.500 |
129-268 |
|
0.382 |
129-252 |
|
LOW |
129-200 |
|
0.618 |
129-117 |
|
1.000 |
129-065 |
|
1.618 |
128-302 |
|
2.618 |
128-167 |
|
4.250 |
127-266 |
|
|
| Fisher Pivots for day following 03-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-286 |
130-130 |
| PP |
129-277 |
130-078 |
| S1 |
129-268 |
130-027 |
|