ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 07-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
129-265 |
129-185 |
-0-080 |
-0.2% |
130-250 |
| High |
130-015 |
129-185 |
-0-150 |
-0.4% |
131-070 |
| Low |
129-110 |
129-085 |
-0-025 |
-0.1% |
129-110 |
| Close |
129-160 |
129-110 |
-0-050 |
-0.1% |
129-160 |
| Range |
0-225 |
0-100 |
-0-125 |
-55.6% |
1-280 |
| ATR |
0-236 |
0-226 |
-0-010 |
-4.1% |
0-000 |
| Volume |
46,711 |
44,401 |
-2,310 |
-4.9% |
584,109 |
|
| Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-107 |
130-048 |
129-165 |
|
| R3 |
130-007 |
129-268 |
129-138 |
|
| R2 |
129-227 |
129-227 |
129-128 |
|
| R1 |
129-168 |
129-168 |
129-119 |
129-148 |
| PP |
129-127 |
129-127 |
129-127 |
129-116 |
| S1 |
129-068 |
129-068 |
129-101 |
129-048 |
| S2 |
129-027 |
129-027 |
129-092 |
|
| S3 |
128-247 |
128-288 |
129-082 |
|
| S4 |
128-147 |
128-188 |
129-055 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-207 |
134-143 |
130-170 |
|
| R3 |
133-247 |
132-183 |
130-005 |
|
| R2 |
131-287 |
131-287 |
129-270 |
|
| R1 |
130-223 |
130-223 |
129-215 |
130-115 |
| PP |
130-007 |
130-007 |
130-007 |
129-272 |
| S1 |
128-263 |
128-263 |
129-105 |
128-155 |
| S2 |
128-047 |
128-047 |
129-050 |
|
| S3 |
126-087 |
126-303 |
128-315 |
|
| S4 |
124-127 |
125-023 |
128-150 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-070 |
129-085 |
1-305 |
1.5% |
0-208 |
0.5% |
4% |
False |
True |
72,859 |
| 10 |
131-255 |
129-085 |
2-170 |
2.0% |
0-194 |
0.5% |
3% |
False |
True |
915,665 |
| 20 |
133-015 |
129-085 |
3-250 |
2.9% |
0-233 |
0.6% |
2% |
False |
True |
1,288,826 |
| 40 |
133-015 |
126-185 |
6-150 |
5.0% |
0-236 |
0.6% |
43% |
False |
False |
1,410,746 |
| 60 |
133-015 |
125-125 |
7-210 |
5.9% |
0-219 |
0.5% |
52% |
False |
False |
1,216,582 |
| 80 |
133-015 |
125-090 |
7-245 |
6.0% |
0-204 |
0.5% |
52% |
False |
False |
1,076,190 |
| 100 |
133-015 |
125-010 |
8-005 |
6.2% |
0-194 |
0.5% |
54% |
False |
False |
861,080 |
| 120 |
133-015 |
125-010 |
8-005 |
6.2% |
0-176 |
0.4% |
54% |
False |
False |
717,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-290 |
|
2.618 |
130-127 |
|
1.618 |
130-027 |
|
1.000 |
129-285 |
|
0.618 |
129-247 |
|
HIGH |
129-185 |
|
0.618 |
129-147 |
|
0.500 |
129-135 |
|
0.382 |
129-123 |
|
LOW |
129-085 |
|
0.618 |
129-023 |
|
1.000 |
128-305 |
|
1.618 |
128-243 |
|
2.618 |
128-143 |
|
4.250 |
127-300 |
|
|
| Fisher Pivots for day following 07-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-135 |
129-210 |
| PP |
129-127 |
129-177 |
| S1 |
129-118 |
129-143 |
|