ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 10-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
130-000 |
129-150 |
-0-170 |
-0.4% |
130-250 |
| High |
130-000 |
129-250 |
-0-070 |
-0.2% |
131-070 |
| Low |
129-140 |
128-300 |
-0-160 |
-0.4% |
129-110 |
| Close |
129-155 |
129-020 |
-0-135 |
-0.3% |
129-160 |
| Range |
0-180 |
0-270 |
0-090 |
50.0% |
1-280 |
| ATR |
0-224 |
0-227 |
0-003 |
1.5% |
0-000 |
| Volume |
10,596 |
11,515 |
919 |
8.7% |
584,109 |
|
| Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-253 |
131-087 |
129-168 |
|
| R3 |
130-303 |
130-137 |
129-094 |
|
| R2 |
130-033 |
130-033 |
129-070 |
|
| R1 |
129-187 |
129-187 |
129-045 |
129-135 |
| PP |
129-083 |
129-083 |
129-083 |
129-058 |
| S1 |
128-237 |
128-237 |
128-315 |
128-185 |
| S2 |
128-133 |
128-133 |
128-290 |
|
| S3 |
127-183 |
127-287 |
128-266 |
|
| S4 |
126-233 |
127-017 |
128-192 |
|
|
| 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 |
130-030 |
128-300 |
1-050 |
0.9% |
0-201 |
0.5% |
11% |
False |
True |
26,196 |
| 10 |
131-070 |
128-300 |
2-090 |
1.8% |
0-183 |
0.4% |
5% |
False |
True |
194,609 |
| 20 |
133-015 |
128-300 |
4-035 |
3.2% |
0-224 |
0.5% |
3% |
False |
True |
1,018,322 |
| 40 |
133-015 |
127-135 |
5-200 |
4.4% |
0-232 |
0.6% |
29% |
False |
False |
1,304,332 |
| 60 |
133-015 |
125-125 |
7-210 |
5.9% |
0-219 |
0.5% |
48% |
False |
False |
1,163,539 |
| 80 |
133-015 |
125-090 |
7-245 |
6.0% |
0-208 |
0.5% |
49% |
False |
False |
1,076,146 |
| 100 |
133-015 |
125-010 |
8-005 |
6.2% |
0-196 |
0.5% |
50% |
False |
False |
861,455 |
| 120 |
133-015 |
125-010 |
8-005 |
6.2% |
0-181 |
0.4% |
50% |
False |
False |
717,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-118 |
|
2.618 |
131-317 |
|
1.618 |
131-047 |
|
1.000 |
130-200 |
|
0.618 |
130-097 |
|
HIGH |
129-250 |
|
0.618 |
129-147 |
|
0.500 |
129-115 |
|
0.382 |
129-083 |
|
LOW |
128-300 |
|
0.618 |
128-133 |
|
1.000 |
128-030 |
|
1.618 |
127-183 |
|
2.618 |
126-233 |
|
4.250 |
125-112 |
|
|
| Fisher Pivots for day following 10-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-115 |
129-165 |
| PP |
129-083 |
129-117 |
| S1 |
129-052 |
129-068 |
|