ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 11-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
129-150 |
129-020 |
-0-130 |
-0.3% |
129-185 |
| High |
129-250 |
129-045 |
-0-205 |
-0.5% |
130-030 |
| Low |
128-300 |
128-210 |
-0-090 |
-0.2% |
128-210 |
| Close |
129-020 |
128-255 |
-0-085 |
-0.2% |
128-255 |
| Range |
0-270 |
0-155 |
-0-115 |
-42.6% |
1-140 |
| ATR |
0-227 |
0-222 |
-0-005 |
-2.3% |
0-000 |
| Volume |
11,515 |
7,750 |
-3,765 |
-32.7% |
92,019 |
|
| Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-102 |
130-013 |
129-020 |
|
| R3 |
129-267 |
129-178 |
128-298 |
|
| R2 |
129-112 |
129-112 |
128-283 |
|
| R1 |
129-023 |
129-023 |
128-269 |
128-310 |
| PP |
128-277 |
128-277 |
128-277 |
128-260 |
| S1 |
128-188 |
128-188 |
128-241 |
128-155 |
| S2 |
128-122 |
128-122 |
128-227 |
|
| S3 |
127-287 |
128-033 |
128-212 |
|
| S4 |
127-132 |
127-198 |
128-170 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-158 |
132-187 |
129-188 |
|
| R3 |
132-018 |
131-047 |
129-062 |
|
| R2 |
130-198 |
130-198 |
129-019 |
|
| R1 |
129-227 |
129-227 |
128-297 |
129-142 |
| PP |
129-058 |
129-058 |
129-058 |
129-016 |
| S1 |
128-087 |
128-087 |
128-213 |
128-002 |
| S2 |
127-238 |
127-238 |
128-171 |
|
| S3 |
126-098 |
126-267 |
128-128 |
|
| S4 |
124-278 |
125-127 |
128-002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-030 |
128-210 |
1-140 |
1.1% |
0-187 |
0.5% |
10% |
False |
True |
18,403 |
| 10 |
131-070 |
128-210 |
2-180 |
2.0% |
0-198 |
0.5% |
5% |
False |
True |
67,612 |
| 20 |
132-000 |
128-210 |
3-110 |
2.6% |
0-209 |
0.5% |
4% |
False |
True |
895,266 |
| 40 |
133-015 |
127-200 |
5-135 |
4.2% |
0-229 |
0.6% |
22% |
False |
False |
1,261,953 |
| 60 |
133-015 |
125-125 |
7-210 |
5.9% |
0-217 |
0.5% |
44% |
False |
False |
1,145,698 |
| 80 |
133-015 |
125-090 |
7-245 |
6.0% |
0-208 |
0.5% |
45% |
False |
False |
1,075,863 |
| 100 |
133-015 |
125-010 |
8-005 |
6.2% |
0-197 |
0.5% |
47% |
False |
False |
861,532 |
| 120 |
133-015 |
125-010 |
8-005 |
6.2% |
0-183 |
0.4% |
47% |
False |
False |
717,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-064 |
|
2.618 |
130-131 |
|
1.618 |
129-296 |
|
1.000 |
129-200 |
|
0.618 |
129-141 |
|
HIGH |
129-045 |
|
0.618 |
128-306 |
|
0.500 |
128-288 |
|
0.382 |
128-269 |
|
LOW |
128-210 |
|
0.618 |
128-114 |
|
1.000 |
128-055 |
|
1.618 |
127-279 |
|
2.618 |
127-124 |
|
4.250 |
126-191 |
|
|
| Fisher Pivots for day following 11-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
128-288 |
129-105 |
| PP |
128-277 |
129-048 |
| S1 |
128-266 |
128-312 |
|