ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 18-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
129-170 |
129-200 |
0-030 |
0.1% |
128-265 |
| High |
129-295 |
129-295 |
0-000 |
0.0% |
129-295 |
| Low |
129-160 |
129-200 |
0-040 |
0.1% |
128-165 |
| Close |
129-180 |
129-275 |
0-095 |
0.2% |
129-275 |
| Range |
0-135 |
0-095 |
-0-040 |
-29.6% |
1-130 |
| ATR |
0-216 |
0-209 |
-0-007 |
-3.3% |
0-000 |
| Volume |
6,409 |
11,426 |
5,017 |
78.3% |
60,601 |
|
| Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-222 |
130-183 |
130-007 |
|
| R3 |
130-127 |
130-088 |
129-301 |
|
| R2 |
130-032 |
130-032 |
129-292 |
|
| R1 |
129-313 |
129-313 |
129-284 |
130-012 |
| PP |
129-257 |
129-257 |
129-257 |
129-266 |
| S1 |
129-218 |
129-218 |
129-266 |
129-238 |
| S2 |
129-162 |
129-162 |
129-258 |
|
| S3 |
129-067 |
129-123 |
129-249 |
|
| S4 |
128-292 |
129-028 |
129-223 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-208 |
133-052 |
130-202 |
|
| R3 |
132-078 |
131-242 |
130-079 |
|
| R2 |
130-268 |
130-268 |
130-038 |
|
| R1 |
130-112 |
130-112 |
129-316 |
130-190 |
| PP |
129-138 |
129-138 |
129-138 |
129-178 |
| S1 |
128-302 |
128-302 |
129-234 |
129-060 |
| S2 |
128-008 |
128-008 |
129-192 |
|
| S3 |
126-198 |
127-172 |
129-151 |
|
| S4 |
125-068 |
126-042 |
129-028 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-295 |
128-165 |
1-130 |
1.1% |
0-161 |
0.4% |
96% |
True |
False |
12,120 |
| 10 |
130-030 |
128-165 |
1-185 |
1.2% |
0-174 |
0.4% |
85% |
False |
False |
15,262 |
| 20 |
131-255 |
128-165 |
3-090 |
2.5% |
0-185 |
0.4% |
41% |
False |
False |
525,918 |
| 40 |
133-015 |
128-025 |
4-310 |
3.8% |
0-218 |
0.5% |
36% |
False |
False |
1,044,140 |
| 60 |
133-015 |
125-140 |
7-195 |
5.9% |
0-214 |
0.5% |
58% |
False |
False |
1,075,142 |
| 80 |
133-015 |
125-090 |
7-245 |
6.0% |
0-211 |
0.5% |
59% |
False |
False |
1,070,552 |
| 100 |
133-015 |
125-010 |
8-005 |
6.2% |
0-199 |
0.5% |
60% |
False |
False |
862,113 |
| 120 |
133-015 |
125-010 |
8-005 |
6.2% |
0-188 |
0.5% |
60% |
False |
False |
718,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-059 |
|
2.618 |
130-224 |
|
1.618 |
130-129 |
|
1.000 |
130-070 |
|
0.618 |
130-034 |
|
HIGH |
129-295 |
|
0.618 |
129-259 |
|
0.500 |
129-248 |
|
0.382 |
129-236 |
|
LOW |
129-200 |
|
0.618 |
129-141 |
|
1.000 |
129-105 |
|
1.618 |
129-046 |
|
2.618 |
128-271 |
|
4.250 |
128-116 |
|
|
| Fisher Pivots for day following 18-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-266 |
129-207 |
| PP |
129-257 |
129-138 |
| S1 |
129-248 |
129-070 |
|