ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 20-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
127-245 |
128-015 |
0-090 |
0.2% |
126-280 |
| High |
127-305 |
128-215 |
0-230 |
0.6% |
128-095 |
| Low |
127-165 |
128-015 |
0-170 |
0.4% |
126-135 |
| Close |
127-275 |
128-110 |
0-155 |
0.4% |
127-285 |
| Range |
0-140 |
0-200 |
0-060 |
42.9% |
1-280 |
| ATR |
|
|
|
|
|
| Volume |
9,192 |
9,528 |
336 |
3.7% |
8,666 |
|
| Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-073 |
129-292 |
128-220 |
|
| R3 |
129-193 |
129-092 |
128-165 |
|
| R2 |
128-313 |
128-313 |
128-147 |
|
| R1 |
128-212 |
128-212 |
128-128 |
128-263 |
| PP |
128-113 |
128-113 |
128-113 |
128-139 |
| S1 |
128-012 |
128-012 |
128-092 |
128-063 |
| S2 |
127-233 |
127-233 |
128-073 |
|
| S3 |
127-033 |
127-132 |
128-055 |
|
| S4 |
126-153 |
126-252 |
128-000 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-052 |
132-128 |
128-295 |
|
| R3 |
131-092 |
130-168 |
128-130 |
|
| R2 |
129-132 |
129-132 |
128-075 |
|
| R1 |
128-208 |
128-208 |
128-020 |
129-010 |
| PP |
127-172 |
127-172 |
127-172 |
127-233 |
| S1 |
126-248 |
126-248 |
127-230 |
127-050 |
| S2 |
125-212 |
125-212 |
127-175 |
|
| S3 |
123-252 |
124-288 |
127-120 |
|
| S4 |
121-292 |
123-008 |
126-275 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-105 |
|
2.618 |
130-099 |
|
1.618 |
129-219 |
|
1.000 |
129-095 |
|
0.618 |
129-019 |
|
HIGH |
128-215 |
|
0.618 |
128-139 |
|
0.500 |
128-115 |
|
0.382 |
128-091 |
|
LOW |
128-015 |
|
0.618 |
127-211 |
|
1.000 |
127-135 |
|
1.618 |
127-011 |
|
2.618 |
126-131 |
|
4.250 |
125-125 |
|
|
| Fisher Pivots for day following 20-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
128-115 |
128-083 |
| PP |
128-113 |
128-057 |
| S1 |
128-112 |
128-030 |
|