ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 26-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
127-240 |
128-060 |
0-140 |
0.3% |
127-245 |
| High |
128-065 |
128-105 |
0-040 |
0.1% |
128-215 |
| Low |
127-240 |
128-010 |
0-090 |
0.2% |
127-165 |
| Close |
128-015 |
128-100 |
0-085 |
0.2% |
127-280 |
| Range |
0-145 |
0-095 |
-0-050 |
-34.5% |
1-050 |
| ATR |
0-163 |
0-158 |
-0-005 |
-3.0% |
0-000 |
| Volume |
2,283 |
3,205 |
922 |
40.4% |
22,488 |
|
| Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-037 |
129-003 |
128-152 |
|
| R3 |
128-262 |
128-228 |
128-126 |
|
| R2 |
128-167 |
128-167 |
128-117 |
|
| R1 |
128-133 |
128-133 |
128-109 |
128-150 |
| PP |
128-072 |
128-072 |
128-072 |
128-080 |
| S1 |
128-038 |
128-038 |
128-091 |
128-055 |
| S2 |
127-297 |
127-297 |
128-083 |
|
| S3 |
127-202 |
127-263 |
128-074 |
|
| S4 |
127-107 |
127-168 |
128-048 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-157 |
130-268 |
128-164 |
|
| R3 |
130-107 |
129-218 |
128-062 |
|
| R2 |
129-057 |
129-057 |
128-028 |
|
| R1 |
128-168 |
128-168 |
127-314 |
128-273 |
| PP |
128-007 |
128-007 |
128-007 |
128-059 |
| S1 |
127-118 |
127-118 |
127-246 |
127-222 |
| S2 |
126-277 |
126-277 |
127-212 |
|
| S3 |
125-227 |
126-068 |
127-178 |
|
| S4 |
124-177 |
125-018 |
127-076 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-189 |
|
2.618 |
129-034 |
|
1.618 |
128-259 |
|
1.000 |
128-200 |
|
0.618 |
128-164 |
|
HIGH |
128-105 |
|
0.618 |
128-069 |
|
0.500 |
128-058 |
|
0.382 |
128-046 |
|
LOW |
128-010 |
|
0.618 |
127-271 |
|
1.000 |
127-235 |
|
1.618 |
127-176 |
|
2.618 |
127-081 |
|
4.250 |
126-246 |
|
|
| Fisher Pivots for day following 26-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
128-086 |
128-069 |
| PP |
128-072 |
128-038 |
| S1 |
128-058 |
128-008 |
|