ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 27-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
128-060 |
128-120 |
0-060 |
0.1% |
127-245 |
| High |
128-105 |
128-130 |
0-025 |
0.1% |
128-215 |
| Low |
128-010 |
127-280 |
-0-050 |
-0.1% |
127-165 |
| Close |
128-100 |
128-115 |
0-015 |
0.0% |
127-280 |
| Range |
0-095 |
0-170 |
0-075 |
79.0% |
1-050 |
| ATR |
0-158 |
0-159 |
0-001 |
0.5% |
0-000 |
| Volume |
3,205 |
7,757 |
4,552 |
142.0% |
22,488 |
|
| Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-258 |
129-197 |
128-209 |
|
| R3 |
129-088 |
129-027 |
128-162 |
|
| R2 |
128-238 |
128-238 |
128-146 |
|
| R1 |
128-177 |
128-177 |
128-131 |
128-123 |
| PP |
128-068 |
128-068 |
128-068 |
128-041 |
| S1 |
128-007 |
128-007 |
128-099 |
127-272 |
| S2 |
127-218 |
127-218 |
128-084 |
|
| S3 |
127-048 |
127-157 |
128-068 |
|
| S4 |
126-198 |
126-307 |
128-021 |
|
|
| 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 |
130-213 |
|
2.618 |
129-255 |
|
1.618 |
129-085 |
|
1.000 |
128-300 |
|
0.618 |
128-235 |
|
HIGH |
128-130 |
|
0.618 |
128-065 |
|
0.500 |
128-045 |
|
0.382 |
128-025 |
|
LOW |
127-280 |
|
0.618 |
127-175 |
|
1.000 |
127-110 |
|
1.618 |
127-005 |
|
2.618 |
126-155 |
|
4.250 |
125-197 |
|
|
| Fisher Pivots for day following 27-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
128-092 |
128-085 |
| PP |
128-068 |
128-055 |
| S1 |
128-045 |
128-025 |
|