ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 01-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2016 |
01-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
128-200 |
129-040 |
0-160 |
0.4% |
127-240 |
| High |
129-050 |
129-090 |
0-040 |
0.1% |
129-050 |
| Low |
128-200 |
128-210 |
0-010 |
0.0% |
127-240 |
| Close |
129-030 |
128-220 |
-0-130 |
-0.3% |
129-030 |
| Range |
0-170 |
0-200 |
0-030 |
17.6% |
1-130 |
| ATR |
0-162 |
0-165 |
0-003 |
1.7% |
0-000 |
| Volume |
9,897 |
6,347 |
-3,550 |
-35.9% |
37,613 |
|
| Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-240 |
130-110 |
129-010 |
|
| R3 |
130-040 |
129-230 |
128-275 |
|
| R2 |
129-160 |
129-160 |
128-257 |
|
| R1 |
129-030 |
129-030 |
128-238 |
128-315 |
| PP |
128-280 |
128-280 |
128-280 |
128-263 |
| S1 |
128-150 |
128-150 |
128-202 |
128-115 |
| S2 |
128-080 |
128-080 |
128-183 |
|
| S3 |
127-200 |
127-270 |
128-165 |
|
| S4 |
127-000 |
127-070 |
128-110 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-283 |
132-127 |
129-278 |
|
| R3 |
131-153 |
130-317 |
129-154 |
|
| R2 |
130-023 |
130-023 |
129-113 |
|
| R1 |
129-187 |
129-187 |
129-071 |
129-265 |
| PP |
128-213 |
128-213 |
128-213 |
128-253 |
| S1 |
128-057 |
128-057 |
128-309 |
128-135 |
| S2 |
127-083 |
127-083 |
128-268 |
|
| S3 |
125-273 |
126-247 |
128-226 |
|
| S4 |
124-143 |
125-117 |
128-103 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-300 |
|
2.618 |
130-294 |
|
1.618 |
130-094 |
|
1.000 |
129-290 |
|
0.618 |
129-214 |
|
HIGH |
129-090 |
|
0.618 |
129-014 |
|
0.500 |
128-310 |
|
0.382 |
128-286 |
|
LOW |
128-210 |
|
0.618 |
128-086 |
|
1.000 |
128-010 |
|
1.618 |
127-206 |
|
2.618 |
127-006 |
|
4.250 |
126-000 |
|
|
| Fisher Pivots for day following 01-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
128-310 |
128-217 |
| PP |
128-280 |
128-213 |
| S1 |
128-250 |
128-210 |
|