ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 05-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2016 |
05-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
129-165 |
129-295 |
0-130 |
0.3% |
129-040 |
| High |
129-280 |
130-030 |
0-070 |
0.2% |
130-080 |
| Low |
129-125 |
129-145 |
0-020 |
0.0% |
128-210 |
| Close |
129-250 |
129-280 |
0-030 |
0.1% |
129-280 |
| Range |
0-155 |
0-205 |
0-050 |
32.3% |
1-190 |
| ATR |
0-182 |
0-184 |
0-002 |
0.9% |
0-000 |
| Volume |
18,087 |
11,200 |
-6,887 |
-38.1% |
79,219 |
|
| Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-233 |
131-142 |
130-073 |
|
| R3 |
131-028 |
130-257 |
130-016 |
|
| R2 |
130-143 |
130-143 |
129-318 |
|
| R1 |
130-052 |
130-052 |
129-299 |
129-315 |
| PP |
129-258 |
129-258 |
129-258 |
129-230 |
| S1 |
129-167 |
129-167 |
129-261 |
129-110 |
| S2 |
129-053 |
129-053 |
129-242 |
|
| S3 |
128-168 |
128-282 |
129-224 |
|
| S4 |
127-283 |
128-077 |
129-167 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-120 |
133-230 |
130-240 |
|
| R3 |
132-250 |
132-040 |
130-100 |
|
| R2 |
131-060 |
131-060 |
130-053 |
|
| R1 |
130-170 |
130-170 |
130-007 |
130-275 |
| PP |
129-190 |
129-190 |
129-190 |
129-243 |
| S1 |
128-300 |
128-300 |
129-233 |
129-085 |
| S2 |
128-000 |
128-000 |
129-187 |
|
| S3 |
126-130 |
127-110 |
129-140 |
|
| S4 |
124-260 |
125-240 |
129-000 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-261 |
|
2.618 |
131-247 |
|
1.618 |
131-042 |
|
1.000 |
130-235 |
|
0.618 |
130-157 |
|
HIGH |
130-030 |
|
0.618 |
129-272 |
|
0.500 |
129-248 |
|
0.382 |
129-223 |
|
LOW |
129-145 |
|
0.618 |
129-018 |
|
1.000 |
128-260 |
|
1.618 |
128-133 |
|
2.618 |
127-248 |
|
4.250 |
126-234 |
|
|
| Fisher Pivots for day following 05-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-269 |
129-272 |
| PP |
129-258 |
129-263 |
| S1 |
129-248 |
129-255 |
|