ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 17-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
128-105 |
129-010 |
0-225 |
0.5% |
129-060 |
| High |
129-025 |
129-170 |
0-145 |
0.4% |
129-225 |
| Low |
128-015 |
129-000 |
0-305 |
0.7% |
128-065 |
| Close |
128-270 |
129-035 |
0-085 |
0.2% |
128-110 |
| Range |
1-010 |
0-170 |
-0-160 |
-48.5% |
1-160 |
| ATR |
0-219 |
0-219 |
0-000 |
0.0% |
0-000 |
| Volume |
1,330,804 |
1,259,842 |
-70,962 |
-5.3% |
5,841,549 |
|
| Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-258 |
130-157 |
129-128 |
|
| R3 |
130-088 |
129-307 |
129-082 |
|
| R2 |
129-238 |
129-238 |
129-066 |
|
| R1 |
129-137 |
129-137 |
129-051 |
129-188 |
| PP |
129-068 |
129-068 |
129-068 |
129-094 |
| S1 |
128-287 |
128-287 |
129-019 |
129-018 |
| S2 |
128-218 |
128-218 |
129-004 |
|
| S3 |
128-048 |
128-117 |
128-308 |
|
| S4 |
127-198 |
127-267 |
128-262 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-080 |
132-095 |
129-054 |
|
| R3 |
131-240 |
130-255 |
128-242 |
|
| R2 |
130-080 |
130-080 |
128-198 |
|
| R1 |
129-095 |
129-095 |
128-154 |
129-008 |
| PP |
128-240 |
128-240 |
128-240 |
128-196 |
| S1 |
127-255 |
127-255 |
128-066 |
127-168 |
| S2 |
127-080 |
127-080 |
128-022 |
|
| S3 |
125-240 |
126-095 |
127-298 |
|
| S4 |
124-080 |
124-255 |
127-166 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-252 |
|
2.618 |
130-295 |
|
1.618 |
130-125 |
|
1.000 |
130-020 |
|
0.618 |
129-275 |
|
HIGH |
129-170 |
|
0.618 |
129-105 |
|
0.500 |
129-085 |
|
0.382 |
129-065 |
|
LOW |
129-000 |
|
0.618 |
128-215 |
|
1.000 |
128-150 |
|
1.618 |
128-045 |
|
2.618 |
127-195 |
|
4.250 |
126-238 |
|
|
| Fisher Pivots for day following 17-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-085 |
129-001 |
| PP |
129-068 |
128-287 |
| S1 |
129-052 |
128-252 |
|