ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 21-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
129-035 |
129-125 |
0-090 |
0.2% |
128-110 |
| High |
129-150 |
129-150 |
0-000 |
0.0% |
129-170 |
| Low |
129-030 |
129-000 |
-0-030 |
-0.1% |
128-015 |
| Close |
129-130 |
129-005 |
-0-125 |
-0.3% |
129-130 |
| Range |
0-120 |
0-150 |
0-030 |
25.0% |
1-155 |
| ATR |
0-212 |
0-208 |
-0-004 |
-2.1% |
0-000 |
| Volume |
950,622 |
780,943 |
-169,679 |
-17.8% |
5,188,179 |
|
| Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-182 |
130-083 |
129-088 |
|
| R3 |
130-032 |
129-253 |
129-046 |
|
| R2 |
129-202 |
129-202 |
129-032 |
|
| R1 |
129-103 |
129-103 |
129-019 |
129-078 |
| PP |
129-052 |
129-052 |
129-052 |
129-039 |
| S1 |
128-273 |
128-273 |
128-311 |
128-248 |
| S2 |
128-222 |
128-222 |
128-298 |
|
| S3 |
128-072 |
128-123 |
128-284 |
|
| S4 |
127-242 |
127-293 |
128-242 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-143 |
132-292 |
130-071 |
|
| R3 |
131-308 |
131-137 |
129-261 |
|
| R2 |
130-153 |
130-153 |
129-217 |
|
| R1 |
129-302 |
129-302 |
129-174 |
130-068 |
| PP |
128-318 |
128-318 |
128-318 |
129-041 |
| S1 |
128-147 |
128-147 |
129-086 |
128-232 |
| S2 |
127-163 |
127-163 |
129-043 |
|
| S3 |
126-008 |
126-312 |
128-319 |
|
| S4 |
124-173 |
125-157 |
128-189 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-148 |
|
2.618 |
130-223 |
|
1.618 |
130-073 |
|
1.000 |
129-300 |
|
0.618 |
129-243 |
|
HIGH |
129-150 |
|
0.618 |
129-093 |
|
0.500 |
129-075 |
|
0.382 |
129-057 |
|
LOW |
129-000 |
|
0.618 |
128-227 |
|
1.000 |
128-170 |
|
1.618 |
128-077 |
|
2.618 |
127-247 |
|
4.250 |
127-002 |
|
|
| Fisher Pivots for day following 21-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-075 |
129-085 |
| PP |
129-052 |
129-058 |
| S1 |
129-028 |
129-032 |
|