ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 31-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2016 |
31-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
130-010 |
130-015 |
0-005 |
0.0% |
129-125 |
| High |
130-035 |
130-170 |
0-135 |
0.3% |
129-150 |
| Low |
129-225 |
129-305 |
0-080 |
0.2% |
128-205 |
| Close |
130-005 |
130-125 |
0-120 |
0.3% |
129-070 |
| Range |
0-130 |
0-185 |
0-055 |
42.3% |
0-265 |
| ATR |
0-203 |
0-202 |
-0-001 |
-0.6% |
0-000 |
| Volume |
1,123,696 |
1,138,040 |
14,344 |
1.3% |
3,467,528 |
|
| Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-008 |
131-252 |
130-227 |
|
| R3 |
131-143 |
131-067 |
130-176 |
|
| R2 |
130-278 |
130-278 |
130-159 |
|
| R1 |
130-202 |
130-202 |
130-142 |
130-240 |
| PP |
130-093 |
130-093 |
130-093 |
130-112 |
| S1 |
130-017 |
130-017 |
130-108 |
130-055 |
| S2 |
129-228 |
129-228 |
130-091 |
|
| S3 |
129-043 |
129-152 |
130-074 |
|
| S4 |
128-178 |
128-287 |
130-023 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-190 |
131-075 |
129-216 |
|
| R3 |
130-245 |
130-130 |
129-143 |
|
| R2 |
129-300 |
129-300 |
129-119 |
|
| R1 |
129-185 |
129-185 |
129-094 |
129-110 |
| PP |
129-035 |
129-035 |
129-035 |
128-318 |
| S1 |
128-240 |
128-240 |
129-046 |
128-165 |
| S2 |
128-090 |
128-090 |
129-021 |
|
| S3 |
127-145 |
127-295 |
128-317 |
|
| S4 |
126-200 |
127-030 |
128-244 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-170 |
128-310 |
1-180 |
1.2% |
0-184 |
0.4% |
91% |
True |
False |
897,190 |
| 10 |
130-170 |
128-205 |
1-285 |
1.4% |
0-180 |
0.4% |
93% |
True |
False |
941,470 |
| 20 |
130-170 |
128-015 |
2-155 |
1.9% |
0-192 |
0.5% |
94% |
True |
False |
1,047,774 |
| 40 |
132-205 |
128-015 |
4-190 |
3.5% |
0-215 |
0.5% |
51% |
False |
False |
791,965 |
| 60 |
132-205 |
125-195 |
7-010 |
5.4% |
0-192 |
0.5% |
68% |
False |
False |
529,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-316 |
|
2.618 |
132-014 |
|
1.618 |
131-149 |
|
1.000 |
131-035 |
|
0.618 |
130-284 |
|
HIGH |
130-170 |
|
0.618 |
130-099 |
|
0.500 |
130-078 |
|
0.382 |
130-056 |
|
LOW |
129-305 |
|
0.618 |
129-191 |
|
1.000 |
129-120 |
|
1.618 |
129-006 |
|
2.618 |
128-141 |
|
4.250 |
127-159 |
|
|
| Fisher Pivots for day following 31-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
130-109 |
130-069 |
| PP |
130-093 |
130-013 |
| S1 |
130-078 |
129-278 |
|