ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 11-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
129-060 |
128-200 |
-0-180 |
-0.4% |
129-060 |
| High |
129-125 |
128-240 |
-0-205 |
-0.5% |
129-225 |
| Low |
128-155 |
128-065 |
-0-090 |
-0.2% |
128-065 |
| Close |
128-205 |
128-110 |
-0-095 |
-0.2% |
128-110 |
| Range |
0-290 |
0-175 |
-0-115 |
-39.7% |
1-160 |
| ATR |
0-225 |
0-221 |
-0-004 |
-1.6% |
0-000 |
| Volume |
1,683,316 |
1,102,407 |
-580,909 |
-34.5% |
5,841,549 |
|
| Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-023 |
129-242 |
128-206 |
|
| R3 |
129-168 |
129-067 |
128-158 |
|
| R2 |
128-313 |
128-313 |
128-142 |
|
| R1 |
128-212 |
128-212 |
128-126 |
128-175 |
| PP |
128-138 |
128-138 |
128-138 |
128-120 |
| S1 |
128-037 |
128-037 |
128-094 |
128-000 |
| S2 |
127-283 |
127-283 |
128-078 |
|
| S3 |
127-108 |
127-182 |
128-062 |
|
| S4 |
126-253 |
127-007 |
128-014 |
|
|
| 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 |
131-024 |
|
2.618 |
130-058 |
|
1.618 |
129-203 |
|
1.000 |
129-095 |
|
0.618 |
129-028 |
|
HIGH |
128-240 |
|
0.618 |
128-173 |
|
0.500 |
128-152 |
|
0.382 |
128-132 |
|
LOW |
128-065 |
|
0.618 |
127-277 |
|
1.000 |
127-210 |
|
1.618 |
127-102 |
|
2.618 |
126-247 |
|
4.250 |
125-281 |
|
|
| Fisher Pivots for day following 11-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
128-152 |
128-285 |
| PP |
128-138 |
128-227 |
| S1 |
128-124 |
128-168 |
|