ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 18-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
129-010 |
129-035 |
0-025 |
0.1% |
128-110 |
| High |
129-170 |
129-150 |
-0-020 |
0.0% |
129-170 |
| Low |
129-000 |
129-030 |
0-030 |
0.1% |
128-015 |
| Close |
129-035 |
129-130 |
0-095 |
0.2% |
129-130 |
| Range |
0-170 |
0-120 |
-0-050 |
-29.4% |
1-155 |
| ATR |
0-219 |
0-212 |
-0-007 |
-3.2% |
0-000 |
| Volume |
1,259,842 |
950,622 |
-309,220 |
-24.5% |
5,188,179 |
|
| Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-143 |
130-097 |
129-196 |
|
| R3 |
130-023 |
129-297 |
129-163 |
|
| R2 |
129-223 |
129-223 |
129-152 |
|
| R1 |
129-177 |
129-177 |
129-141 |
129-200 |
| PP |
129-103 |
129-103 |
129-103 |
129-115 |
| S1 |
129-057 |
129-057 |
129-119 |
129-080 |
| S2 |
128-303 |
128-303 |
129-108 |
|
| S3 |
128-183 |
128-257 |
129-097 |
|
| S4 |
128-063 |
128-137 |
129-064 |
|
|
| 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 |
131-020 |
|
2.618 |
130-144 |
|
1.618 |
130-024 |
|
1.000 |
129-270 |
|
0.618 |
129-224 |
|
HIGH |
129-150 |
|
0.618 |
129-104 |
|
0.500 |
129-090 |
|
0.382 |
129-076 |
|
LOW |
129-030 |
|
0.618 |
128-276 |
|
1.000 |
128-230 |
|
1.618 |
128-156 |
|
2.618 |
128-036 |
|
4.250 |
127-160 |
|
|
| Fisher Pivots for day following 18-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-117 |
129-064 |
| PP |
129-103 |
128-318 |
| S1 |
129-090 |
128-252 |
|