ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 28-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
28-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
129-085 |
129-050 |
-0-035 |
-0.1% |
129-125 |
| High |
129-150 |
129-150 |
0-000 |
0.0% |
129-150 |
| Low |
128-310 |
128-310 |
0-000 |
0.0% |
128-205 |
| Close |
129-070 |
129-130 |
0-060 |
0.1% |
129-070 |
| Range |
0-160 |
0-160 |
0-000 |
0.0% |
0-265 |
| ATR |
0-206 |
0-203 |
-0-003 |
-1.6% |
0-000 |
| Volume |
749,240 |
427,322 |
-321,918 |
-43.0% |
3,467,528 |
|
| Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-250 |
130-190 |
129-218 |
|
| R3 |
130-090 |
130-030 |
129-174 |
|
| R2 |
129-250 |
129-250 |
129-159 |
|
| R1 |
129-190 |
129-190 |
129-145 |
129-220 |
| PP |
129-090 |
129-090 |
129-090 |
129-105 |
| S1 |
129-030 |
129-030 |
129-115 |
129-060 |
| S2 |
128-250 |
128-250 |
129-101 |
|
| S3 |
128-090 |
128-190 |
129-086 |
|
| S4 |
127-250 |
128-030 |
129-042 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-190 |
|
2.618 |
130-249 |
|
1.618 |
130-089 |
|
1.000 |
129-310 |
|
0.618 |
129-249 |
|
HIGH |
129-150 |
|
0.618 |
129-089 |
|
0.500 |
129-070 |
|
0.382 |
129-051 |
|
LOW |
128-310 |
|
0.618 |
128-211 |
|
1.000 |
128-150 |
|
1.618 |
128-051 |
|
2.618 |
127-211 |
|
4.250 |
126-270 |
|
|
| Fisher Pivots for day following 28-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-110 |
129-092 |
| PP |
129-090 |
129-055 |
| S1 |
129-070 |
129-018 |
|