ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 01-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2016 |
01-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
130-020 |
130-035 |
0-015 |
0.0% |
128-310 |
High |
130-090 |
130-080 |
-0-010 |
0.0% |
130-090 |
Low |
130-020 |
130-005 |
-0-015 |
0.0% |
128-245 |
Close |
130-090 |
130-060 |
-0-030 |
-0.1% |
130-060 |
Range |
0-070 |
0-075 |
0-005 |
7.1% |
1-165 |
ATR |
0-118 |
0-116 |
-0-002 |
-2.0% |
0-000 |
Volume |
29 |
22 |
-7 |
-24.1% |
619 |
|
Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-273 |
130-242 |
130-101 |
|
R3 |
130-198 |
130-167 |
130-081 |
|
R2 |
130-123 |
130-123 |
130-074 |
|
R1 |
130-092 |
130-092 |
130-067 |
130-108 |
PP |
130-048 |
130-048 |
130-048 |
130-056 |
S1 |
130-017 |
130-017 |
130-053 |
130-032 |
S2 |
129-293 |
129-293 |
130-046 |
|
S3 |
129-218 |
129-262 |
130-039 |
|
S4 |
129-143 |
129-187 |
130-019 |
|
|
Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-093 |
133-242 |
131-007 |
|
R3 |
132-248 |
132-077 |
130-193 |
|
R2 |
131-083 |
131-083 |
130-149 |
|
R1 |
130-232 |
130-232 |
130-104 |
130-318 |
PP |
129-238 |
129-238 |
129-238 |
129-281 |
S1 |
129-067 |
129-067 |
130-016 |
129-152 |
S2 |
128-073 |
128-073 |
129-291 |
|
S3 |
126-228 |
127-222 |
129-247 |
|
S4 |
125-063 |
126-057 |
129-113 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
130-090 |
128-245 |
1-165 |
1.2% |
0-095 |
0.2% |
94% |
False |
False |
123 |
10 |
130-090 |
128-140 |
1-270 |
1.4% |
0-076 |
0.2% |
95% |
False |
False |
82 |
20 |
130-090 |
127-310 |
2-100 |
1.8% |
0-042 |
0.1% |
96% |
False |
False |
41 |
40 |
130-300 |
127-310 |
2-310 |
2.3% |
0-022 |
0.1% |
75% |
False |
False |
20 |
60 |
130-300 |
125-170 |
5-130 |
4.2% |
0-015 |
0.0% |
86% |
False |
False |
13 |
80 |
130-300 |
124-115 |
6-185 |
5.1% |
0-011 |
0.0% |
89% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-079 |
2.618 |
130-276 |
1.618 |
130-201 |
1.000 |
130-155 |
0.618 |
130-126 |
HIGH |
130-080 |
0.618 |
130-051 |
0.500 |
130-042 |
0.382 |
130-034 |
LOW |
130-005 |
0.618 |
129-279 |
1.000 |
129-250 |
1.618 |
129-204 |
2.618 |
129-129 |
4.250 |
129-006 |
|
|
Fisher Pivots for day following 01-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
130-054 |
130-046 |
PP |
130-048 |
130-032 |
S1 |
130-042 |
130-018 |
|