ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 05-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
130-160 |
130-225 |
0-065 |
0.2% |
128-310 |
High |
130-160 |
130-280 |
0-120 |
0.3% |
130-090 |
Low |
130-110 |
130-210 |
0-100 |
0.2% |
128-245 |
Close |
130-115 |
130-245 |
0-130 |
0.3% |
130-060 |
Range |
0-050 |
0-070 |
0-020 |
40.0% |
1-165 |
ATR |
0-115 |
0-118 |
0-004 |
3.1% |
0-000 |
Volume |
28 |
323 |
295 |
1,053.6% |
619 |
|
Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-135 |
131-100 |
130-283 |
|
R3 |
131-065 |
131-030 |
130-264 |
|
R2 |
130-315 |
130-315 |
130-258 |
|
R1 |
130-280 |
130-280 |
130-251 |
130-297 |
PP |
130-245 |
130-245 |
130-245 |
130-254 |
S1 |
130-210 |
130-210 |
130-239 |
130-228 |
S2 |
130-175 |
130-175 |
130-232 |
|
S3 |
130-105 |
130-140 |
130-226 |
|
S4 |
130-035 |
130-070 |
130-207 |
|
|
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 |
130-280 |
129-265 |
1-015 |
0.8% |
0-056 |
0.1% |
90% |
True |
False |
80 |
10 |
130-280 |
128-140 |
2-140 |
1.9% |
0-080 |
0.2% |
96% |
True |
False |
116 |
20 |
130-280 |
127-310 |
2-290 |
2.2% |
0-048 |
0.1% |
96% |
True |
False |
58 |
40 |
130-300 |
127-310 |
2-310 |
2.3% |
0-025 |
0.1% |
94% |
False |
False |
29 |
60 |
130-300 |
126-020 |
4-280 |
3.7% |
0-017 |
0.0% |
96% |
False |
False |
19 |
80 |
130-300 |
124-115 |
6-185 |
5.0% |
0-013 |
0.0% |
97% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-257 |
2.618 |
131-143 |
1.618 |
131-073 |
1.000 |
131-030 |
0.618 |
131-003 |
HIGH |
130-280 |
0.618 |
130-253 |
0.500 |
130-245 |
0.382 |
130-237 |
LOW |
130-210 |
0.618 |
130-167 |
1.000 |
130-140 |
1.618 |
130-097 |
2.618 |
130-027 |
4.250 |
129-233 |
|
|
Fisher Pivots for day following 05-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
130-245 |
130-211 |
PP |
130-245 |
130-177 |
S1 |
130-245 |
130-142 |
|