ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 06-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2016 |
06-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
130-225 |
130-195 |
-0-030 |
-0.1% |
128-310 |
High |
130-280 |
130-240 |
-0-040 |
-0.1% |
130-090 |
Low |
130-210 |
130-160 |
-0-050 |
-0.1% |
128-245 |
Close |
130-245 |
130-195 |
-0-050 |
-0.1% |
130-060 |
Range |
0-070 |
0-080 |
0-010 |
14.3% |
1-165 |
ATR |
0-118 |
0-116 |
-0-002 |
-2.0% |
0-000 |
Volume |
323 |
2,609 |
2,286 |
707.7% |
619 |
|
Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-118 |
131-077 |
130-239 |
|
R3 |
131-038 |
130-317 |
130-217 |
|
R2 |
130-278 |
130-278 |
130-210 |
|
R1 |
130-237 |
130-237 |
130-202 |
130-235 |
PP |
130-198 |
130-198 |
130-198 |
130-198 |
S1 |
130-157 |
130-157 |
130-188 |
130-155 |
S2 |
130-118 |
130-118 |
130-180 |
|
S3 |
130-038 |
130-077 |
130-173 |
|
S4 |
129-278 |
129-317 |
130-151 |
|
|
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 |
130-005 |
0-275 |
0.7% |
0-069 |
0.2% |
69% |
False |
False |
602 |
10 |
130-280 |
128-235 |
2-045 |
1.6% |
0-084 |
0.2% |
88% |
False |
False |
360 |
20 |
130-280 |
127-310 |
2-290 |
2.2% |
0-052 |
0.1% |
91% |
False |
False |
189 |
40 |
130-300 |
127-310 |
2-310 |
2.3% |
0-027 |
0.1% |
89% |
False |
False |
94 |
60 |
130-300 |
126-020 |
4-280 |
3.7% |
0-018 |
0.0% |
93% |
False |
False |
63 |
80 |
130-300 |
124-115 |
6-185 |
5.0% |
0-014 |
0.0% |
95% |
False |
False |
47 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-260 |
2.618 |
131-129 |
1.618 |
131-049 |
1.000 |
131-000 |
0.618 |
130-289 |
HIGH |
130-240 |
0.618 |
130-209 |
0.500 |
130-200 |
0.382 |
130-191 |
LOW |
130-160 |
0.618 |
130-111 |
1.000 |
130-080 |
1.618 |
130-031 |
2.618 |
129-271 |
4.250 |
129-140 |
|
|
Fisher Pivots for day following 06-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
130-200 |
130-195 |
PP |
130-198 |
130-195 |
S1 |
130-197 |
130-195 |
|