ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 07-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2016 |
07-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
130-195 |
130-255 |
0-060 |
0.1% |
128-310 |
High |
130-240 |
131-075 |
0-155 |
0.4% |
130-090 |
Low |
130-160 |
130-255 |
0-095 |
0.2% |
128-245 |
Close |
130-195 |
131-070 |
0-195 |
0.5% |
130-060 |
Range |
0-080 |
0-140 |
0-060 |
75.0% |
1-165 |
ATR |
0-116 |
0-122 |
0-006 |
5.2% |
0-000 |
Volume |
2,609 |
2,936 |
327 |
12.5% |
619 |
|
Daily Pivots for day following 07-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-127 |
132-078 |
131-147 |
|
R3 |
131-307 |
131-258 |
131-109 |
|
R2 |
131-167 |
131-167 |
131-096 |
|
R1 |
131-118 |
131-118 |
131-083 |
131-143 |
PP |
131-027 |
131-027 |
131-027 |
131-039 |
S1 |
130-298 |
130-298 |
131-057 |
131-003 |
S2 |
130-207 |
130-207 |
131-044 |
|
S3 |
130-067 |
130-158 |
131-032 |
|
S4 |
129-247 |
130-018 |
130-313 |
|
|
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 |
131-075 |
130-005 |
1-070 |
0.9% |
0-083 |
0.2% |
99% |
True |
False |
1,183 |
10 |
131-075 |
128-245 |
2-150 |
1.9% |
0-086 |
0.2% |
99% |
True |
False |
653 |
20 |
131-075 |
127-310 |
3-085 |
2.5% |
0-059 |
0.1% |
100% |
True |
False |
336 |
40 |
131-075 |
127-310 |
3-085 |
2.5% |
0-031 |
0.1% |
100% |
True |
False |
168 |
60 |
131-075 |
126-175 |
4-220 |
3.6% |
0-021 |
0.0% |
100% |
True |
False |
112 |
80 |
131-075 |
124-115 |
6-280 |
5.2% |
0-015 |
0.0% |
100% |
True |
False |
84 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-030 |
2.618 |
132-122 |
1.618 |
131-302 |
1.000 |
131-215 |
0.618 |
131-162 |
HIGH |
131-075 |
0.618 |
131-022 |
0.500 |
131-005 |
0.382 |
130-308 |
LOW |
130-255 |
0.618 |
130-168 |
1.000 |
130-115 |
1.618 |
130-028 |
2.618 |
129-208 |
4.250 |
128-300 |
|
|
Fisher Pivots for day following 07-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
131-048 |
131-033 |
PP |
131-027 |
130-315 |
S1 |
131-005 |
130-278 |
|