ECBOT 10 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 08-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2016 |
08-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
130-255 |
131-035 |
0-100 |
0.2% |
130-160 |
| High |
131-075 |
131-035 |
-0-040 |
-0.1% |
131-075 |
| Low |
130-255 |
130-285 |
0-030 |
0.1% |
130-110 |
| Close |
131-070 |
131-000 |
-0-070 |
-0.2% |
131-000 |
| Range |
0-140 |
0-070 |
-0-070 |
-50.0% |
0-285 |
| ATR |
0-122 |
0-121 |
-0-001 |
-1.0% |
0-000 |
| Volume |
2,936 |
359 |
-2,577 |
-87.8% |
6,255 |
|
| Daily Pivots for day following 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-210 |
131-175 |
131-039 |
|
| R3 |
131-140 |
131-105 |
131-019 |
|
| R2 |
131-070 |
131-070 |
131-013 |
|
| R1 |
131-035 |
131-035 |
131-006 |
131-018 |
| PP |
131-000 |
131-000 |
131-000 |
130-311 |
| S1 |
130-285 |
130-285 |
130-314 |
130-267 |
| S2 |
130-250 |
130-250 |
130-307 |
|
| S3 |
130-180 |
130-215 |
130-301 |
|
| S4 |
130-110 |
130-145 |
130-281 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-170 |
133-050 |
131-157 |
|
| R3 |
132-205 |
132-085 |
131-078 |
|
| R2 |
131-240 |
131-240 |
131-052 |
|
| R1 |
131-120 |
131-120 |
131-026 |
131-180 |
| PP |
130-275 |
130-275 |
130-275 |
130-305 |
| S1 |
130-155 |
130-155 |
130-294 |
130-215 |
| S2 |
129-310 |
129-310 |
130-268 |
|
| S3 |
129-025 |
129-190 |
130-242 |
|
| S4 |
128-060 |
128-225 |
130-163 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-075 |
130-110 |
0-285 |
0.7% |
0-082 |
0.2% |
74% |
False |
False |
1,251 |
| 10 |
131-075 |
128-245 |
2-150 |
1.9% |
0-089 |
0.2% |
91% |
False |
False |
687 |
| 20 |
131-075 |
127-310 |
3-085 |
2.5% |
0-062 |
0.1% |
93% |
False |
False |
354 |
| 40 |
131-075 |
127-310 |
3-085 |
2.5% |
0-033 |
0.1% |
93% |
False |
False |
177 |
| 60 |
131-075 |
126-175 |
4-220 |
3.6% |
0-022 |
0.1% |
95% |
False |
False |
118 |
| 80 |
131-075 |
124-115 |
6-280 |
5.2% |
0-016 |
0.0% |
97% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-013 |
|
2.618 |
131-218 |
|
1.618 |
131-148 |
|
1.000 |
131-105 |
|
0.618 |
131-078 |
|
HIGH |
131-035 |
|
0.618 |
131-008 |
|
0.500 |
131-000 |
|
0.382 |
130-312 |
|
LOW |
130-285 |
|
0.618 |
130-242 |
|
1.000 |
130-215 |
|
1.618 |
130-172 |
|
2.618 |
130-102 |
|
4.250 |
129-307 |
|
|
| Fisher Pivots for day following 08-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
131-000 |
130-306 |
| PP |
131-000 |
130-292 |
| S1 |
131-000 |
130-278 |
|