ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 11-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
131-035 |
131-020 |
-0-015 |
0.0% |
130-160 |
High |
131-035 |
131-055 |
0-020 |
0.0% |
131-075 |
Low |
130-285 |
130-270 |
-0-015 |
0.0% |
130-110 |
Close |
131-000 |
131-005 |
0-005 |
0.0% |
131-000 |
Range |
0-070 |
0-105 |
0-035 |
50.0% |
0-285 |
ATR |
0-121 |
0-120 |
-0-001 |
-0.9% |
0-000 |
Volume |
359 |
1,338 |
979 |
272.7% |
6,255 |
|
Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-318 |
131-267 |
131-063 |
|
R3 |
131-213 |
131-162 |
131-034 |
|
R2 |
131-108 |
131-108 |
131-024 |
|
R1 |
131-057 |
131-057 |
131-015 |
131-030 |
PP |
131-003 |
131-003 |
131-003 |
130-310 |
S1 |
130-272 |
130-272 |
130-315 |
130-245 |
S2 |
130-218 |
130-218 |
130-306 |
|
S3 |
130-113 |
130-167 |
130-296 |
|
S4 |
130-008 |
130-062 |
130-267 |
|
|
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 |
130-160 |
0-235 |
0.6% |
0-093 |
0.2% |
70% |
False |
False |
1,513 |
10 |
131-075 |
129-120 |
1-275 |
1.4% |
0-085 |
0.2% |
88% |
False |
False |
803 |
20 |
131-075 |
128-010 |
3-065 |
2.4% |
0-068 |
0.2% |
93% |
False |
False |
420 |
40 |
131-075 |
127-310 |
3-085 |
2.5% |
0-035 |
0.1% |
93% |
False |
False |
210 |
60 |
131-075 |
126-175 |
4-220 |
3.6% |
0-024 |
0.1% |
95% |
False |
False |
140 |
80 |
131-075 |
124-115 |
6-280 |
5.2% |
0-018 |
0.0% |
97% |
False |
False |
105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-181 |
2.618 |
132-010 |
1.618 |
131-225 |
1.000 |
131-160 |
0.618 |
131-120 |
HIGH |
131-055 |
0.618 |
131-015 |
0.500 |
131-003 |
0.382 |
130-310 |
LOW |
130-270 |
0.618 |
130-205 |
1.000 |
130-165 |
1.618 |
130-100 |
2.618 |
129-315 |
4.250 |
129-144 |
|
|
Fisher Pivots for day following 11-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
131-004 |
131-005 |
PP |
131-003 |
131-005 |
S1 |
131-003 |
131-005 |
|