ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 12-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
131-020 |
130-220 |
-0-120 |
-0.3% |
130-160 |
High |
131-055 |
130-220 |
-0-155 |
-0.4% |
131-075 |
Low |
130-270 |
130-150 |
-0-120 |
-0.3% |
130-110 |
Close |
131-005 |
130-150 |
-0-175 |
-0.4% |
131-000 |
Range |
0-105 |
0-070 |
-0-035 |
-33.3% |
0-285 |
ATR |
0-120 |
0-124 |
0-004 |
3.3% |
0-000 |
Volume |
1,338 |
2,039 |
701 |
52.4% |
6,255 |
|
Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-063 |
131-017 |
130-189 |
|
R3 |
130-313 |
130-267 |
130-169 |
|
R2 |
130-243 |
130-243 |
130-163 |
|
R1 |
130-197 |
130-197 |
130-156 |
130-185 |
PP |
130-173 |
130-173 |
130-173 |
130-168 |
S1 |
130-127 |
130-127 |
130-144 |
130-115 |
S2 |
130-103 |
130-103 |
130-137 |
|
S3 |
130-033 |
130-057 |
130-131 |
|
S4 |
129-283 |
129-307 |
130-112 |
|
|
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 |
130-150 |
0-245 |
0.6% |
0-093 |
0.2% |
0% |
False |
True |
1,856 |
10 |
131-075 |
129-265 |
1-130 |
1.1% |
0-074 |
0.2% |
46% |
False |
False |
968 |
20 |
131-075 |
128-010 |
3-065 |
2.5% |
0-071 |
0.2% |
76% |
False |
False |
522 |
40 |
131-075 |
127-310 |
3-085 |
2.5% |
0-037 |
0.1% |
77% |
False |
False |
261 |
60 |
131-075 |
127-045 |
4-030 |
3.1% |
0-025 |
0.1% |
81% |
False |
False |
174 |
80 |
131-075 |
124-115 |
6-280 |
5.3% |
0-019 |
0.0% |
89% |
False |
False |
130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-197 |
2.618 |
131-083 |
1.618 |
131-013 |
1.000 |
130-290 |
0.618 |
130-263 |
HIGH |
130-220 |
0.618 |
130-193 |
0.500 |
130-185 |
0.382 |
130-177 |
LOW |
130-150 |
0.618 |
130-107 |
1.000 |
130-080 |
1.618 |
130-037 |
2.618 |
129-287 |
4.250 |
129-173 |
|
|
Fisher Pivots for day following 12-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
130-185 |
130-263 |
PP |
130-173 |
130-225 |
S1 |
130-162 |
130-188 |
|