ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 13-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2016 |
13-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
130-220 |
130-120 |
-0-100 |
-0.2% |
130-160 |
High |
130-220 |
130-180 |
-0-040 |
-0.1% |
131-075 |
Low |
130-150 |
130-100 |
-0-050 |
-0.1% |
130-110 |
Close |
130-150 |
130-180 |
0-030 |
0.1% |
131-000 |
Range |
0-070 |
0-080 |
0-010 |
14.3% |
0-285 |
ATR |
0-124 |
0-120 |
-0-003 |
-2.5% |
0-000 |
Volume |
2,039 |
1,051 |
-988 |
-48.5% |
6,255 |
|
Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-073 |
131-047 |
130-224 |
|
R3 |
130-313 |
130-287 |
130-202 |
|
R2 |
130-233 |
130-233 |
130-195 |
|
R1 |
130-207 |
130-207 |
130-187 |
130-220 |
PP |
130-153 |
130-153 |
130-153 |
130-160 |
S1 |
130-127 |
130-127 |
130-173 |
130-140 |
S2 |
130-073 |
130-073 |
130-165 |
|
S3 |
129-313 |
130-047 |
130-158 |
|
S4 |
129-233 |
129-287 |
130-136 |
|
|
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 |
130-100 |
0-295 |
0.7% |
0-093 |
0.2% |
27% |
False |
True |
1,544 |
10 |
131-075 |
130-005 |
1-070 |
0.9% |
0-081 |
0.2% |
45% |
False |
False |
1,073 |
20 |
131-075 |
128-140 |
2-255 |
2.1% |
0-075 |
0.2% |
76% |
False |
False |
575 |
40 |
131-075 |
127-310 |
3-085 |
2.5% |
0-039 |
0.1% |
79% |
False |
False |
287 |
60 |
131-075 |
127-045 |
4-030 |
3.1% |
0-026 |
0.1% |
84% |
False |
False |
191 |
80 |
131-075 |
124-115 |
6-280 |
5.3% |
0-020 |
0.0% |
90% |
False |
False |
143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-200 |
2.618 |
131-069 |
1.618 |
130-309 |
1.000 |
130-260 |
0.618 |
130-229 |
HIGH |
130-180 |
0.618 |
130-149 |
0.500 |
130-140 |
0.382 |
130-131 |
LOW |
130-100 |
0.618 |
130-051 |
1.000 |
130-020 |
1.618 |
129-291 |
2.618 |
129-211 |
4.250 |
129-080 |
|
|
Fisher Pivots for day following 13-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
130-167 |
130-238 |
PP |
130-153 |
130-218 |
S1 |
130-140 |
130-199 |
|