ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 14-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2016 |
14-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
130-120 |
130-090 |
-0-030 |
-0.1% |
130-160 |
High |
130-180 |
130-090 |
-0-090 |
-0.2% |
131-075 |
Low |
130-100 |
130-050 |
-0-050 |
-0.1% |
130-110 |
Close |
130-180 |
130-090 |
-0-090 |
-0.2% |
131-000 |
Range |
0-080 |
0-040 |
-0-040 |
-50.0% |
0-285 |
ATR |
0-120 |
0-121 |
0-001 |
0.6% |
0-000 |
Volume |
1,051 |
1,605 |
554 |
52.7% |
6,255 |
|
Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-197 |
130-183 |
130-112 |
|
R3 |
130-157 |
130-143 |
130-101 |
|
R2 |
130-117 |
130-117 |
130-097 |
|
R1 |
130-103 |
130-103 |
130-094 |
130-110 |
PP |
130-077 |
130-077 |
130-077 |
130-080 |
S1 |
130-063 |
130-063 |
130-086 |
130-070 |
S2 |
130-037 |
130-037 |
130-083 |
|
S3 |
129-317 |
130-023 |
130-079 |
|
S4 |
129-277 |
129-303 |
130-068 |
|
|
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 |
131-055 |
130-050 |
1-005 |
0.8% |
0-073 |
0.2% |
12% |
False |
True |
1,278 |
10 |
131-075 |
130-005 |
1-070 |
0.9% |
0-078 |
0.2% |
22% |
False |
False |
1,231 |
20 |
131-075 |
128-140 |
2-255 |
2.1% |
0-077 |
0.2% |
66% |
False |
False |
655 |
40 |
131-075 |
127-310 |
3-085 |
2.5% |
0-040 |
0.1% |
71% |
False |
False |
327 |
60 |
131-075 |
127-050 |
4-025 |
3.1% |
0-027 |
0.1% |
77% |
False |
False |
218 |
80 |
131-075 |
124-115 |
6-280 |
5.3% |
0-020 |
0.0% |
86% |
False |
False |
163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-260 |
2.618 |
130-195 |
1.618 |
130-155 |
1.000 |
130-130 |
0.618 |
130-115 |
HIGH |
130-090 |
0.618 |
130-075 |
0.500 |
130-070 |
0.382 |
130-065 |
LOW |
130-050 |
0.618 |
130-025 |
1.000 |
130-010 |
1.618 |
129-305 |
2.618 |
129-265 |
4.250 |
129-200 |
|
|
Fisher Pivots for day following 14-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
130-083 |
130-135 |
PP |
130-077 |
130-120 |
S1 |
130-070 |
130-105 |
|