ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 15-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
130-090 |
130-130 |
0-040 |
0.1% |
131-020 |
High |
130-090 |
130-185 |
0-095 |
0.2% |
131-055 |
Low |
130-050 |
130-125 |
0-075 |
0.2% |
130-050 |
Close |
130-090 |
130-185 |
0-095 |
0.2% |
130-185 |
Range |
0-040 |
0-060 |
0-020 |
50.0% |
1-005 |
ATR |
0-121 |
0-119 |
-0-002 |
-1.5% |
0-000 |
Volume |
1,605 |
1,076 |
-529 |
-33.0% |
7,109 |
|
Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-025 |
131-005 |
130-218 |
|
R3 |
130-285 |
130-265 |
130-201 |
|
R2 |
130-225 |
130-225 |
130-196 |
|
R1 |
130-205 |
130-205 |
130-190 |
130-215 |
PP |
130-165 |
130-165 |
130-165 |
130-170 |
S1 |
130-145 |
130-145 |
130-179 |
130-155 |
S2 |
130-105 |
130-105 |
130-174 |
|
S3 |
130-045 |
130-085 |
130-168 |
|
S4 |
129-305 |
130-025 |
130-152 |
|
|
Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-218 |
133-047 |
131-044 |
|
R3 |
132-213 |
132-042 |
130-274 |
|
R2 |
131-208 |
131-208 |
130-245 |
|
R1 |
131-037 |
131-037 |
130-215 |
130-280 |
PP |
130-203 |
130-203 |
130-203 |
130-165 |
S1 |
130-032 |
130-032 |
130-155 |
129-275 |
S2 |
129-198 |
129-198 |
130-125 |
|
S3 |
128-193 |
129-027 |
130-096 |
|
S4 |
127-188 |
128-022 |
130-006 |
|
|
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% |
0-071 |
0.2% |
42% |
False |
False |
1,421 |
10 |
131-075 |
130-050 |
1-025 |
0.8% |
0-076 |
0.2% |
39% |
False |
False |
1,336 |
20 |
131-075 |
128-140 |
2-255 |
2.1% |
0-076 |
0.2% |
77% |
False |
False |
709 |
40 |
131-075 |
127-310 |
3-085 |
2.5% |
0-042 |
0.1% |
80% |
False |
False |
354 |
60 |
131-075 |
127-050 |
4-025 |
3.1% |
0-028 |
0.1% |
84% |
False |
False |
236 |
80 |
131-075 |
124-115 |
6-280 |
5.3% |
0-021 |
0.0% |
90% |
False |
False |
177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-120 |
2.618 |
131-022 |
1.618 |
130-282 |
1.000 |
130-245 |
0.618 |
130-222 |
HIGH |
130-185 |
0.618 |
130-162 |
0.500 |
130-155 |
0.382 |
130-148 |
LOW |
130-125 |
0.618 |
130-088 |
1.000 |
130-065 |
1.618 |
130-028 |
2.618 |
129-288 |
4.250 |
129-190 |
|
|
Fisher Pivots for day following 15-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
130-175 |
130-162 |
PP |
130-165 |
130-140 |
S1 |
130-155 |
130-118 |
|