ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 18-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2016 |
18-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
130-130 |
130-245 |
0-115 |
0.3% |
131-020 |
High |
130-185 |
130-260 |
0-075 |
0.2% |
131-055 |
Low |
130-125 |
130-130 |
0-005 |
0.0% |
130-050 |
Close |
130-185 |
130-135 |
-0-050 |
-0.1% |
130-185 |
Range |
0-060 |
0-130 |
0-070 |
116.6% |
1-005 |
ATR |
0-119 |
0-120 |
0-001 |
0.6% |
0-000 |
Volume |
1,076 |
1,114 |
38 |
3.5% |
7,109 |
|
Daily Pivots for day following 18-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-245 |
131-160 |
130-206 |
|
R3 |
131-115 |
131-030 |
130-171 |
|
R2 |
130-305 |
130-305 |
130-159 |
|
R1 |
130-220 |
130-220 |
130-147 |
130-198 |
PP |
130-175 |
130-175 |
130-175 |
130-164 |
S1 |
130-090 |
130-090 |
130-123 |
130-068 |
S2 |
130-045 |
130-045 |
130-111 |
|
S3 |
129-235 |
129-280 |
130-099 |
|
S4 |
129-105 |
129-150 |
130-064 |
|
|
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 |
130-260 |
130-050 |
0-210 |
0.5% |
0-076 |
0.2% |
40% |
True |
False |
1,377 |
10 |
131-075 |
130-050 |
1-025 |
0.8% |
0-084 |
0.2% |
25% |
False |
False |
1,445 |
20 |
131-075 |
128-140 |
2-255 |
2.1% |
0-082 |
0.2% |
71% |
False |
False |
765 |
40 |
131-075 |
127-310 |
3-085 |
2.5% |
0-045 |
0.1% |
75% |
False |
False |
382 |
60 |
131-075 |
127-050 |
4-025 |
3.1% |
0-030 |
0.1% |
80% |
False |
False |
255 |
80 |
131-075 |
124-115 |
6-280 |
5.3% |
0-022 |
0.1% |
88% |
False |
False |
191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-172 |
2.618 |
131-280 |
1.618 |
131-150 |
1.000 |
131-070 |
0.618 |
131-020 |
HIGH |
130-260 |
0.618 |
130-210 |
0.500 |
130-195 |
0.382 |
130-180 |
LOW |
130-130 |
0.618 |
130-050 |
1.000 |
130-000 |
1.618 |
129-240 |
2.618 |
129-110 |
4.250 |
128-218 |
|
|
Fisher Pivots for day following 18-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
130-195 |
130-155 |
PP |
130-175 |
130-148 |
S1 |
130-155 |
130-142 |
|