ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 19-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2016 |
19-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
130-245 |
130-095 |
-0-150 |
-0.4% |
131-020 |
High |
130-260 |
130-120 |
-0-140 |
-0.3% |
131-055 |
Low |
130-130 |
130-040 |
-0-090 |
-0.2% |
130-050 |
Close |
130-135 |
130-085 |
-0-050 |
-0.1% |
130-185 |
Range |
0-130 |
0-080 |
-0-050 |
-38.5% |
1-005 |
ATR |
0-120 |
0-118 |
-0-002 |
-1.5% |
0-000 |
Volume |
1,114 |
1,623 |
509 |
45.7% |
7,109 |
|
Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-002 |
130-283 |
130-129 |
|
R3 |
130-242 |
130-203 |
130-107 |
|
R2 |
130-162 |
130-162 |
130-100 |
|
R1 |
130-123 |
130-123 |
130-092 |
130-102 |
PP |
130-082 |
130-082 |
130-082 |
130-071 |
S1 |
130-043 |
130-043 |
130-078 |
130-022 |
S2 |
130-002 |
130-002 |
130-070 |
|
S3 |
129-242 |
129-283 |
130-063 |
|
S4 |
129-162 |
129-203 |
130-041 |
|
|
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 |
130-040 |
0-220 |
0.5% |
0-078 |
0.2% |
20% |
False |
True |
1,293 |
10 |
131-075 |
130-040 |
1-035 |
0.9% |
0-085 |
0.2% |
13% |
False |
True |
1,575 |
20 |
131-075 |
128-140 |
2-255 |
2.1% |
0-083 |
0.2% |
65% |
False |
False |
845 |
40 |
131-075 |
127-310 |
3-085 |
2.5% |
0-047 |
0.1% |
70% |
False |
False |
423 |
60 |
131-075 |
127-105 |
3-290 |
3.0% |
0-031 |
0.1% |
75% |
False |
False |
282 |
80 |
131-075 |
124-115 |
6-280 |
5.3% |
0-023 |
0.1% |
86% |
False |
False |
211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-140 |
2.618 |
131-009 |
1.618 |
130-249 |
1.000 |
130-200 |
0.618 |
130-169 |
HIGH |
130-120 |
0.618 |
130-089 |
0.500 |
130-080 |
0.382 |
130-071 |
LOW |
130-040 |
0.618 |
129-311 |
1.000 |
129-280 |
1.618 |
129-231 |
2.618 |
129-151 |
4.250 |
129-020 |
|
|
Fisher Pivots for day following 19-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
130-083 |
130-150 |
PP |
130-082 |
130-128 |
S1 |
130-080 |
130-107 |
|