ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 20-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
130-095 |
130-120 |
0-025 |
0.1% |
131-020 |
High |
130-120 |
130-120 |
0-000 |
0.0% |
131-055 |
Low |
130-040 |
129-195 |
-0-165 |
-0.4% |
130-050 |
Close |
130-085 |
129-195 |
-0-210 |
-0.5% |
130-185 |
Range |
0-080 |
0-245 |
0-165 |
206.2% |
1-005 |
ATR |
0-118 |
0-127 |
0-009 |
7.7% |
0-000 |
Volume |
1,623 |
2,046 |
423 |
26.1% |
7,109 |
|
Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-052 |
131-208 |
130-010 |
|
R3 |
131-127 |
130-283 |
129-262 |
|
R2 |
130-202 |
130-202 |
129-240 |
|
R1 |
130-038 |
130-038 |
129-217 |
129-318 |
PP |
129-277 |
129-277 |
129-277 |
129-256 |
S1 |
129-113 |
129-113 |
129-173 |
129-073 |
S2 |
129-032 |
129-032 |
129-150 |
|
S3 |
128-107 |
128-188 |
129-128 |
|
S4 |
127-182 |
127-263 |
129-060 |
|
|
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 |
129-195 |
1-065 |
0.9% |
0-111 |
0.3% |
0% |
False |
True |
1,492 |
10 |
131-075 |
129-195 |
1-200 |
1.3% |
0-102 |
0.2% |
0% |
False |
True |
1,518 |
20 |
131-075 |
128-235 |
2-160 |
1.9% |
0-093 |
0.2% |
35% |
False |
False |
939 |
40 |
131-075 |
127-310 |
3-085 |
2.5% |
0-053 |
0.1% |
50% |
False |
False |
474 |
60 |
131-075 |
127-190 |
3-205 |
2.8% |
0-035 |
0.1% |
55% |
False |
False |
316 |
80 |
131-075 |
124-115 |
6-280 |
5.3% |
0-026 |
0.1% |
76% |
False |
False |
237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-201 |
2.618 |
132-121 |
1.618 |
131-196 |
1.000 |
131-045 |
0.618 |
130-271 |
HIGH |
130-120 |
0.618 |
130-026 |
0.500 |
129-318 |
0.382 |
129-289 |
LOW |
129-195 |
0.618 |
129-044 |
1.000 |
128-270 |
1.618 |
128-119 |
2.618 |
127-194 |
4.250 |
126-114 |
|
|
Fisher Pivots for day following 20-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
129-318 |
130-068 |
PP |
129-277 |
130-003 |
S1 |
129-236 |
129-259 |
|