ECBOT 10 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 25-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2016 |
25-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
129-190 |
129-085 |
-0-105 |
-0.3% |
130-245 |
| High |
129-195 |
129-135 |
-0-060 |
-0.1% |
130-260 |
| Low |
129-075 |
129-050 |
-0-025 |
-0.1% |
129-075 |
| Close |
129-100 |
129-065 |
-0-035 |
-0.1% |
129-100 |
| Range |
0-120 |
0-085 |
-0-035 |
-29.2% |
1-185 |
| ATR |
0-127 |
0-124 |
-0-003 |
-2.3% |
0-000 |
| Volume |
1,029 |
2,270 |
1,241 |
120.6% |
8,203 |
|
| Daily Pivots for day following 25-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-018 |
129-287 |
129-112 |
|
| R3 |
129-253 |
129-202 |
129-088 |
|
| R2 |
129-168 |
129-168 |
129-081 |
|
| R1 |
129-117 |
129-117 |
129-073 |
129-100 |
| PP |
129-083 |
129-083 |
129-083 |
129-075 |
| S1 |
129-032 |
129-032 |
129-057 |
129-015 |
| S2 |
128-318 |
128-318 |
129-049 |
|
| S3 |
128-233 |
128-267 |
129-042 |
|
| S4 |
128-148 |
128-182 |
129-018 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-167 |
133-158 |
130-058 |
|
| R3 |
132-302 |
131-293 |
129-239 |
|
| R2 |
131-117 |
131-117 |
129-193 |
|
| R1 |
130-108 |
130-108 |
129-146 |
130-020 |
| PP |
129-252 |
129-252 |
129-252 |
129-208 |
| S1 |
128-243 |
128-243 |
129-054 |
128-155 |
| S2 |
128-067 |
128-067 |
129-007 |
|
| S3 |
126-202 |
127-058 |
128-281 |
|
| S4 |
125-017 |
125-193 |
128-142 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-120 |
129-050 |
1-070 |
0.9% |
0-131 |
0.3% |
4% |
False |
True |
1,871 |
| 10 |
130-260 |
129-050 |
1-210 |
1.3% |
0-103 |
0.3% |
3% |
False |
True |
1,624 |
| 20 |
131-075 |
129-050 |
2-025 |
1.6% |
0-094 |
0.2% |
2% |
False |
True |
1,213 |
| 40 |
131-075 |
127-310 |
3-085 |
2.5% |
0-061 |
0.1% |
38% |
False |
False |
616 |
| 60 |
131-075 |
127-310 |
3-085 |
2.5% |
0-041 |
0.1% |
38% |
False |
False |
411 |
| 80 |
131-075 |
124-115 |
6-280 |
5.3% |
0-031 |
0.1% |
70% |
False |
False |
308 |
| 100 |
131-075 |
123-275 |
7-120 |
5.7% |
0-024 |
0.1% |
72% |
False |
False |
246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-176 |
|
2.618 |
130-038 |
|
1.618 |
129-273 |
|
1.000 |
129-220 |
|
0.618 |
129-188 |
|
HIGH |
129-135 |
|
0.618 |
129-103 |
|
0.500 |
129-093 |
|
0.382 |
129-082 |
|
LOW |
129-050 |
|
0.618 |
128-317 |
|
1.000 |
128-285 |
|
1.618 |
128-232 |
|
2.618 |
128-148 |
|
4.250 |
128-009 |
|
|
| Fisher Pivots for day following 25-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-093 |
129-135 |
| PP |
129-083 |
129-112 |
| S1 |
129-074 |
129-088 |
|