ECBOT 10 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 26-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2016 |
26-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
129-085 |
129-050 |
-0-035 |
-0.1% |
130-245 |
| High |
129-135 |
129-065 |
-0-070 |
-0.2% |
130-260 |
| Low |
129-050 |
128-285 |
-0-085 |
-0.2% |
129-075 |
| Close |
129-065 |
128-310 |
-0-075 |
-0.2% |
129-100 |
| Range |
0-085 |
0-100 |
0-015 |
17.7% |
1-185 |
| ATR |
0-124 |
0-122 |
-0-002 |
-1.4% |
0-000 |
| Volume |
2,270 |
3,270 |
1,000 |
44.1% |
8,203 |
|
| Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-307 |
129-248 |
129-045 |
|
| R3 |
129-207 |
129-148 |
129-018 |
|
| R2 |
129-107 |
129-107 |
129-008 |
|
| R1 |
129-048 |
129-048 |
128-319 |
129-028 |
| PP |
129-007 |
129-007 |
129-007 |
128-316 |
| S1 |
128-268 |
128-268 |
128-301 |
128-248 |
| S2 |
128-227 |
128-227 |
128-292 |
|
| S3 |
128-127 |
128-168 |
128-283 |
|
| S4 |
128-027 |
128-068 |
128-255 |
|
|
| 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 |
128-285 |
1-155 |
1.2% |
0-135 |
0.3% |
5% |
False |
True |
2,201 |
| 10 |
130-260 |
128-285 |
1-295 |
1.5% |
0-106 |
0.3% |
4% |
False |
True |
1,747 |
| 20 |
131-075 |
128-285 |
2-110 |
1.8% |
0-090 |
0.2% |
3% |
False |
True |
1,357 |
| 40 |
131-075 |
127-310 |
3-085 |
2.5% |
0-064 |
0.2% |
31% |
False |
False |
698 |
| 60 |
131-075 |
127-310 |
3-085 |
2.5% |
0-042 |
0.1% |
31% |
False |
False |
465 |
| 80 |
131-075 |
124-210 |
6-185 |
5.1% |
0-032 |
0.1% |
66% |
False |
False |
349 |
| 100 |
131-075 |
123-275 |
7-120 |
5.7% |
0-025 |
0.1% |
69% |
False |
False |
279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-170 |
|
2.618 |
130-007 |
|
1.618 |
129-227 |
|
1.000 |
129-165 |
|
0.618 |
129-127 |
|
HIGH |
129-065 |
|
0.618 |
129-027 |
|
0.500 |
129-015 |
|
0.382 |
129-003 |
|
LOW |
128-285 |
|
0.618 |
128-223 |
|
1.000 |
128-185 |
|
1.618 |
128-123 |
|
2.618 |
128-023 |
|
4.250 |
127-180 |
|
|
| Fisher Pivots for day following 26-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-015 |
129-080 |
| PP |
129-007 |
129-050 |
| S1 |
128-318 |
129-020 |
|