ECBOT 10 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 29-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2016 |
29-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
129-255 |
130-000 |
0-065 |
0.2% |
129-085 |
| High |
130-000 |
130-000 |
0-000 |
0.0% |
130-000 |
| Low |
129-160 |
129-185 |
0-025 |
0.1% |
128-285 |
| Close |
129-255 |
129-295 |
0-040 |
0.1% |
129-295 |
| Range |
0-160 |
0-135 |
-0-025 |
-15.6% |
1-035 |
| ATR |
0-132 |
0-132 |
0-000 |
0.2% |
0-000 |
| Volume |
3,536 |
3,055 |
-481 |
-13.6% |
19,876 |
|
| Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-032 |
130-298 |
130-049 |
|
| R3 |
130-217 |
130-163 |
130-012 |
|
| R2 |
130-082 |
130-082 |
130-000 |
|
| R1 |
130-028 |
130-028 |
129-307 |
129-308 |
| PP |
129-267 |
129-267 |
129-267 |
129-246 |
| S1 |
129-213 |
129-213 |
129-283 |
129-172 |
| S2 |
129-132 |
129-132 |
129-270 |
|
| S3 |
128-317 |
129-078 |
129-258 |
|
| S4 |
128-182 |
128-263 |
129-221 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-298 |
132-172 |
130-170 |
|
| R3 |
131-263 |
131-137 |
130-073 |
|
| R2 |
130-228 |
130-228 |
130-040 |
|
| R1 |
130-102 |
130-102 |
130-008 |
130-165 |
| PP |
129-193 |
129-193 |
129-193 |
129-225 |
| S1 |
129-067 |
129-067 |
129-262 |
129-130 |
| S2 |
128-158 |
128-158 |
129-230 |
|
| S3 |
127-123 |
128-032 |
129-197 |
|
| S4 |
126-088 |
126-317 |
129-100 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-000 |
128-285 |
1-035 |
0.9% |
0-133 |
0.3% |
93% |
True |
False |
3,975 |
| 10 |
130-260 |
128-285 |
1-295 |
1.5% |
0-136 |
0.3% |
54% |
False |
False |
2,807 |
| 20 |
131-075 |
128-285 |
2-110 |
1.8% |
0-106 |
0.3% |
44% |
False |
False |
2,072 |
| 40 |
131-075 |
127-310 |
3-085 |
2.5% |
0-074 |
0.2% |
60% |
False |
False |
1,056 |
| 60 |
131-075 |
127-310 |
3-085 |
2.5% |
0-050 |
0.1% |
60% |
False |
False |
704 |
| 80 |
131-075 |
125-170 |
5-225 |
4.4% |
0-038 |
0.1% |
77% |
False |
False |
528 |
| 100 |
131-075 |
124-115 |
6-280 |
5.3% |
0-030 |
0.1% |
81% |
False |
False |
422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-254 |
|
2.618 |
131-033 |
|
1.618 |
130-218 |
|
1.000 |
130-135 |
|
0.618 |
130-083 |
|
HIGH |
130-000 |
|
0.618 |
129-268 |
|
0.500 |
129-252 |
|
0.382 |
129-237 |
|
LOW |
129-185 |
|
0.618 |
129-102 |
|
1.000 |
129-050 |
|
1.618 |
128-287 |
|
2.618 |
128-152 |
|
4.250 |
127-251 |
|
|
| Fisher Pivots for day following 29-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-281 |
129-257 |
| PP |
129-267 |
129-218 |
| S1 |
129-252 |
129-180 |
|