ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 03-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2016 |
03-May-2016 |
Change |
Change % |
Previous Week |
Open |
129-255 |
129-185 |
-0-070 |
-0.2% |
129-085 |
High |
130-000 |
130-110 |
0-110 |
0.3% |
130-000 |
Low |
129-165 |
129-185 |
0-020 |
0.0% |
128-285 |
Close |
129-175 |
130-060 |
0-205 |
0.5% |
129-295 |
Range |
0-155 |
0-245 |
0-090 |
58.1% |
1-035 |
ATR |
0-134 |
0-143 |
0-009 |
6.5% |
0-000 |
Volume |
8,028 |
11,215 |
3,187 |
39.7% |
19,876 |
|
Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-107 |
132-008 |
130-195 |
|
R3 |
131-182 |
131-083 |
130-127 |
|
R2 |
130-257 |
130-257 |
130-105 |
|
R1 |
130-158 |
130-158 |
130-082 |
130-208 |
PP |
130-012 |
130-012 |
130-012 |
130-036 |
S1 |
129-233 |
129-233 |
130-038 |
129-282 |
S2 |
129-087 |
129-087 |
130-015 |
|
S3 |
128-162 |
128-308 |
129-313 |
|
S4 |
127-237 |
128-063 |
129-245 |
|
|
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 |
130-110 |
129-040 |
1-070 |
0.9% |
0-176 |
0.4% |
87% |
True |
False |
6,715 |
10 |
130-120 |
128-285 |
1-155 |
1.1% |
0-156 |
0.4% |
87% |
False |
False |
4,458 |
20 |
131-075 |
128-285 |
2-110 |
1.8% |
0-120 |
0.3% |
55% |
False |
False |
3,016 |
40 |
131-075 |
127-310 |
3-085 |
2.5% |
0-084 |
0.2% |
68% |
False |
False |
1,537 |
60 |
131-075 |
127-310 |
3-085 |
2.5% |
0-057 |
0.1% |
68% |
False |
False |
1,025 |
80 |
131-075 |
126-020 |
5-055 |
4.0% |
0-043 |
0.1% |
80% |
False |
False |
768 |
100 |
131-075 |
124-115 |
6-280 |
5.3% |
0-034 |
0.1% |
85% |
False |
False |
615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-191 |
2.618 |
132-111 |
1.618 |
131-186 |
1.000 |
131-035 |
0.618 |
130-261 |
HIGH |
130-110 |
0.618 |
130-016 |
0.500 |
129-308 |
0.382 |
129-279 |
LOW |
129-185 |
0.618 |
129-034 |
1.000 |
128-260 |
1.618 |
128-109 |
2.618 |
127-184 |
4.250 |
126-104 |
|
|
Fisher Pivots for day following 03-May-2016 |
Pivot |
1 day |
3 day |
R1 |
130-036 |
130-033 |
PP |
130-012 |
130-005 |
S1 |
129-308 |
129-298 |
|