ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 04-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2016 |
04-May-2016 |
Change |
Change % |
Previous Week |
Open |
129-185 |
130-075 |
0-210 |
0.5% |
129-085 |
High |
130-110 |
130-140 |
0-030 |
0.1% |
130-000 |
Low |
129-185 |
130-010 |
0-145 |
0.3% |
128-285 |
Close |
130-060 |
130-105 |
0-045 |
0.1% |
129-295 |
Range |
0-245 |
0-130 |
-0-115 |
-47.0% |
1-035 |
ATR |
0-143 |
0-142 |
-0-001 |
-0.6% |
0-000 |
Volume |
11,215 |
6,355 |
-4,860 |
-43.3% |
19,876 |
|
Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-155 |
131-100 |
130-176 |
|
R3 |
131-025 |
130-290 |
130-141 |
|
R2 |
130-215 |
130-215 |
130-129 |
|
R1 |
130-160 |
130-160 |
130-117 |
130-187 |
PP |
130-085 |
130-085 |
130-085 |
130-099 |
S1 |
130-030 |
130-030 |
130-093 |
130-058 |
S2 |
129-275 |
129-275 |
130-081 |
|
S3 |
129-145 |
129-220 |
130-069 |
|
S4 |
129-015 |
129-090 |
130-034 |
|
|
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 |
130-140 |
129-160 |
0-300 |
0.7% |
0-165 |
0.4% |
88% |
True |
False |
6,437 |
10 |
130-140 |
128-285 |
1-175 |
1.2% |
0-144 |
0.3% |
93% |
True |
False |
4,889 |
20 |
131-075 |
128-285 |
2-110 |
1.8% |
0-123 |
0.3% |
61% |
False |
False |
3,204 |
40 |
131-075 |
127-310 |
3-085 |
2.5% |
0-087 |
0.2% |
72% |
False |
False |
1,696 |
60 |
131-075 |
127-310 |
3-085 |
2.5% |
0-059 |
0.1% |
72% |
False |
False |
1,131 |
80 |
131-075 |
126-020 |
5-055 |
4.0% |
0-044 |
0.1% |
82% |
False |
False |
848 |
100 |
131-075 |
124-115 |
6-280 |
5.3% |
0-036 |
0.1% |
87% |
False |
False |
678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-052 |
2.618 |
131-160 |
1.618 |
131-030 |
1.000 |
130-270 |
0.618 |
130-220 |
HIGH |
130-140 |
0.618 |
130-090 |
0.500 |
130-075 |
0.382 |
130-060 |
LOW |
130-010 |
0.618 |
129-250 |
1.000 |
129-200 |
1.618 |
129-120 |
2.618 |
128-310 |
4.250 |
128-098 |
|
|
Fisher Pivots for day following 04-May-2016 |
Pivot |
1 day |
3 day |
R1 |
130-095 |
130-067 |
PP |
130-085 |
130-030 |
S1 |
130-075 |
129-312 |
|