ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 04-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2016 |
04-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
130-155 |
130-150 |
-0-005 |
0.0% |
129-050 |
| High |
130-160 |
130-205 |
0-045 |
0.1% |
130-170 |
| Low |
130-020 |
130-100 |
0-080 |
0.2% |
128-310 |
| Close |
130-095 |
130-150 |
0-055 |
0.1% |
130-095 |
| Range |
0-140 |
0-105 |
-0-035 |
-25.0% |
1-180 |
| ATR |
0-197 |
0-191 |
-0-006 |
-3.2% |
0-000 |
| Volume |
1,275,666 |
739,937 |
-535,729 |
-42.0% |
5,012,376 |
|
| Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-147 |
131-093 |
130-208 |
|
| R3 |
131-042 |
130-308 |
130-179 |
|
| R2 |
130-257 |
130-257 |
130-169 |
|
| R1 |
130-203 |
130-203 |
130-160 |
130-202 |
| PP |
130-152 |
130-152 |
130-152 |
130-151 |
| S1 |
130-098 |
130-098 |
130-140 |
130-098 |
| S2 |
130-047 |
130-047 |
130-131 |
|
| S3 |
129-262 |
129-313 |
130-121 |
|
| S4 |
129-157 |
129-208 |
130-092 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-198 |
134-007 |
131-050 |
|
| R3 |
133-018 |
132-147 |
130-232 |
|
| R2 |
131-158 |
131-158 |
130-187 |
|
| R1 |
130-287 |
130-287 |
130-141 |
131-062 |
| PP |
129-298 |
129-298 |
129-298 |
130-026 |
| S1 |
129-107 |
129-107 |
130-049 |
129-202 |
| S2 |
128-118 |
128-118 |
130-003 |
|
| S3 |
126-258 |
127-247 |
129-278 |
|
| S4 |
125-078 |
126-067 |
129-140 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-205 |
129-065 |
1-140 |
1.1% |
0-169 |
0.4% |
88% |
True |
False |
1,064,998 |
| 10 |
130-205 |
128-205 |
2-000 |
1.5% |
0-176 |
0.4% |
91% |
True |
False |
921,984 |
| 20 |
130-205 |
128-015 |
2-190 |
2.0% |
0-185 |
0.4% |
93% |
True |
False |
1,012,478 |
| 40 |
132-205 |
128-015 |
4-190 |
3.5% |
0-210 |
0.5% |
53% |
False |
False |
841,403 |
| 60 |
132-205 |
126-040 |
6-165 |
5.0% |
0-195 |
0.5% |
67% |
False |
False |
563,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-011 |
|
2.618 |
131-160 |
|
1.618 |
131-055 |
|
1.000 |
130-310 |
|
0.618 |
130-270 |
|
HIGH |
130-205 |
|
0.618 |
130-165 |
|
0.500 |
130-152 |
|
0.382 |
130-140 |
|
LOW |
130-100 |
|
0.618 |
130-035 |
|
1.000 |
129-315 |
|
1.618 |
129-250 |
|
2.618 |
129-145 |
|
4.250 |
128-294 |
|
|
| Fisher Pivots for day following 04-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
130-152 |
130-132 |
| PP |
130-152 |
130-113 |
| S1 |
130-151 |
130-095 |
|