ECBOT 10 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 05-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
130-150 |
130-190 |
0-040 |
0.1% |
129-050 |
High |
130-205 |
130-310 |
0-105 |
0.3% |
130-170 |
Low |
130-100 |
130-180 |
0-080 |
0.2% |
128-310 |
Close |
130-150 |
130-265 |
0-115 |
0.3% |
130-095 |
Range |
0-105 |
0-130 |
0-025 |
23.8% |
1-180 |
ATR |
0-191 |
0-189 |
-0-002 |
-1.2% |
0-000 |
Volume |
739,937 |
996,733 |
256,796 |
34.7% |
5,012,376 |
|
Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-002 |
131-263 |
131-016 |
|
R3 |
131-192 |
131-133 |
130-301 |
|
R2 |
131-062 |
131-062 |
130-289 |
|
R1 |
131-003 |
131-003 |
130-277 |
131-032 |
PP |
130-252 |
130-252 |
130-252 |
130-266 |
S1 |
130-193 |
130-193 |
130-253 |
130-222 |
S2 |
130-122 |
130-122 |
130-241 |
|
S3 |
129-312 |
130-063 |
130-229 |
|
S4 |
129-182 |
129-253 |
130-194 |
|
|
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 |
130-310 |
129-225 |
1-085 |
1.0% |
0-138 |
0.3% |
89% |
True |
False |
1,054,814 |
10 |
130-310 |
128-205 |
2-105 |
1.8% |
0-174 |
0.4% |
94% |
True |
False |
943,563 |
20 |
130-310 |
128-015 |
2-295 |
2.2% |
0-185 |
0.4% |
95% |
True |
False |
1,019,696 |
40 |
132-205 |
128-015 |
4-190 |
3.5% |
0-208 |
0.5% |
61% |
False |
False |
866,042 |
60 |
132-205 |
126-135 |
6-070 |
4.8% |
0-194 |
0.5% |
71% |
False |
False |
579,832 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-222 |
2.618 |
132-010 |
1.618 |
131-200 |
1.000 |
131-120 |
0.618 |
131-070 |
HIGH |
130-310 |
0.618 |
130-260 |
0.500 |
130-245 |
0.382 |
130-230 |
LOW |
130-180 |
0.618 |
130-100 |
1.000 |
130-050 |
1.618 |
129-290 |
2.618 |
129-160 |
4.250 |
128-268 |
|
|
Fisher Pivots for day following 05-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
130-258 |
130-232 |
PP |
130-252 |
130-198 |
S1 |
130-245 |
130-165 |
|