ECBOT 10 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 06-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2016 |
06-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
130-190 |
130-275 |
0-085 |
0.2% |
129-050 |
High |
130-310 |
130-290 |
-0-020 |
0.0% |
130-170 |
Low |
130-180 |
130-165 |
-0-015 |
0.0% |
128-310 |
Close |
130-265 |
130-220 |
-0-045 |
-0.1% |
130-095 |
Range |
0-130 |
0-125 |
-0-005 |
-3.8% |
1-180 |
ATR |
0-189 |
0-184 |
-0-005 |
-2.4% |
0-000 |
Volume |
996,733 |
944,334 |
-52,399 |
-5.3% |
5,012,376 |
|
Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-280 |
131-215 |
130-289 |
|
R3 |
131-155 |
131-090 |
130-254 |
|
R2 |
131-030 |
131-030 |
130-243 |
|
R1 |
130-285 |
130-285 |
130-231 |
130-255 |
PP |
130-225 |
130-225 |
130-225 |
130-210 |
S1 |
130-160 |
130-160 |
130-209 |
130-130 |
S2 |
130-100 |
130-100 |
130-197 |
|
S3 |
129-295 |
130-035 |
130-186 |
|
S4 |
129-170 |
129-230 |
130-151 |
|
|
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 |
129-305 |
1-005 |
0.8% |
0-137 |
0.3% |
72% |
False |
False |
1,018,942 |
10 |
130-310 |
128-205 |
2-105 |
1.8% |
0-165 |
0.4% |
88% |
False |
False |
932,911 |
20 |
130-310 |
128-015 |
2-295 |
2.2% |
0-178 |
0.4% |
90% |
False |
False |
1,009,962 |
40 |
132-205 |
128-015 |
4-190 |
3.5% |
0-202 |
0.5% |
57% |
False |
False |
889,301 |
60 |
132-205 |
126-135 |
6-070 |
4.8% |
0-195 |
0.5% |
69% |
False |
False |
595,566 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-181 |
2.618 |
131-297 |
1.618 |
131-172 |
1.000 |
131-095 |
0.618 |
131-047 |
HIGH |
130-290 |
0.618 |
130-242 |
0.500 |
130-228 |
0.382 |
130-213 |
LOW |
130-165 |
0.618 |
130-088 |
1.000 |
130-040 |
1.618 |
129-283 |
2.618 |
129-158 |
4.250 |
128-274 |
|
|
Fisher Pivots for day following 06-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
130-228 |
130-215 |
PP |
130-225 |
130-210 |
S1 |
130-222 |
130-205 |
|