ECBOT 10 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 08-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2016 |
08-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
130-215 |
131-075 |
0-180 |
0.4% |
130-150 |
High |
131-095 |
131-085 |
-0-010 |
0.0% |
131-095 |
Low |
130-185 |
130-270 |
0-085 |
0.2% |
130-100 |
Close |
131-080 |
131-010 |
-0-070 |
-0.2% |
131-010 |
Range |
0-230 |
0-135 |
-0-095 |
-41.3% |
0-315 |
ATR |
0-188 |
0-184 |
-0-004 |
-2.0% |
0-000 |
Volume |
1,016,410 |
783,757 |
-232,653 |
-22.9% |
4,481,171 |
|
Daily Pivots for day following 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-100 |
132-030 |
131-084 |
|
R3 |
131-285 |
131-215 |
131-047 |
|
R2 |
131-150 |
131-150 |
131-035 |
|
R1 |
131-080 |
131-080 |
131-022 |
131-048 |
PP |
131-015 |
131-015 |
131-015 |
130-319 |
S1 |
130-265 |
130-265 |
130-318 |
130-232 |
S2 |
130-200 |
130-200 |
130-305 |
|
S3 |
130-065 |
130-130 |
130-293 |
|
S4 |
129-250 |
129-315 |
130-256 |
|
|
Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-267 |
133-133 |
131-183 |
|
R3 |
132-272 |
132-138 |
131-097 |
|
R2 |
131-277 |
131-277 |
131-068 |
|
R1 |
131-143 |
131-143 |
131-039 |
131-210 |
PP |
130-282 |
130-282 |
130-282 |
130-315 |
S1 |
130-148 |
130-148 |
130-301 |
130-215 |
S2 |
129-287 |
129-287 |
130-272 |
|
S3 |
128-292 |
129-153 |
130-243 |
|
S4 |
127-297 |
128-158 |
130-157 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-095 |
130-100 |
0-315 |
0.8% |
0-145 |
0.3% |
73% |
False |
False |
896,234 |
10 |
131-095 |
128-310 |
2-105 |
1.8% |
0-162 |
0.4% |
89% |
False |
False |
949,354 |
20 |
131-095 |
128-015 |
3-080 |
2.5% |
0-173 |
0.4% |
92% |
False |
False |
962,583 |
40 |
132-205 |
128-015 |
4-190 |
3.5% |
0-200 |
0.5% |
65% |
False |
False |
932,173 |
60 |
132-205 |
127-000 |
5-205 |
4.3% |
0-194 |
0.5% |
71% |
False |
False |
625,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-019 |
2.618 |
132-118 |
1.618 |
131-303 |
1.000 |
131-220 |
0.618 |
131-168 |
HIGH |
131-085 |
0.618 |
131-033 |
0.500 |
131-018 |
0.382 |
131-002 |
LOW |
130-270 |
0.618 |
130-187 |
1.000 |
130-135 |
1.618 |
130-052 |
2.618 |
129-237 |
4.250 |
129-016 |
|
|
Fisher Pivots for day following 08-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
131-018 |
130-317 |
PP |
131-015 |
130-303 |
S1 |
131-012 |
130-290 |
|