ECBOT 10 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 11-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
131-075 |
131-025 |
-0-050 |
-0.1% |
130-150 |
High |
131-085 |
131-070 |
-0-015 |
0.0% |
131-095 |
Low |
130-270 |
130-245 |
-0-025 |
-0.1% |
130-100 |
Close |
131-010 |
131-010 |
0-000 |
0.0% |
131-010 |
Range |
0-135 |
0-145 |
0-010 |
7.4% |
0-315 |
ATR |
0-184 |
0-181 |
-0-003 |
-1.5% |
0-000 |
Volume |
783,757 |
806,162 |
22,405 |
2.9% |
4,481,171 |
|
Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-117 |
132-048 |
131-090 |
|
R3 |
131-292 |
131-223 |
131-050 |
|
R2 |
131-147 |
131-147 |
131-037 |
|
R1 |
131-078 |
131-078 |
131-023 |
131-040 |
PP |
131-002 |
131-002 |
131-002 |
130-302 |
S1 |
130-253 |
130-253 |
130-317 |
130-215 |
S2 |
130-177 |
130-177 |
130-303 |
|
S3 |
130-032 |
130-108 |
130-290 |
|
S4 |
129-207 |
129-283 |
130-250 |
|
|
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 |
130-165 |
0-250 |
0.6% |
0-153 |
0.4% |
66% |
False |
False |
909,479 |
10 |
131-095 |
129-065 |
2-030 |
1.6% |
0-161 |
0.4% |
87% |
False |
False |
987,238 |
20 |
131-095 |
128-015 |
3-080 |
2.5% |
0-172 |
0.4% |
92% |
False |
False |
947,770 |
40 |
131-190 |
128-015 |
3-175 |
2.7% |
0-193 |
0.5% |
84% |
False |
False |
951,117 |
60 |
132-205 |
127-085 |
5-120 |
4.1% |
0-194 |
0.5% |
70% |
False |
False |
638,945 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-046 |
2.618 |
132-130 |
1.618 |
131-305 |
1.000 |
131-215 |
0.618 |
131-160 |
HIGH |
131-070 |
0.618 |
131-015 |
0.500 |
130-318 |
0.382 |
130-300 |
LOW |
130-245 |
0.618 |
130-155 |
1.000 |
130-100 |
1.618 |
130-010 |
2.618 |
129-185 |
4.250 |
128-269 |
|
|
Fisher Pivots for day following 11-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
131-006 |
131-000 |
PP |
131-002 |
130-310 |
S1 |
130-318 |
130-300 |
|