ECBOT 10 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 12-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
131-025 |
130-315 |
-0-030 |
-0.1% |
130-150 |
High |
131-070 |
131-010 |
-0-060 |
-0.1% |
131-095 |
Low |
130-245 |
130-160 |
-0-085 |
-0.2% |
130-100 |
Close |
131-010 |
130-175 |
-0-155 |
-0.4% |
131-010 |
Range |
0-145 |
0-170 |
0-025 |
17.2% |
0-315 |
ATR |
0-181 |
0-180 |
-0-001 |
-0.4% |
0-000 |
Volume |
806,162 |
977,573 |
171,411 |
21.3% |
4,481,171 |
|
Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-092 |
131-303 |
130-268 |
|
R3 |
131-242 |
131-133 |
130-222 |
|
R2 |
131-072 |
131-072 |
130-206 |
|
R1 |
130-283 |
130-283 |
130-191 |
130-252 |
PP |
130-222 |
130-222 |
130-222 |
130-206 |
S1 |
130-113 |
130-113 |
130-159 |
130-082 |
S2 |
130-052 |
130-052 |
130-144 |
|
S3 |
129-202 |
129-263 |
130-128 |
|
S4 |
129-032 |
129-093 |
130-082 |
|
|
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 |
130-160 |
0-255 |
0.6% |
0-161 |
0.4% |
6% |
False |
True |
905,647 |
10 |
131-095 |
129-225 |
1-190 |
1.2% |
0-150 |
0.4% |
53% |
False |
False |
980,230 |
20 |
131-095 |
128-015 |
3-080 |
2.5% |
0-174 |
0.4% |
77% |
False |
False |
960,294 |
40 |
131-140 |
128-015 |
3-125 |
2.6% |
0-190 |
0.5% |
74% |
False |
False |
974,595 |
60 |
132-205 |
127-165 |
5-040 |
3.9% |
0-196 |
0.5% |
59% |
False |
False |
655,202 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-092 |
2.618 |
132-135 |
1.618 |
131-285 |
1.000 |
131-180 |
0.618 |
131-115 |
HIGH |
131-010 |
0.618 |
130-265 |
0.500 |
130-245 |
0.382 |
130-225 |
LOW |
130-160 |
0.618 |
130-055 |
1.000 |
129-310 |
1.618 |
129-205 |
2.618 |
129-035 |
4.250 |
128-078 |
|
|
Fisher Pivots for day following 12-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
130-245 |
130-282 |
PP |
130-222 |
130-247 |
S1 |
130-198 |
130-211 |
|