ECBOT 10 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 13-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2016 |
13-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
130-315 |
130-170 |
-0-145 |
-0.3% |
130-150 |
High |
131-010 |
130-230 |
-0-100 |
-0.2% |
131-095 |
Low |
130-160 |
130-115 |
-0-045 |
-0.1% |
130-100 |
Close |
130-175 |
130-200 |
0-025 |
0.1% |
131-010 |
Range |
0-170 |
0-115 |
-0-055 |
-32.4% |
0-315 |
ATR |
0-180 |
0-176 |
-0-005 |
-2.6% |
0-000 |
Volume |
977,573 |
1,073,434 |
95,861 |
9.8% |
4,481,171 |
|
Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-207 |
131-158 |
130-263 |
|
R3 |
131-092 |
131-043 |
130-232 |
|
R2 |
130-297 |
130-297 |
130-221 |
|
R1 |
130-248 |
130-248 |
130-211 |
130-272 |
PP |
130-182 |
130-182 |
130-182 |
130-194 |
S1 |
130-133 |
130-133 |
130-189 |
130-158 |
S2 |
130-067 |
130-067 |
130-179 |
|
S3 |
129-272 |
130-018 |
130-168 |
|
S4 |
129-157 |
129-223 |
130-137 |
|
|
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 |
130-115 |
0-300 |
0.7% |
0-159 |
0.4% |
28% |
False |
True |
931,467 |
10 |
131-095 |
129-305 |
1-110 |
1.0% |
0-148 |
0.4% |
50% |
False |
False |
975,204 |
20 |
131-095 |
128-015 |
3-080 |
2.5% |
0-172 |
0.4% |
79% |
False |
False |
967,975 |
40 |
131-140 |
128-015 |
3-125 |
2.6% |
0-188 |
0.5% |
76% |
False |
False |
1,000,092 |
60 |
132-205 |
127-165 |
5-040 |
3.9% |
0-195 |
0.5% |
61% |
False |
False |
673,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-079 |
2.618 |
131-211 |
1.618 |
131-096 |
1.000 |
131-025 |
0.618 |
130-301 |
HIGH |
130-230 |
0.618 |
130-186 |
0.500 |
130-172 |
0.382 |
130-159 |
LOW |
130-115 |
0.618 |
130-044 |
1.000 |
130-000 |
1.618 |
129-249 |
2.618 |
129-134 |
4.250 |
128-266 |
|
|
Fisher Pivots for day following 13-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
130-191 |
130-252 |
PP |
130-182 |
130-235 |
S1 |
130-172 |
130-218 |
|