ECBOT 10 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 14-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2016 |
14-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
130-170 |
130-195 |
0-025 |
0.1% |
130-150 |
High |
130-230 |
130-225 |
-0-005 |
0.0% |
131-095 |
Low |
130-115 |
130-065 |
-0-050 |
-0.1% |
130-100 |
Close |
130-200 |
130-120 |
-0-080 |
-0.2% |
131-010 |
Range |
0-115 |
0-160 |
0-045 |
39.1% |
0-315 |
ATR |
0-176 |
0-175 |
-0-001 |
-0.6% |
0-000 |
Volume |
1,073,434 |
1,076,080 |
2,646 |
0.2% |
4,481,171 |
|
Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-297 |
131-208 |
130-208 |
|
R3 |
131-137 |
131-048 |
130-164 |
|
R2 |
130-297 |
130-297 |
130-149 |
|
R1 |
130-208 |
130-208 |
130-135 |
130-172 |
PP |
130-137 |
130-137 |
130-137 |
130-119 |
S1 |
130-048 |
130-048 |
130-105 |
130-012 |
S2 |
129-297 |
129-297 |
130-091 |
|
S3 |
129-137 |
129-208 |
130-076 |
|
S4 |
128-297 |
129-048 |
130-032 |
|
|
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 |
131-085 |
130-065 |
1-020 |
0.8% |
0-145 |
0.3% |
16% |
False |
True |
943,401 |
10 |
131-095 |
130-020 |
1-075 |
0.9% |
0-146 |
0.3% |
25% |
False |
False |
969,008 |
20 |
131-095 |
128-205 |
2-210 |
2.0% |
0-163 |
0.4% |
65% |
False |
False |
955,239 |
40 |
131-140 |
128-015 |
3-125 |
2.6% |
0-184 |
0.4% |
69% |
False |
False |
1,024,467 |
60 |
132-205 |
127-230 |
4-295 |
3.8% |
0-196 |
0.5% |
54% |
False |
False |
690,826 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-265 |
2.618 |
132-004 |
1.618 |
131-164 |
1.000 |
131-065 |
0.618 |
131-004 |
HIGH |
130-225 |
0.618 |
130-164 |
0.500 |
130-145 |
0.382 |
130-126 |
LOW |
130-065 |
0.618 |
129-286 |
1.000 |
129-225 |
1.618 |
129-126 |
2.618 |
128-286 |
4.250 |
128-025 |
|
|
Fisher Pivots for day following 14-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
130-145 |
130-198 |
PP |
130-137 |
130-172 |
S1 |
130-128 |
130-146 |
|