ECBOT 10 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 18-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2016 |
18-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
130-095 |
130-275 |
0-180 |
0.4% |
131-025 |
High |
130-235 |
130-285 |
0-050 |
0.1% |
131-070 |
Low |
130-065 |
130-120 |
0-055 |
0.1% |
130-065 |
Close |
130-205 |
130-160 |
-0-045 |
-0.1% |
130-205 |
Range |
0-170 |
0-165 |
-0-005 |
-2.9% |
1-005 |
ATR |
0-174 |
0-174 |
-0-001 |
-0.4% |
0-000 |
Volume |
819,010 |
899,723 |
80,713 |
9.9% |
4,752,259 |
|
Daily Pivots for day following 18-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-043 |
131-267 |
130-251 |
|
R3 |
131-198 |
131-102 |
130-205 |
|
R2 |
131-033 |
131-033 |
130-190 |
|
R1 |
130-257 |
130-257 |
130-175 |
130-222 |
PP |
130-188 |
130-188 |
130-188 |
130-171 |
S1 |
130-092 |
130-092 |
130-145 |
130-058 |
S2 |
130-023 |
130-023 |
130-130 |
|
S3 |
129-178 |
129-247 |
130-115 |
|
S4 |
129-013 |
129-082 |
130-069 |
|
|
Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-235 |
133-065 |
131-064 |
|
R3 |
132-230 |
132-060 |
130-294 |
|
R2 |
131-225 |
131-225 |
130-265 |
|
R1 |
131-055 |
131-055 |
130-235 |
130-298 |
PP |
130-220 |
130-220 |
130-220 |
130-181 |
S1 |
130-050 |
130-050 |
130-175 |
129-292 |
S2 |
129-215 |
129-215 |
130-145 |
|
S3 |
128-210 |
129-045 |
130-116 |
|
S4 |
127-205 |
128-040 |
130-026 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-010 |
130-065 |
0-265 |
0.6% |
0-156 |
0.4% |
36% |
False |
False |
969,164 |
10 |
131-095 |
130-065 |
1-030 |
0.8% |
0-154 |
0.4% |
27% |
False |
False |
939,321 |
20 |
131-095 |
128-205 |
2-210 |
2.0% |
0-165 |
0.4% |
70% |
False |
False |
930,652 |
40 |
131-140 |
128-015 |
3-125 |
2.6% |
0-181 |
0.4% |
72% |
False |
False |
1,061,859 |
60 |
132-205 |
127-230 |
4-295 |
3.8% |
0-194 |
0.5% |
57% |
False |
False |
719,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-026 |
2.618 |
132-077 |
1.618 |
131-232 |
1.000 |
131-130 |
0.618 |
131-067 |
HIGH |
130-285 |
0.618 |
130-222 |
0.500 |
130-202 |
0.382 |
130-183 |
LOW |
130-120 |
0.618 |
130-018 |
1.000 |
129-275 |
1.618 |
129-173 |
2.618 |
129-008 |
4.250 |
128-059 |
|
|
Fisher Pivots for day following 18-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
130-202 |
130-175 |
PP |
130-188 |
130-170 |
S1 |
130-174 |
130-165 |
|