ECBOT 10 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 19-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2016 |
19-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
130-275 |
130-160 |
-0-115 |
-0.3% |
131-025 |
High |
130-285 |
130-160 |
-0-125 |
-0.3% |
131-070 |
Low |
130-120 |
130-065 |
-0-055 |
-0.1% |
130-065 |
Close |
130-160 |
130-115 |
-0-045 |
-0.1% |
130-205 |
Range |
0-165 |
0-095 |
-0-070 |
-42.4% |
1-005 |
ATR |
0-174 |
0-168 |
-0-006 |
-3.2% |
0-000 |
Volume |
899,723 |
1,017,239 |
117,516 |
13.1% |
4,752,259 |
|
Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-078 |
131-032 |
130-167 |
|
R3 |
130-303 |
130-257 |
130-141 |
|
R2 |
130-208 |
130-208 |
130-132 |
|
R1 |
130-162 |
130-162 |
130-124 |
130-138 |
PP |
130-113 |
130-113 |
130-113 |
130-101 |
S1 |
130-067 |
130-067 |
130-106 |
130-042 |
S2 |
130-018 |
130-018 |
130-098 |
|
S3 |
129-243 |
129-292 |
130-089 |
|
S4 |
129-148 |
129-197 |
130-063 |
|
|
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 |
130-285 |
130-065 |
0-220 |
0.5% |
0-141 |
0.3% |
23% |
False |
True |
977,097 |
10 |
131-095 |
130-065 |
1-030 |
0.8% |
0-151 |
0.4% |
14% |
False |
True |
941,372 |
20 |
131-095 |
128-205 |
2-210 |
2.0% |
0-162 |
0.4% |
65% |
False |
False |
942,467 |
40 |
131-140 |
128-015 |
3-125 |
2.6% |
0-181 |
0.4% |
68% |
False |
False |
1,075,676 |
60 |
132-205 |
127-240 |
4-285 |
3.8% |
0-194 |
0.5% |
53% |
False |
False |
736,204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-244 |
2.618 |
131-089 |
1.618 |
130-314 |
1.000 |
130-255 |
0.618 |
130-219 |
HIGH |
130-160 |
0.618 |
130-124 |
0.500 |
130-112 |
0.382 |
130-101 |
LOW |
130-065 |
0.618 |
130-006 |
1.000 |
129-290 |
1.618 |
129-231 |
2.618 |
129-136 |
4.250 |
128-301 |
|
|
Fisher Pivots for day following 19-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
130-114 |
130-175 |
PP |
130-113 |
130-155 |
S1 |
130-112 |
130-135 |
|