ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 20-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
130-160 |
130-105 |
-0-055 |
-0.1% |
131-025 |
| High |
130-160 |
130-190 |
0-030 |
0.1% |
131-070 |
| Low |
130-065 |
129-225 |
-0-160 |
-0.4% |
130-065 |
| Close |
130-115 |
129-240 |
-0-195 |
-0.5% |
130-205 |
| Range |
0-095 |
0-285 |
0-190 |
200.0% |
1-005 |
| ATR |
0-168 |
0-176 |
0-008 |
5.0% |
0-000 |
| Volume |
1,017,239 |
1,292,098 |
274,859 |
27.0% |
4,752,259 |
|
| Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-220 |
132-035 |
130-077 |
|
| R3 |
131-255 |
131-070 |
129-318 |
|
| R2 |
130-290 |
130-290 |
129-292 |
|
| R1 |
130-105 |
130-105 |
129-266 |
130-055 |
| PP |
130-005 |
130-005 |
130-005 |
129-300 |
| S1 |
129-140 |
129-140 |
129-214 |
129-090 |
| S2 |
129-040 |
129-040 |
129-188 |
|
| S3 |
128-075 |
128-175 |
129-162 |
|
| S4 |
127-110 |
127-210 |
129-083 |
|
|
| 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 |
129-225 |
1-060 |
0.9% |
0-175 |
0.4% |
4% |
False |
True |
1,020,830 |
| 10 |
131-095 |
129-225 |
1-190 |
1.2% |
0-167 |
0.4% |
3% |
False |
True |
976,148 |
| 20 |
131-095 |
128-205 |
2-210 |
2.0% |
0-166 |
0.4% |
42% |
False |
False |
954,529 |
| 40 |
131-140 |
128-015 |
3-125 |
2.6% |
0-181 |
0.4% |
50% |
False |
False |
1,078,287 |
| 60 |
132-205 |
127-280 |
4-245 |
3.7% |
0-197 |
0.5% |
39% |
False |
False |
757,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-121 |
|
2.618 |
132-296 |
|
1.618 |
132-011 |
|
1.000 |
131-155 |
|
0.618 |
131-046 |
|
HIGH |
130-190 |
|
0.618 |
130-081 |
|
0.500 |
130-048 |
|
0.382 |
130-014 |
|
LOW |
129-225 |
|
0.618 |
129-049 |
|
1.000 |
128-260 |
|
1.618 |
128-084 |
|
2.618 |
127-119 |
|
4.250 |
125-294 |
|
|
| Fisher Pivots for day following 20-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
130-048 |
130-095 |
| PP |
130-005 |
130-037 |
| S1 |
129-282 |
129-298 |
|