ECBOT 10 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 28-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2016 |
28-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
129-055 |
129-275 |
0-220 |
0.5% |
130-275 |
High |
129-280 |
130-055 |
0-095 |
0.2% |
130-285 |
Low |
129-050 |
129-210 |
0-160 |
0.4% |
129-115 |
Close |
129-250 |
129-305 |
0-055 |
0.1% |
129-150 |
Range |
0-230 |
0-165 |
-0-065 |
-28.3% |
1-170 |
ATR |
0-171 |
0-170 |
0-000 |
-0.2% |
0-000 |
Volume |
1,143,464 |
1,477,696 |
334,232 |
29.2% |
5,619,484 |
|
Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-152 |
131-073 |
130-076 |
|
R3 |
130-307 |
130-228 |
130-030 |
|
R2 |
130-142 |
130-142 |
130-015 |
|
R1 |
130-063 |
130-063 |
130-000 |
130-102 |
PP |
129-297 |
129-297 |
129-297 |
129-316 |
S1 |
129-218 |
129-218 |
129-290 |
129-258 |
S2 |
129-132 |
129-132 |
129-275 |
|
S3 |
128-287 |
129-053 |
129-260 |
|
S4 |
128-122 |
128-208 |
129-214 |
|
|
Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-160 |
133-165 |
130-100 |
|
R3 |
132-310 |
131-315 |
129-285 |
|
R2 |
131-140 |
131-140 |
129-240 |
|
R1 |
130-145 |
130-145 |
129-195 |
130-058 |
PP |
129-290 |
129-290 |
129-290 |
129-246 |
S1 |
128-295 |
128-295 |
129-105 |
128-208 |
S2 |
128-120 |
128-120 |
129-060 |
|
S3 |
126-270 |
127-125 |
129-015 |
|
S4 |
125-100 |
125-275 |
128-200 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
130-055 |
129-020 |
1-035 |
0.9% |
0-160 |
0.4% |
80% |
True |
False |
1,127,173 |
10 |
130-285 |
129-020 |
1-265 |
1.4% |
0-166 |
0.4% |
49% |
False |
False |
1,106,182 |
20 |
131-095 |
129-020 |
2-075 |
1.7% |
0-156 |
0.4% |
40% |
False |
False |
1,037,595 |
40 |
131-095 |
128-015 |
3-080 |
2.5% |
0-174 |
0.4% |
59% |
False |
False |
1,042,685 |
60 |
132-205 |
128-015 |
4-190 |
3.5% |
0-195 |
0.5% |
41% |
False |
False |
873,841 |
80 |
132-205 |
125-195 |
7-010 |
5.4% |
0-183 |
0.4% |
62% |
False |
False |
656,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-116 |
2.618 |
131-167 |
1.618 |
131-002 |
1.000 |
130-220 |
0.618 |
130-157 |
HIGH |
130-055 |
0.618 |
129-312 |
0.500 |
129-292 |
0.382 |
129-273 |
LOW |
129-210 |
0.618 |
129-108 |
1.000 |
129-045 |
1.618 |
128-263 |
2.618 |
128-098 |
4.250 |
127-149 |
|
|
Fisher Pivots for day following 28-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
129-301 |
129-269 |
PP |
129-297 |
129-233 |
S1 |
129-292 |
129-198 |
|