ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 02-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2016 |
02-May-2016 |
Change |
Change % |
Previous Week |
| Open |
130-015 |
129-295 |
-0-040 |
-0.1% |
129-165 |
| High |
130-060 |
130-050 |
-0-010 |
0.0% |
130-060 |
| Low |
129-210 |
129-200 |
-0-010 |
0.0% |
129-020 |
| Close |
130-020 |
129-225 |
-0-115 |
-0.3% |
130-020 |
| Range |
0-170 |
0-170 |
0-000 |
0.0% |
1-040 |
| ATR |
0-170 |
0-170 |
0-000 |
0.0% |
0-000 |
| Volume |
1,496,779 |
890,234 |
-606,545 |
-40.5% |
6,120,110 |
|
| Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-135 |
131-030 |
129-318 |
|
| R3 |
130-285 |
130-180 |
129-272 |
|
| R2 |
130-115 |
130-115 |
129-256 |
|
| R1 |
130-010 |
130-010 |
129-241 |
129-298 |
| PP |
129-265 |
129-265 |
129-265 |
129-249 |
| S1 |
129-160 |
129-160 |
129-209 |
129-128 |
| S2 |
129-095 |
129-095 |
129-194 |
|
| S3 |
128-245 |
128-310 |
129-178 |
|
| S4 |
128-075 |
128-140 |
129-132 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-047 |
132-233 |
130-218 |
|
| R3 |
132-007 |
131-193 |
130-119 |
|
| R2 |
130-287 |
130-287 |
130-086 |
|
| R1 |
130-153 |
130-153 |
130-053 |
130-220 |
| PP |
129-247 |
129-247 |
129-247 |
129-280 |
| S1 |
129-113 |
129-113 |
129-307 |
129-180 |
| S2 |
128-207 |
128-207 |
129-274 |
|
| S3 |
127-167 |
128-073 |
129-241 |
|
| S4 |
126-127 |
127-033 |
129-142 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-060 |
129-020 |
1-040 |
0.9% |
0-174 |
0.4% |
57% |
False |
False |
1,213,406 |
| 10 |
130-190 |
129-020 |
1-170 |
1.2% |
0-166 |
0.4% |
42% |
False |
False |
1,173,010 |
| 20 |
131-095 |
129-020 |
2-075 |
1.7% |
0-160 |
0.4% |
29% |
False |
False |
1,056,166 |
| 40 |
131-095 |
128-015 |
3-080 |
2.5% |
0-173 |
0.4% |
51% |
False |
False |
1,034,322 |
| 60 |
132-205 |
128-015 |
4-190 |
3.5% |
0-193 |
0.5% |
36% |
False |
False |
912,991 |
| 80 |
132-205 |
126-040 |
6-165 |
5.0% |
0-186 |
0.4% |
55% |
False |
False |
686,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-132 |
|
2.618 |
131-175 |
|
1.618 |
131-005 |
|
1.000 |
130-220 |
|
0.618 |
130-155 |
|
HIGH |
130-050 |
|
0.618 |
129-305 |
|
0.500 |
129-285 |
|
0.382 |
129-265 |
|
LOW |
129-200 |
|
0.618 |
129-095 |
|
1.000 |
129-030 |
|
1.618 |
128-245 |
|
2.618 |
128-075 |
|
4.250 |
127-118 |
|
|
| Fisher Pivots for day following 02-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-285 |
129-290 |
| PP |
129-265 |
129-268 |
| S1 |
129-245 |
129-247 |
|