ECBOT 10 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 04-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2016 |
04-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
130-035 |
130-160 |
0-125 |
0.3% |
128-310 |
| High |
130-080 |
130-160 |
0-080 |
0.2% |
130-090 |
| Low |
130-005 |
130-110 |
0-105 |
0.3% |
128-245 |
| Close |
130-060 |
130-115 |
0-055 |
0.1% |
130-060 |
| Range |
0-075 |
0-050 |
-0-025 |
-33.4% |
1-165 |
| ATR |
0-116 |
0-115 |
-0-001 |
-1.0% |
0-000 |
| Volume |
22 |
28 |
6 |
27.3% |
619 |
|
| Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-278 |
130-247 |
130-142 |
|
| R3 |
130-228 |
130-197 |
130-129 |
|
| R2 |
130-178 |
130-178 |
130-124 |
|
| R1 |
130-147 |
130-147 |
130-120 |
130-138 |
| PP |
130-128 |
130-128 |
130-128 |
130-124 |
| S1 |
130-097 |
130-097 |
130-110 |
130-088 |
| S2 |
130-078 |
130-078 |
130-106 |
|
| S3 |
130-028 |
130-047 |
130-101 |
|
| S4 |
129-298 |
129-317 |
130-088 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-093 |
133-242 |
131-007 |
|
| R3 |
132-248 |
132-077 |
130-193 |
|
| R2 |
131-083 |
131-083 |
130-149 |
|
| R1 |
130-232 |
130-232 |
130-104 |
130-318 |
| PP |
129-238 |
129-238 |
129-238 |
129-281 |
| S1 |
129-067 |
129-067 |
130-016 |
129-152 |
| S2 |
128-073 |
128-073 |
129-291 |
|
| S3 |
126-228 |
127-222 |
129-247 |
|
| S4 |
125-063 |
126-057 |
129-113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-160 |
129-120 |
1-040 |
0.9% |
0-077 |
0.2% |
88% |
True |
False |
93 |
| 10 |
130-160 |
128-140 |
2-020 |
1.6% |
0-080 |
0.2% |
93% |
True |
False |
85 |
| 20 |
130-160 |
127-310 |
2-170 |
1.9% |
0-044 |
0.1% |
94% |
True |
False |
42 |
| 40 |
130-300 |
127-310 |
2-310 |
2.3% |
0-024 |
0.1% |
81% |
False |
False |
21 |
| 60 |
130-300 |
125-255 |
5-045 |
3.9% |
0-016 |
0.0% |
89% |
False |
False |
14 |
| 80 |
130-300 |
124-115 |
6-185 |
5.0% |
0-012 |
0.0% |
91% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-052 |
|
2.618 |
130-291 |
|
1.618 |
130-241 |
|
1.000 |
130-210 |
|
0.618 |
130-191 |
|
HIGH |
130-160 |
|
0.618 |
130-141 |
|
0.500 |
130-135 |
|
0.382 |
130-129 |
|
LOW |
130-110 |
|
0.618 |
130-079 |
|
1.000 |
130-060 |
|
1.618 |
130-029 |
|
2.618 |
129-299 |
|
4.250 |
129-218 |
|
|
| Fisher Pivots for day following 04-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
130-135 |
130-104 |
| PP |
130-128 |
130-093 |
| S1 |
130-122 |
130-082 |
|