ECBOT 10 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 21-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
130-120 |
129-205 |
-0-235 |
-0.6% |
131-020 |
| High |
130-120 |
129-220 |
-0-220 |
-0.5% |
131-055 |
| Low |
129-195 |
129-095 |
-0-100 |
-0.2% |
130-050 |
| Close |
129-195 |
129-145 |
-0-050 |
-0.1% |
130-185 |
| Range |
0-245 |
0-125 |
-0-120 |
-49.0% |
1-005 |
| ATR |
0-127 |
0-127 |
0-000 |
-0.1% |
0-000 |
| Volume |
2,046 |
2,391 |
345 |
16.9% |
7,109 |
|
| Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-208 |
130-142 |
129-214 |
|
| R3 |
130-083 |
130-017 |
129-179 |
|
| R2 |
129-278 |
129-278 |
129-168 |
|
| R1 |
129-212 |
129-212 |
129-156 |
129-182 |
| PP |
129-153 |
129-153 |
129-153 |
129-139 |
| S1 |
129-087 |
129-087 |
129-134 |
129-058 |
| S2 |
129-028 |
129-028 |
129-122 |
|
| S3 |
128-223 |
128-282 |
129-111 |
|
| S4 |
128-098 |
128-157 |
129-076 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-218 |
133-047 |
131-044 |
|
| R3 |
132-213 |
132-042 |
130-274 |
|
| R2 |
131-208 |
131-208 |
130-245 |
|
| R1 |
131-037 |
131-037 |
130-215 |
130-280 |
| PP |
130-203 |
130-203 |
130-203 |
130-165 |
| S1 |
130-032 |
130-032 |
130-155 |
129-275 |
| S2 |
129-198 |
129-198 |
130-125 |
|
| S3 |
128-193 |
129-027 |
130-096 |
|
| S4 |
127-188 |
128-022 |
130-006 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-260 |
129-095 |
1-165 |
1.2% |
0-128 |
0.3% |
10% |
False |
True |
1,650 |
| 10 |
131-055 |
129-095 |
1-280 |
1.4% |
0-100 |
0.2% |
8% |
False |
True |
1,464 |
| 20 |
131-075 |
128-245 |
2-150 |
1.9% |
0-093 |
0.2% |
28% |
False |
False |
1,058 |
| 40 |
131-075 |
127-310 |
3-085 |
2.5% |
0-056 |
0.1% |
45% |
False |
False |
534 |
| 60 |
131-075 |
127-205 |
3-190 |
2.8% |
0-037 |
0.1% |
50% |
False |
False |
356 |
| 80 |
131-075 |
124-115 |
6-280 |
5.3% |
0-028 |
0.1% |
74% |
False |
False |
267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-111 |
|
2.618 |
130-227 |
|
1.618 |
130-102 |
|
1.000 |
130-025 |
|
0.618 |
129-297 |
|
HIGH |
129-220 |
|
0.618 |
129-172 |
|
0.500 |
129-158 |
|
0.382 |
129-143 |
|
LOW |
129-095 |
|
0.618 |
129-018 |
|
1.000 |
128-290 |
|
1.618 |
128-213 |
|
2.618 |
128-088 |
|
4.250 |
127-204 |
|
|
| Fisher Pivots for day following 21-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-158 |
129-268 |
| PP |
129-153 |
129-227 |
| S1 |
129-149 |
129-186 |
|