ECBOT 10 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 22-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
129-205 |
129-190 |
-0-015 |
0.0% |
130-245 |
| High |
129-220 |
129-195 |
-0-025 |
-0.1% |
130-260 |
| Low |
129-095 |
129-075 |
-0-020 |
0.0% |
129-075 |
| Close |
129-145 |
129-100 |
-0-045 |
-0.1% |
129-100 |
| Range |
0-125 |
0-120 |
-0-005 |
-4.0% |
1-185 |
| ATR |
0-127 |
0-127 |
-0-001 |
-0.4% |
0-000 |
| Volume |
2,391 |
1,029 |
-1,362 |
-57.0% |
8,203 |
|
| Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-163 |
130-092 |
129-166 |
|
| R3 |
130-043 |
129-292 |
129-133 |
|
| R2 |
129-243 |
129-243 |
129-122 |
|
| R1 |
129-172 |
129-172 |
129-111 |
129-148 |
| PP |
129-123 |
129-123 |
129-123 |
129-111 |
| S1 |
129-052 |
129-052 |
129-089 |
129-028 |
| S2 |
129-003 |
129-003 |
129-078 |
|
| S3 |
128-203 |
128-252 |
129-067 |
|
| S4 |
128-083 |
128-132 |
129-034 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-167 |
133-158 |
130-058 |
|
| R3 |
132-302 |
131-293 |
129-239 |
|
| R2 |
131-117 |
131-117 |
129-193 |
|
| R1 |
130-108 |
130-108 |
129-146 |
130-020 |
| PP |
129-252 |
129-252 |
129-252 |
129-208 |
| S1 |
128-243 |
128-243 |
129-054 |
128-155 |
| S2 |
128-067 |
128-067 |
129-007 |
|
| S3 |
126-202 |
127-058 |
128-281 |
|
| S4 |
125-017 |
125-193 |
128-142 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-260 |
129-075 |
1-185 |
1.2% |
0-140 |
0.3% |
5% |
False |
True |
1,640 |
| 10 |
131-055 |
129-075 |
1-300 |
1.5% |
0-105 |
0.3% |
4% |
False |
True |
1,531 |
| 20 |
131-075 |
128-245 |
2-150 |
1.9% |
0-097 |
0.2% |
22% |
False |
False |
1,109 |
| 40 |
131-075 |
127-310 |
3-085 |
2.5% |
0-059 |
0.1% |
41% |
False |
False |
559 |
| 60 |
131-075 |
127-255 |
3-140 |
2.7% |
0-039 |
0.1% |
44% |
False |
False |
373 |
| 80 |
131-075 |
124-115 |
6-280 |
5.3% |
0-030 |
0.1% |
72% |
False |
False |
279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-065 |
|
2.618 |
130-189 |
|
1.618 |
130-069 |
|
1.000 |
129-315 |
|
0.618 |
129-269 |
|
HIGH |
129-195 |
|
0.618 |
129-149 |
|
0.500 |
129-135 |
|
0.382 |
129-121 |
|
LOW |
129-075 |
|
0.618 |
129-001 |
|
1.000 |
128-275 |
|
1.618 |
128-201 |
|
2.618 |
128-081 |
|
4.250 |
127-205 |
|
|
| Fisher Pivots for day following 22-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-135 |
129-258 |
| PP |
129-123 |
129-205 |
| S1 |
129-112 |
129-153 |
|