ECBOT 10 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 27-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2016 |
27-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
129-050 |
129-040 |
-0-010 |
0.0% |
130-245 |
| High |
129-065 |
129-225 |
0-160 |
0.4% |
130-260 |
| Low |
128-285 |
129-040 |
0-075 |
0.2% |
129-075 |
| Close |
128-310 |
129-195 |
0-205 |
0.5% |
129-100 |
| Range |
0-100 |
0-185 |
0-085 |
85.0% |
1-185 |
| ATR |
0-122 |
0-130 |
0-008 |
6.6% |
0-000 |
| Volume |
3,270 |
7,745 |
4,475 |
136.9% |
8,203 |
|
| Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-068 |
130-317 |
129-297 |
|
| R3 |
130-203 |
130-132 |
129-246 |
|
| R2 |
130-018 |
130-018 |
129-229 |
|
| R1 |
129-267 |
129-267 |
129-212 |
129-302 |
| PP |
129-153 |
129-153 |
129-153 |
129-171 |
| S1 |
129-082 |
129-082 |
129-178 |
129-118 |
| S2 |
128-288 |
128-288 |
129-161 |
|
| S3 |
128-103 |
128-217 |
129-144 |
|
| S4 |
127-238 |
128-032 |
129-093 |
|
|
| 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 |
129-225 |
128-285 |
0-260 |
0.6% |
0-123 |
0.3% |
88% |
True |
False |
3,341 |
| 10 |
130-260 |
128-285 |
1-295 |
1.5% |
0-117 |
0.3% |
37% |
False |
False |
2,416 |
| 20 |
131-075 |
128-285 |
2-110 |
1.8% |
0-099 |
0.2% |
31% |
False |
False |
1,745 |
| 40 |
131-075 |
127-310 |
3-085 |
2.5% |
0-068 |
0.2% |
50% |
False |
False |
891 |
| 60 |
131-075 |
127-310 |
3-085 |
2.5% |
0-046 |
0.1% |
50% |
False |
False |
594 |
| 80 |
131-075 |
124-260 |
6-135 |
5.0% |
0-034 |
0.1% |
75% |
False |
False |
445 |
| 100 |
131-075 |
123-275 |
7-120 |
5.7% |
0-027 |
0.1% |
78% |
False |
False |
356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-051 |
|
2.618 |
131-069 |
|
1.618 |
130-204 |
|
1.000 |
130-090 |
|
0.618 |
130-019 |
|
HIGH |
129-225 |
|
0.618 |
129-154 |
|
0.500 |
129-132 |
|
0.382 |
129-111 |
|
LOW |
129-040 |
|
0.618 |
128-246 |
|
1.000 |
128-175 |
|
1.618 |
128-061 |
|
2.618 |
127-196 |
|
4.250 |
126-214 |
|
|
| Fisher Pivots for day following 27-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-174 |
129-162 |
| PP |
129-153 |
129-128 |
| S1 |
129-132 |
129-095 |
|