ECBOT 10 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 28-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2016 |
28-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
129-040 |
129-255 |
0-215 |
0.5% |
130-245 |
| High |
129-225 |
130-000 |
0-095 |
0.2% |
130-260 |
| Low |
129-040 |
129-160 |
0-120 |
0.3% |
129-075 |
| Close |
129-195 |
129-255 |
0-060 |
0.1% |
129-100 |
| Range |
0-185 |
0-160 |
-0-025 |
-13.5% |
1-185 |
| ATR |
0-130 |
0-132 |
0-002 |
1.6% |
0-000 |
| Volume |
7,745 |
3,536 |
-4,209 |
-54.3% |
8,203 |
|
| Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-085 |
131-010 |
130-023 |
|
| R3 |
130-245 |
130-170 |
129-299 |
|
| R2 |
130-085 |
130-085 |
129-284 |
|
| R1 |
130-010 |
130-010 |
129-270 |
130-015 |
| PP |
129-245 |
129-245 |
129-245 |
129-248 |
| S1 |
129-170 |
129-170 |
129-240 |
129-175 |
| S2 |
129-085 |
129-085 |
129-226 |
|
| S3 |
128-245 |
129-010 |
129-211 |
|
| S4 |
128-085 |
128-170 |
129-167 |
|
|
| 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 |
130-000 |
128-285 |
1-035 |
0.9% |
0-130 |
0.3% |
82% |
True |
False |
3,570 |
| 10 |
130-260 |
128-285 |
1-295 |
1.5% |
0-129 |
0.3% |
47% |
False |
False |
2,610 |
| 20 |
131-075 |
128-285 |
2-110 |
1.8% |
0-103 |
0.2% |
39% |
False |
False |
1,920 |
| 40 |
131-075 |
127-310 |
3-085 |
2.5% |
0-071 |
0.2% |
56% |
False |
False |
980 |
| 60 |
131-075 |
127-310 |
3-085 |
2.5% |
0-048 |
0.1% |
56% |
False |
False |
653 |
| 80 |
131-075 |
124-285 |
6-110 |
4.9% |
0-036 |
0.1% |
77% |
False |
False |
490 |
| 100 |
131-075 |
124-075 |
7-000 |
5.4% |
0-029 |
0.1% |
79% |
False |
False |
392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-040 |
|
2.618 |
131-099 |
|
1.618 |
130-259 |
|
1.000 |
130-160 |
|
0.618 |
130-099 |
|
HIGH |
130-000 |
|
0.618 |
129-259 |
|
0.500 |
129-240 |
|
0.382 |
129-221 |
|
LOW |
129-160 |
|
0.618 |
129-061 |
|
1.000 |
129-000 |
|
1.618 |
128-221 |
|
2.618 |
128-061 |
|
4.250 |
127-120 |
|
|
| Fisher Pivots for day following 28-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-250 |
129-218 |
| PP |
129-245 |
129-180 |
| S1 |
129-240 |
129-142 |
|