ECBOT 10 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 05-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
| Open |
130-075 |
130-130 |
0-055 |
0.1% |
129-085 |
| High |
130-140 |
130-250 |
0-110 |
0.3% |
130-000 |
| Low |
130-010 |
130-055 |
0-045 |
0.1% |
128-285 |
| Close |
130-105 |
130-215 |
0-110 |
0.3% |
129-295 |
| Range |
0-130 |
0-195 |
0-065 |
50.0% |
1-035 |
| ATR |
0-142 |
0-146 |
0-004 |
2.7% |
0-000 |
| Volume |
6,355 |
9,370 |
3,015 |
47.4% |
19,876 |
|
| Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-118 |
132-042 |
131-002 |
|
| R3 |
131-243 |
131-167 |
130-269 |
|
| R2 |
131-048 |
131-048 |
130-251 |
|
| R1 |
130-292 |
130-292 |
130-233 |
131-010 |
| PP |
130-173 |
130-173 |
130-173 |
130-193 |
| S1 |
130-097 |
130-097 |
130-197 |
130-135 |
| S2 |
129-298 |
129-298 |
130-179 |
|
| S3 |
129-103 |
129-222 |
130-161 |
|
| S4 |
128-228 |
129-027 |
130-108 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-298 |
132-172 |
130-170 |
|
| R3 |
131-263 |
131-137 |
130-073 |
|
| R2 |
130-228 |
130-228 |
130-040 |
|
| R1 |
130-102 |
130-102 |
130-008 |
130-165 |
| PP |
129-193 |
129-193 |
129-193 |
129-225 |
| S1 |
129-067 |
129-067 |
129-262 |
129-130 |
| S2 |
128-158 |
128-158 |
129-230 |
|
| S3 |
127-123 |
128-032 |
129-197 |
|
| S4 |
126-088 |
126-317 |
129-100 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-250 |
129-165 |
1-085 |
1.0% |
0-172 |
0.4% |
91% |
True |
False |
7,604 |
| 10 |
130-250 |
128-285 |
1-285 |
1.4% |
0-151 |
0.4% |
94% |
True |
False |
5,587 |
| 20 |
131-055 |
128-285 |
2-090 |
1.7% |
0-126 |
0.3% |
78% |
False |
False |
3,525 |
| 40 |
131-075 |
127-310 |
3-085 |
2.5% |
0-092 |
0.2% |
83% |
False |
False |
1,930 |
| 60 |
131-075 |
127-310 |
3-085 |
2.5% |
0-063 |
0.1% |
83% |
False |
False |
1,287 |
| 80 |
131-075 |
126-175 |
4-220 |
3.6% |
0-047 |
0.1% |
88% |
False |
False |
965 |
| 100 |
131-075 |
124-115 |
6-280 |
5.3% |
0-038 |
0.1% |
92% |
False |
False |
772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-119 |
|
2.618 |
132-121 |
|
1.618 |
131-246 |
|
1.000 |
131-125 |
|
0.618 |
131-051 |
|
HIGH |
130-250 |
|
0.618 |
130-176 |
|
0.500 |
130-153 |
|
0.382 |
130-130 |
|
LOW |
130-055 |
|
0.618 |
129-254 |
|
1.000 |
129-180 |
|
1.618 |
129-059 |
|
2.618 |
128-184 |
|
4.250 |
127-186 |
|
|
| Fisher Pivots for day following 05-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
130-194 |
130-163 |
| PP |
130-173 |
130-110 |
| S1 |
130-153 |
130-058 |
|