ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 01-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2016 |
01-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
130-015 |
130-155 |
0-140 |
0.3% |
129-050 |
| High |
130-170 |
130-160 |
-0-010 |
0.0% |
130-170 |
| Low |
129-305 |
130-020 |
0-035 |
0.1% |
128-310 |
| Close |
130-125 |
130-095 |
-0-030 |
-0.1% |
130-095 |
| Range |
0-185 |
0-140 |
-0-045 |
-24.3% |
1-180 |
| ATR |
0-202 |
0-197 |
-0-004 |
-2.2% |
0-000 |
| Volume |
1,138,040 |
1,275,666 |
137,626 |
12.1% |
5,012,376 |
|
| Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-192 |
131-123 |
130-172 |
|
| R3 |
131-052 |
130-303 |
130-134 |
|
| R2 |
130-232 |
130-232 |
130-121 |
|
| R1 |
130-163 |
130-163 |
130-108 |
130-128 |
| PP |
130-092 |
130-092 |
130-092 |
130-074 |
| S1 |
130-023 |
130-023 |
130-082 |
129-308 |
| S2 |
129-272 |
129-272 |
130-069 |
|
| S3 |
129-132 |
129-203 |
130-056 |
|
| S4 |
128-312 |
129-063 |
130-018 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-198 |
134-007 |
131-050 |
|
| R3 |
133-018 |
132-147 |
130-232 |
|
| R2 |
131-158 |
131-158 |
130-187 |
|
| R1 |
130-287 |
130-287 |
130-141 |
131-062 |
| PP |
129-298 |
129-298 |
129-298 |
130-026 |
| S1 |
129-107 |
129-107 |
130-049 |
129-202 |
| S2 |
128-118 |
128-118 |
130-003 |
|
| S3 |
126-258 |
127-247 |
129-278 |
|
| S4 |
125-078 |
126-067 |
129-140 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-170 |
128-310 |
1-180 |
1.2% |
0-180 |
0.4% |
85% |
False |
False |
1,002,475 |
| 10 |
130-170 |
128-205 |
1-285 |
1.5% |
0-178 |
0.4% |
88% |
False |
False |
943,052 |
| 20 |
130-170 |
128-015 |
2-155 |
1.9% |
0-192 |
0.5% |
91% |
False |
False |
1,054,686 |
| 40 |
132-205 |
128-015 |
4-190 |
3.5% |
0-211 |
0.5% |
49% |
False |
False |
823,357 |
| 60 |
132-205 |
126-000 |
6-205 |
5.1% |
0-194 |
0.5% |
65% |
False |
False |
550,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-115 |
|
2.618 |
131-207 |
|
1.618 |
131-067 |
|
1.000 |
130-300 |
|
0.618 |
130-247 |
|
HIGH |
130-160 |
|
0.618 |
130-107 |
|
0.500 |
130-090 |
|
0.382 |
130-073 |
|
LOW |
130-020 |
|
0.618 |
129-253 |
|
1.000 |
129-200 |
|
1.618 |
129-113 |
|
2.618 |
128-293 |
|
4.250 |
128-065 |
|
|
| Fisher Pivots for day following 01-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
130-093 |
130-076 |
| PP |
130-092 |
130-057 |
| S1 |
130-090 |
130-038 |
|