ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 07-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2016 |
07-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
130-275 |
130-215 |
-0-060 |
-0.1% |
129-050 |
| High |
130-290 |
131-095 |
0-125 |
0.3% |
130-170 |
| Low |
130-165 |
130-185 |
0-020 |
0.0% |
128-310 |
| Close |
130-220 |
131-080 |
0-180 |
0.4% |
130-095 |
| Range |
0-125 |
0-230 |
0-105 |
84.0% |
1-180 |
| ATR |
0-184 |
0-188 |
0-003 |
1.8% |
0-000 |
| Volume |
944,334 |
1,016,410 |
72,076 |
7.6% |
5,012,376 |
|
| Daily Pivots for day following 07-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-063 |
132-302 |
131-206 |
|
| R3 |
132-153 |
132-072 |
131-143 |
|
| R2 |
131-243 |
131-243 |
131-122 |
|
| R1 |
131-162 |
131-162 |
131-101 |
131-202 |
| PP |
131-013 |
131-013 |
131-013 |
131-034 |
| S1 |
130-252 |
130-252 |
131-059 |
130-292 |
| S2 |
130-103 |
130-103 |
131-038 |
|
| S3 |
129-193 |
130-022 |
131-017 |
|
| S4 |
128-283 |
129-112 |
130-274 |
|
|
| 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 |
131-095 |
130-020 |
1-075 |
0.9% |
0-146 |
0.3% |
96% |
True |
False |
994,616 |
| 10 |
131-095 |
128-310 |
2-105 |
1.8% |
0-165 |
0.4% |
98% |
True |
False |
945,903 |
| 20 |
131-095 |
128-015 |
3-080 |
2.5% |
0-181 |
0.4% |
99% |
True |
False |
1,007,561 |
| 40 |
132-205 |
128-015 |
4-190 |
3.5% |
0-203 |
0.5% |
70% |
False |
False |
913,625 |
| 60 |
132-205 |
126-135 |
6-070 |
4.7% |
0-197 |
0.5% |
78% |
False |
False |
612,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-112 |
|
2.618 |
133-057 |
|
1.618 |
132-147 |
|
1.000 |
132-005 |
|
0.618 |
131-237 |
|
HIGH |
131-095 |
|
0.618 |
131-007 |
|
0.500 |
130-300 |
|
0.382 |
130-273 |
|
LOW |
130-185 |
|
0.618 |
130-043 |
|
1.000 |
129-275 |
|
1.618 |
129-133 |
|
2.618 |
128-223 |
|
4.250 |
127-168 |
|
|
| Fisher Pivots for day following 07-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
131-047 |
131-043 |
| PP |
131-013 |
131-007 |
| S1 |
130-300 |
130-290 |
|