ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 15-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
130-195 |
130-095 |
-0-100 |
-0.2% |
131-025 |
| High |
130-225 |
130-235 |
0-010 |
0.0% |
131-070 |
| Low |
130-065 |
130-065 |
0-000 |
0.0% |
130-065 |
| Close |
130-120 |
130-205 |
0-085 |
0.2% |
130-205 |
| Range |
0-160 |
0-170 |
0-010 |
6.3% |
1-005 |
| ATR |
0-175 |
0-174 |
0-000 |
-0.2% |
0-000 |
| Volume |
1,076,080 |
819,010 |
-257,070 |
-23.9% |
4,752,259 |
|
| Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-038 |
131-292 |
130-298 |
|
| R3 |
131-188 |
131-122 |
130-252 |
|
| R2 |
131-018 |
131-018 |
130-236 |
|
| R1 |
130-272 |
130-272 |
130-221 |
130-305 |
| PP |
130-168 |
130-168 |
130-168 |
130-185 |
| S1 |
130-102 |
130-102 |
130-189 |
130-135 |
| S2 |
129-318 |
129-318 |
130-174 |
|
| S3 |
129-148 |
129-252 |
130-158 |
|
| S4 |
128-298 |
129-082 |
130-112 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-235 |
133-065 |
131-064 |
|
| R3 |
132-230 |
132-060 |
130-294 |
|
| R2 |
131-225 |
131-225 |
130-265 |
|
| R1 |
131-055 |
131-055 |
130-235 |
130-298 |
| PP |
130-220 |
130-220 |
130-220 |
130-181 |
| S1 |
130-050 |
130-050 |
130-175 |
129-292 |
| S2 |
129-215 |
129-215 |
130-145 |
|
| S3 |
128-210 |
129-045 |
130-116 |
|
| S4 |
127-205 |
128-040 |
130-026 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-070 |
130-065 |
1-005 |
0.8% |
0-152 |
0.4% |
43% |
False |
True |
950,451 |
| 10 |
131-095 |
130-065 |
1-030 |
0.8% |
0-148 |
0.4% |
40% |
False |
True |
923,343 |
| 20 |
131-095 |
128-205 |
2-210 |
2.0% |
0-163 |
0.4% |
75% |
False |
False |
933,197 |
| 40 |
131-140 |
128-015 |
3-125 |
2.6% |
0-182 |
0.4% |
76% |
False |
False |
1,042,282 |
| 60 |
132-205 |
127-230 |
4-295 |
3.8% |
0-195 |
0.5% |
59% |
False |
False |
704,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-318 |
|
2.618 |
132-040 |
|
1.618 |
131-190 |
|
1.000 |
131-085 |
|
0.618 |
131-020 |
|
HIGH |
130-235 |
|
0.618 |
130-170 |
|
0.500 |
130-150 |
|
0.382 |
130-130 |
|
LOW |
130-065 |
|
0.618 |
129-280 |
|
1.000 |
129-215 |
|
1.618 |
129-110 |
|
2.618 |
128-260 |
|
4.250 |
127-302 |
|
|
| Fisher Pivots for day following 15-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
130-187 |
130-187 |
| PP |
130-168 |
130-168 |
| S1 |
130-150 |
130-150 |
|