ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 21-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
130-105 |
129-260 |
-0-165 |
-0.4% |
131-025 |
| High |
130-190 |
129-290 |
-0-220 |
-0.5% |
131-070 |
| Low |
129-225 |
129-145 |
-0-080 |
-0.2% |
130-065 |
| Close |
129-240 |
129-195 |
-0-045 |
-0.1% |
130-205 |
| Range |
0-285 |
0-145 |
-0-140 |
-49.1% |
1-005 |
| ATR |
0-176 |
0-174 |
-0-002 |
-1.3% |
0-000 |
| Volume |
1,292,098 |
1,397,890 |
105,792 |
8.2% |
4,752,259 |
|
| Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-005 |
130-245 |
129-275 |
|
| R3 |
130-180 |
130-100 |
129-235 |
|
| R2 |
130-035 |
130-035 |
129-222 |
|
| R1 |
129-275 |
129-275 |
129-208 |
129-242 |
| PP |
129-210 |
129-210 |
129-210 |
129-194 |
| S1 |
129-130 |
129-130 |
129-182 |
129-098 |
| S2 |
129-065 |
129-065 |
129-168 |
|
| S3 |
128-240 |
128-305 |
129-155 |
|
| S4 |
128-095 |
128-160 |
129-115 |
|
|
| 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 |
130-285 |
129-145 |
1-140 |
1.1% |
0-172 |
0.4% |
11% |
False |
True |
1,085,192 |
| 10 |
131-085 |
129-145 |
1-260 |
1.4% |
0-158 |
0.4% |
9% |
False |
True |
1,014,296 |
| 20 |
131-095 |
128-310 |
2-105 |
1.8% |
0-162 |
0.4% |
28% |
False |
False |
980,099 |
| 40 |
131-095 |
128-015 |
3-080 |
2.5% |
0-178 |
0.4% |
48% |
False |
False |
1,077,714 |
| 60 |
132-205 |
127-280 |
4-245 |
3.7% |
0-197 |
0.5% |
36% |
False |
False |
780,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-266 |
|
2.618 |
131-030 |
|
1.618 |
130-205 |
|
1.000 |
130-115 |
|
0.618 |
130-060 |
|
HIGH |
129-290 |
|
0.618 |
129-235 |
|
0.500 |
129-218 |
|
0.382 |
129-200 |
|
LOW |
129-145 |
|
0.618 |
129-055 |
|
1.000 |
129-000 |
|
1.618 |
128-230 |
|
2.618 |
128-085 |
|
4.250 |
127-169 |
|
|
| Fisher Pivots for day following 21-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-218 |
130-008 |
| PP |
129-210 |
129-283 |
| S1 |
129-202 |
129-239 |
|