ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 22-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
129-260 |
129-220 |
-0-040 |
-0.1% |
130-275 |
| High |
129-290 |
129-250 |
-0-040 |
-0.1% |
130-285 |
| Low |
129-145 |
129-115 |
-0-030 |
-0.1% |
129-115 |
| Close |
129-195 |
129-150 |
-0-045 |
-0.1% |
129-150 |
| Range |
0-145 |
0-135 |
-0-010 |
-6.9% |
1-170 |
| ATR |
0-174 |
0-171 |
-0-003 |
-1.6% |
0-000 |
| Volume |
1,397,890 |
1,012,534 |
-385,356 |
-27.6% |
5,619,484 |
|
| Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-257 |
130-178 |
129-224 |
|
| R3 |
130-122 |
130-043 |
129-187 |
|
| R2 |
129-307 |
129-307 |
129-175 |
|
| R1 |
129-228 |
129-228 |
129-162 |
129-200 |
| PP |
129-172 |
129-172 |
129-172 |
129-158 |
| S1 |
129-093 |
129-093 |
129-138 |
129-065 |
| S2 |
129-037 |
129-037 |
129-125 |
|
| S3 |
128-222 |
128-278 |
129-113 |
|
| S4 |
128-087 |
128-143 |
129-076 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-160 |
133-165 |
130-100 |
|
| R3 |
132-310 |
131-315 |
129-285 |
|
| R2 |
131-140 |
131-140 |
129-240 |
|
| R1 |
130-145 |
130-145 |
129-195 |
130-058 |
| PP |
129-290 |
129-290 |
129-290 |
129-246 |
| S1 |
128-295 |
128-295 |
129-105 |
128-208 |
| S2 |
128-120 |
128-120 |
129-060 |
|
| S3 |
126-270 |
127-125 |
129-015 |
|
| S4 |
125-100 |
125-275 |
128-200 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-285 |
129-115 |
1-170 |
1.2% |
0-165 |
0.4% |
7% |
False |
True |
1,123,896 |
| 10 |
131-070 |
129-115 |
1-275 |
1.4% |
0-158 |
0.4% |
6% |
False |
True |
1,037,174 |
| 20 |
131-095 |
128-310 |
2-105 |
1.8% |
0-160 |
0.4% |
21% |
False |
False |
993,264 |
| 40 |
131-095 |
128-015 |
3-080 |
2.5% |
0-175 |
0.4% |
44% |
False |
False |
1,064,801 |
| 60 |
132-205 |
128-010 |
4-195 |
3.6% |
0-197 |
0.5% |
31% |
False |
False |
797,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-184 |
|
2.618 |
130-283 |
|
1.618 |
130-148 |
|
1.000 |
130-065 |
|
0.618 |
130-013 |
|
HIGH |
129-250 |
|
0.618 |
129-198 |
|
0.500 |
129-182 |
|
0.382 |
129-167 |
|
LOW |
129-115 |
|
0.618 |
129-032 |
|
1.000 |
128-300 |
|
1.618 |
128-217 |
|
2.618 |
128-082 |
|
4.250 |
127-181 |
|
|
| Fisher Pivots for day following 22-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-182 |
129-312 |
| PP |
129-172 |
129-258 |
| S1 |
129-161 |
129-204 |
|