ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 26-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2016 |
26-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
129-165 |
129-095 |
-0-070 |
-0.2% |
130-275 |
| High |
129-225 |
129-155 |
-0-070 |
-0.2% |
130-285 |
| Low |
129-090 |
129-020 |
-0-070 |
-0.2% |
129-115 |
| Close |
129-120 |
129-055 |
-0-065 |
-0.2% |
129-150 |
| Range |
0-135 |
0-135 |
0-000 |
0.0% |
1-170 |
| ATR |
0-169 |
0-166 |
-0-002 |
-1.4% |
0-000 |
| Volume |
943,310 |
1,058,861 |
115,551 |
12.2% |
5,619,484 |
|
| Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-162 |
130-083 |
129-129 |
|
| R3 |
130-027 |
129-268 |
129-092 |
|
| R2 |
129-212 |
129-212 |
129-080 |
|
| R1 |
129-133 |
129-133 |
129-067 |
129-105 |
| PP |
129-077 |
129-077 |
129-077 |
129-062 |
| S1 |
128-318 |
128-318 |
129-043 |
128-290 |
| S2 |
128-262 |
128-262 |
129-030 |
|
| S3 |
128-127 |
128-183 |
129-018 |
|
| S4 |
127-312 |
128-048 |
128-301 |
|
|
| 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 |
130-190 |
129-020 |
1-170 |
1.2% |
0-167 |
0.4% |
7% |
False |
True |
1,140,938 |
| 10 |
130-285 |
129-020 |
1-265 |
1.4% |
0-154 |
0.4% |
6% |
False |
True |
1,059,017 |
| 20 |
131-095 |
129-020 |
2-075 |
1.7% |
0-152 |
0.4% |
5% |
False |
True |
1,019,624 |
| 40 |
131-095 |
128-015 |
3-080 |
2.5% |
0-179 |
0.4% |
35% |
False |
False |
1,052,969 |
| 60 |
132-205 |
128-015 |
4-190 |
3.6% |
0-196 |
0.5% |
24% |
False |
False |
830,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-089 |
|
2.618 |
130-188 |
|
1.618 |
130-053 |
|
1.000 |
129-290 |
|
0.618 |
129-238 |
|
HIGH |
129-155 |
|
0.618 |
129-103 |
|
0.500 |
129-088 |
|
0.382 |
129-072 |
|
LOW |
129-020 |
|
0.618 |
128-257 |
|
1.000 |
128-205 |
|
1.618 |
128-122 |
|
2.618 |
127-307 |
|
4.250 |
127-086 |
|
|
| Fisher Pivots for day following 26-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-088 |
129-135 |
| PP |
129-077 |
129-108 |
| S1 |
129-066 |
129-082 |
|