ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 27-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2016 |
27-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
129-095 |
129-055 |
-0-040 |
-0.1% |
130-275 |
| High |
129-155 |
129-280 |
0-125 |
0.3% |
130-285 |
| Low |
129-020 |
129-050 |
0-030 |
0.1% |
129-115 |
| Close |
129-055 |
129-250 |
0-195 |
0.5% |
129-150 |
| Range |
0-135 |
0-230 |
0-095 |
70.4% |
1-170 |
| ATR |
0-166 |
0-171 |
0-005 |
2.7% |
0-000 |
| Volume |
1,058,861 |
1,143,464 |
84,603 |
8.0% |
5,619,484 |
|
| Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-243 |
131-157 |
130-056 |
|
| R3 |
131-013 |
130-247 |
129-313 |
|
| R2 |
130-103 |
130-103 |
129-292 |
|
| R1 |
130-017 |
130-017 |
129-271 |
130-060 |
| PP |
129-193 |
129-193 |
129-193 |
129-215 |
| S1 |
129-107 |
129-107 |
129-229 |
129-150 |
| S2 |
128-283 |
128-283 |
129-208 |
|
| S3 |
128-053 |
128-197 |
129-187 |
|
| S4 |
127-143 |
127-287 |
129-124 |
|
|
| 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 |
129-290 |
129-020 |
0-270 |
0.7% |
0-156 |
0.4% |
85% |
False |
False |
1,111,211 |
| 10 |
130-285 |
129-020 |
1-265 |
1.4% |
0-166 |
0.4% |
39% |
False |
False |
1,066,020 |
| 20 |
131-095 |
129-020 |
2-075 |
1.7% |
0-157 |
0.4% |
32% |
False |
False |
1,020,612 |
| 40 |
131-095 |
128-015 |
3-080 |
2.5% |
0-174 |
0.4% |
53% |
False |
False |
1,042,286 |
| 60 |
132-205 |
128-015 |
4-190 |
3.5% |
0-196 |
0.5% |
38% |
False |
False |
849,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-298 |
|
2.618 |
131-242 |
|
1.618 |
131-012 |
|
1.000 |
130-190 |
|
0.618 |
130-102 |
|
HIGH |
129-280 |
|
0.618 |
129-192 |
|
0.500 |
129-165 |
|
0.382 |
129-138 |
|
LOW |
129-050 |
|
0.618 |
128-228 |
|
1.000 |
128-140 |
|
1.618 |
127-318 |
|
2.618 |
127-088 |
|
4.250 |
126-032 |
|
|
| Fisher Pivots for day following 27-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-222 |
129-217 |
| PP |
129-193 |
129-183 |
| S1 |
129-165 |
129-150 |
|