ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 29-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2016 |
29-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
129-275 |
130-015 |
0-060 |
0.1% |
129-165 |
| High |
130-055 |
130-060 |
0-005 |
0.0% |
130-060 |
| Low |
129-210 |
129-210 |
0-000 |
0.0% |
129-020 |
| Close |
129-305 |
130-020 |
0-035 |
0.1% |
130-020 |
| Range |
0-165 |
0-170 |
0-005 |
3.0% |
1-040 |
| ATR |
0-170 |
0-170 |
0-000 |
0.0% |
0-000 |
| Volume |
1,477,696 |
1,496,779 |
19,083 |
1.3% |
6,120,110 |
|
| Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-180 |
131-110 |
130-114 |
|
| R3 |
131-010 |
130-260 |
130-067 |
|
| R2 |
130-160 |
130-160 |
130-051 |
|
| R1 |
130-090 |
130-090 |
130-036 |
130-125 |
| PP |
129-310 |
129-310 |
129-310 |
130-008 |
| S1 |
129-240 |
129-240 |
130-004 |
129-275 |
| S2 |
129-140 |
129-140 |
129-309 |
|
| S3 |
128-290 |
129-070 |
129-293 |
|
| S4 |
128-120 |
128-220 |
129-246 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-047 |
132-233 |
130-218 |
|
| R3 |
132-007 |
131-193 |
130-119 |
|
| R2 |
130-287 |
130-287 |
130-086 |
|
| R1 |
130-153 |
130-153 |
130-053 |
130-220 |
| PP |
129-247 |
129-247 |
129-247 |
129-280 |
| S1 |
129-113 |
129-113 |
129-307 |
129-180 |
| S2 |
128-207 |
128-207 |
129-274 |
|
| S3 |
127-167 |
128-073 |
129-241 |
|
| S4 |
126-127 |
127-033 |
129-142 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-060 |
129-020 |
1-040 |
0.9% |
0-167 |
0.4% |
89% |
True |
False |
1,224,022 |
| 10 |
130-285 |
129-020 |
1-265 |
1.4% |
0-166 |
0.4% |
55% |
False |
False |
1,173,959 |
| 20 |
131-095 |
129-020 |
2-075 |
1.7% |
0-157 |
0.4% |
45% |
False |
False |
1,048,651 |
| 40 |
131-095 |
128-015 |
3-080 |
2.5% |
0-174 |
0.4% |
62% |
False |
False |
1,051,668 |
| 60 |
132-205 |
128-015 |
4-190 |
3.5% |
0-193 |
0.5% |
44% |
False |
False |
898,455 |
| 80 |
132-205 |
126-000 |
6-205 |
5.1% |
0-185 |
0.4% |
61% |
False |
False |
675,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-142 |
|
2.618 |
131-185 |
|
1.618 |
131-015 |
|
1.000 |
130-230 |
|
0.618 |
130-165 |
|
HIGH |
130-060 |
|
0.618 |
129-315 |
|
0.500 |
129-295 |
|
0.382 |
129-275 |
|
LOW |
129-210 |
|
0.618 |
129-105 |
|
1.000 |
129-040 |
|
1.618 |
128-255 |
|
2.618 |
128-085 |
|
4.250 |
127-128 |
|
|
| Fisher Pivots for day following 29-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
130-005 |
129-298 |
| PP |
129-310 |
129-257 |
| S1 |
129-295 |
129-215 |
|