ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 03-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2016 |
03-May-2016 |
Change |
Change % |
Previous Week |
| Open |
129-295 |
129-205 |
-0-090 |
-0.2% |
129-165 |
| High |
130-050 |
130-150 |
0-100 |
0.2% |
130-060 |
| Low |
129-200 |
129-205 |
0-005 |
0.0% |
129-020 |
| Close |
129-225 |
130-095 |
0-190 |
0.5% |
130-020 |
| Range |
0-170 |
0-265 |
0-095 |
55.9% |
1-040 |
| ATR |
0-170 |
0-177 |
0-007 |
4.0% |
0-000 |
| Volume |
890,234 |
1,321,886 |
431,652 |
48.5% |
6,120,110 |
|
| Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-198 |
132-092 |
130-241 |
|
| R3 |
131-253 |
131-147 |
130-168 |
|
| R2 |
130-308 |
130-308 |
130-144 |
|
| R1 |
130-202 |
130-202 |
130-119 |
130-255 |
| PP |
130-043 |
130-043 |
130-043 |
130-070 |
| S1 |
129-257 |
129-257 |
130-071 |
129-310 |
| S2 |
129-098 |
129-098 |
130-046 |
|
| S3 |
128-153 |
128-312 |
130-022 |
|
| S4 |
127-208 |
128-047 |
129-269 |
|
|
| 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 |
130-150 |
129-050 |
1-100 |
1.0% |
0-200 |
0.5% |
87% |
True |
False |
1,266,011 |
| 10 |
130-190 |
129-020 |
1-170 |
1.2% |
0-184 |
0.4% |
81% |
False |
False |
1,203,475 |
| 20 |
131-095 |
129-020 |
2-075 |
1.7% |
0-167 |
0.4% |
55% |
False |
False |
1,072,423 |
| 40 |
131-095 |
128-015 |
3-080 |
2.5% |
0-176 |
0.4% |
69% |
False |
False |
1,046,059 |
| 60 |
132-205 |
128-015 |
4-190 |
3.5% |
0-194 |
0.5% |
49% |
False |
False |
934,836 |
| 80 |
132-205 |
126-135 |
6-070 |
4.8% |
0-187 |
0.4% |
62% |
False |
False |
702,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-316 |
|
2.618 |
132-204 |
|
1.618 |
131-259 |
|
1.000 |
131-095 |
|
0.618 |
130-314 |
|
HIGH |
130-150 |
|
0.618 |
130-049 |
|
0.500 |
130-018 |
|
0.382 |
129-306 |
|
LOW |
129-205 |
|
0.618 |
129-041 |
|
1.000 |
128-260 |
|
1.618 |
128-096 |
|
2.618 |
127-151 |
|
4.250 |
126-039 |
|
|
| Fisher Pivots for day following 03-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
130-069 |
130-068 |
| PP |
130-043 |
130-042 |
| S1 |
130-018 |
130-015 |
|