ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 04-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2016 |
04-May-2016 |
Change |
Change % |
Previous Week |
| Open |
129-205 |
130-100 |
0-215 |
0.5% |
129-165 |
| High |
130-150 |
130-175 |
0-025 |
0.1% |
130-060 |
| Low |
129-205 |
130-050 |
0-165 |
0.4% |
129-020 |
| Close |
130-095 |
130-140 |
0-045 |
0.1% |
130-020 |
| Range |
0-265 |
0-125 |
-0-140 |
-52.8% |
1-040 |
| ATR |
0-177 |
0-173 |
-0-004 |
-2.1% |
0-000 |
| Volume |
1,321,886 |
1,118,669 |
-203,217 |
-15.4% |
6,120,110 |
|
| Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-177 |
131-123 |
130-209 |
|
| R3 |
131-052 |
130-318 |
130-174 |
|
| R2 |
130-247 |
130-247 |
130-163 |
|
| R1 |
130-193 |
130-193 |
130-151 |
130-220 |
| PP |
130-122 |
130-122 |
130-122 |
130-135 |
| S1 |
130-068 |
130-068 |
130-129 |
130-095 |
| S2 |
129-317 |
129-317 |
130-117 |
|
| S3 |
129-192 |
129-263 |
130-106 |
|
| S4 |
129-067 |
129-138 |
130-071 |
|
|
| 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 |
130-175 |
129-200 |
0-295 |
0.7% |
0-179 |
0.4% |
88% |
True |
False |
1,261,052 |
| 10 |
130-175 |
129-020 |
1-155 |
1.1% |
0-168 |
0.4% |
93% |
True |
False |
1,186,132 |
| 20 |
131-095 |
129-020 |
2-075 |
1.7% |
0-167 |
0.4% |
62% |
False |
False |
1,081,140 |
| 40 |
131-095 |
128-015 |
3-080 |
2.5% |
0-173 |
0.4% |
74% |
False |
False |
1,045,551 |
| 60 |
132-205 |
128-015 |
4-190 |
3.5% |
0-191 |
0.5% |
52% |
False |
False |
953,247 |
| 80 |
132-205 |
126-135 |
6-070 |
4.8% |
0-188 |
0.5% |
65% |
False |
False |
716,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-066 |
|
2.618 |
131-182 |
|
1.618 |
131-057 |
|
1.000 |
130-300 |
|
0.618 |
130-252 |
|
HIGH |
130-175 |
|
0.618 |
130-127 |
|
0.500 |
130-112 |
|
0.382 |
130-098 |
|
LOW |
130-050 |
|
0.618 |
129-293 |
|
1.000 |
129-245 |
|
1.618 |
129-168 |
|
2.618 |
129-043 |
|
4.250 |
128-159 |
|
|
| Fisher Pivots for day following 04-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
130-131 |
130-102 |
| PP |
130-122 |
130-065 |
| S1 |
130-112 |
130-028 |
|