ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 05-Aug-2015
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
SELL(-0.13)
Moving Averages
Sell
-0.33
Oscillators
Neutral
0.00
Price Levels
Sell
-0.50
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 0.3%
20-Day Historical Volatility: 0.1%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
-0.2%
3-Month (63d)
—
6-Month (126d)
—
1-Year (252d)
—
Year-To-Date (YTD)
-0.7%
52-Week Range
52W Low: 123-160 (1.6%)
Position (64%)
52W High: 126-210 (0.9%)
Daily Pivots for day following 05-Aug-2015
Weekly Pivots for week ending 31-Jul-2015
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 125-165 |
| 2.618 | 125-165 |
| 1.618 | 125-165 |
| 1.000 | 125-165 |
| 0.618 | 125-165 |
| HIGH | 125-165 |
| 0.618 | 125-165 |
| 0.500 | 125-165 |
| 0.382 | 125-165 |
| LOW | 125-165 |
| 0.618 | 125-165 |
| 1.000 | 125-165 |
| 1.618 | 125-165 |
| 2.618 | 125-165 |
| 4.250 | 125-165 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 125-292 |
| 38.2% | 125-144 |
| 50.0% | 125-025 |
| 61.8% | 124-226 |
| 78.6% | 124-056 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 125-319 | -0-154 | -0.4% | Below |
| 10-Day SMA | 125-254 | -0-089 | -0.2% | Below |
| 20-Day SMA | 125-089 | 0-076 | 0.2% | Above |
| 50-Day SMA | Insufficient data | |||
| 100-Day SMA | Insufficient data | |||
| 200-Day SMA | Insufficient data | |||
Bollinger Bands (20, 2):
Upper: 126-169
Middle: 125-089
Lower: 124-010
Bandwidth: 2.0%
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral50.57
Neutral 30–70MACD (12, 26, 9)
Bullish Cross0.31
Signal: 0.24 · Hist: 0.07Stochastic (14, 3)
Neutral%K: 46.61
%D: 73.18StochRSI (14)
Neutral%K: 63.61
%D: 80.81ADX (14) & Trend
Neutral11.32
+DI: 50.57 · -DI: 49.43CCI (20)
Neutral30.18
Range -100 to +100Williams %R (14)
Neutral-53.39
Range -100 to 0Ultimate Oscillator
Neutral48.74
Periods: 7, 14, 28ROC (12)
Bearish0.78%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral-0.13
Bull: -0.13 · Bear: -0.13High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 126-200 | 125-165 | 1-035 | 0.9% | 0-000 | 0.0% | 0% | False | True | 0 |
| 10 | 126-200 | 125-100 | 1-100 | 1.0% | 0-000 | 0.0% | 15% | False | False | 0 |
| 20 | 126-200 | 124-075 | 2-125 | 1.9% | 0-000 | 0.0% | 54% | False | False | 0 |
| 40 | 126-200 | 123-160 | 3-040 | 2.5% | 0-000 | 0.0% | 64% | False | False | 0 |