ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 25-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2016 |
25-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
129-220 |
129-165 |
-0-055 |
-0.1% |
130-275 |
| High |
129-250 |
129-225 |
-0-025 |
-0.1% |
130-285 |
| Low |
129-115 |
129-090 |
-0-025 |
-0.1% |
129-115 |
| Close |
129-150 |
129-120 |
-0-030 |
-0.1% |
129-150 |
| Range |
0-135 |
0-135 |
0-000 |
0.0% |
1-170 |
| ATR |
0-171 |
0-169 |
-0-003 |
-1.5% |
0-000 |
| Volume |
1,012,534 |
943,310 |
-69,224 |
-6.8% |
5,619,484 |
|
| Daily Pivots for day following 25-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-230 |
130-150 |
129-194 |
|
| R3 |
130-095 |
130-015 |
129-157 |
|
| R2 |
129-280 |
129-280 |
129-145 |
|
| R1 |
129-200 |
129-200 |
129-132 |
129-172 |
| PP |
129-145 |
129-145 |
129-145 |
129-131 |
| S1 |
129-065 |
129-065 |
129-108 |
129-038 |
| S2 |
129-010 |
129-010 |
129-095 |
|
| S3 |
128-195 |
128-250 |
129-083 |
|
| S4 |
128-060 |
128-115 |
129-046 |
|
|
| 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 |
130-190 |
129-090 |
1-100 |
1.0% |
0-159 |
0.4% |
7% |
False |
True |
1,132,614 |
| 10 |
131-010 |
129-090 |
1-240 |
1.4% |
0-158 |
0.4% |
5% |
False |
True |
1,050,889 |
| 20 |
131-095 |
129-065 |
2-030 |
1.6% |
0-159 |
0.4% |
8% |
False |
False |
1,019,063 |
| 40 |
131-095 |
128-015 |
3-080 |
2.5% |
0-178 |
0.4% |
41% |
False |
False |
1,058,201 |
| 60 |
132-205 |
128-015 |
4-190 |
3.6% |
0-197 |
0.5% |
29% |
False |
False |
813,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-159 |
|
2.618 |
130-258 |
|
1.618 |
130-123 |
|
1.000 |
130-040 |
|
0.618 |
129-308 |
|
HIGH |
129-225 |
|
0.618 |
129-173 |
|
0.500 |
129-158 |
|
0.382 |
129-142 |
|
LOW |
129-090 |
|
0.618 |
129-007 |
|
1.000 |
128-275 |
|
1.618 |
128-192 |
|
2.618 |
128-057 |
|
4.250 |
127-156 |
|
|
| Fisher Pivots for day following 25-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-158 |
129-190 |
| PP |
129-145 |
129-167 |
| S1 |
129-132 |
129-143 |
|