ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 06-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2016 |
06-May-2016 |
Change |
Change % |
Previous Week |
Open |
130-130 |
130-210 |
0-080 |
0.2% |
129-255 |
High |
130-250 |
131-045 |
0-115 |
0.3% |
131-045 |
Low |
130-055 |
130-130 |
0-075 |
0.2% |
129-165 |
Close |
130-215 |
130-150 |
-0-065 |
-0.2% |
130-150 |
Range |
0-195 |
0-235 |
0-040 |
20.5% |
1-200 |
ATR |
0-146 |
0-152 |
0-006 |
4.4% |
0-000 |
Volume |
9,370 |
11,168 |
1,798 |
19.2% |
46,136 |
|
Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-280 |
132-130 |
130-279 |
|
R3 |
132-045 |
131-215 |
130-215 |
|
R2 |
131-130 |
131-130 |
130-193 |
|
R1 |
130-300 |
130-300 |
130-172 |
130-258 |
PP |
130-215 |
130-215 |
130-215 |
130-194 |
S1 |
130-065 |
130-065 |
130-128 |
130-023 |
S2 |
129-300 |
129-300 |
130-107 |
|
S3 |
129-065 |
129-150 |
130-085 |
|
S4 |
128-150 |
128-235 |
130-021 |
|
|
Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-080 |
134-155 |
131-116 |
|
R3 |
133-200 |
132-275 |
130-293 |
|
R2 |
132-000 |
132-000 |
130-245 |
|
R1 |
131-075 |
131-075 |
130-198 |
131-198 |
PP |
130-120 |
130-120 |
130-120 |
130-181 |
S1 |
129-195 |
129-195 |
130-102 |
129-318 |
S2 |
128-240 |
128-240 |
130-055 |
|
S3 |
127-040 |
127-315 |
130-007 |
|
S4 |
125-160 |
126-115 |
129-184 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-045 |
129-165 |
1-200 |
1.2% |
0-192 |
0.5% |
59% |
True |
False |
9,227 |
10 |
131-045 |
128-285 |
2-080 |
1.7% |
0-162 |
0.4% |
70% |
True |
False |
6,601 |
20 |
131-055 |
128-285 |
2-090 |
1.7% |
0-134 |
0.3% |
69% |
False |
False |
4,066 |
40 |
131-075 |
127-310 |
3-085 |
2.5% |
0-098 |
0.2% |
77% |
False |
False |
2,210 |
60 |
131-075 |
127-310 |
3-085 |
2.5% |
0-066 |
0.2% |
77% |
False |
False |
1,473 |
80 |
131-075 |
126-175 |
4-220 |
3.6% |
0-050 |
0.1% |
84% |
False |
False |
1,105 |
100 |
131-075 |
124-115 |
6-280 |
5.3% |
0-040 |
0.1% |
89% |
False |
False |
884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-084 |
2.618 |
133-020 |
1.618 |
132-105 |
1.000 |
131-280 |
0.618 |
131-190 |
HIGH |
131-045 |
0.618 |
130-275 |
0.500 |
130-248 |
0.382 |
130-220 |
LOW |
130-130 |
0.618 |
129-305 |
1.000 |
129-215 |
1.618 |
129-070 |
2.618 |
128-155 |
4.250 |
127-091 |
|
|
Fisher Pivots for day following 06-May-2016 |
Pivot |
1 day |
3 day |
R1 |
130-248 |
130-188 |
PP |
130-215 |
130-175 |
S1 |
130-183 |
130-163 |
|