ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 09-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2016 |
09-May-2016 |
Change |
Change % |
Previous Week |
Open |
130-210 |
130-125 |
-0-085 |
-0.2% |
129-255 |
High |
131-045 |
130-260 |
-0-105 |
-0.3% |
131-045 |
Low |
130-130 |
130-125 |
-0-005 |
0.0% |
129-165 |
Close |
130-150 |
130-240 |
0-090 |
0.2% |
130-150 |
Range |
0-235 |
0-135 |
-0-100 |
-42.5% |
1-200 |
ATR |
0-152 |
0-151 |
-0-001 |
-0.8% |
0-000 |
Volume |
11,168 |
9,747 |
-1,421 |
-12.7% |
46,136 |
|
Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-293 |
131-242 |
130-314 |
|
R3 |
131-158 |
131-107 |
130-277 |
|
R2 |
131-023 |
131-023 |
130-265 |
|
R1 |
130-292 |
130-292 |
130-252 |
130-318 |
PP |
130-208 |
130-208 |
130-208 |
130-221 |
S1 |
130-157 |
130-157 |
130-228 |
130-182 |
S2 |
130-073 |
130-073 |
130-215 |
|
S3 |
129-258 |
130-022 |
130-203 |
|
S4 |
129-123 |
129-207 |
130-166 |
|
|
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 |
129-185 |
1-180 |
1.2% |
0-188 |
0.4% |
75% |
False |
False |
9,571 |
10 |
131-045 |
128-285 |
2-080 |
1.7% |
0-168 |
0.4% |
83% |
False |
False |
7,348 |
20 |
131-045 |
128-285 |
2-080 |
1.7% |
0-135 |
0.3% |
83% |
False |
False |
4,486 |
40 |
131-075 |
128-010 |
3-065 |
2.4% |
0-102 |
0.2% |
85% |
False |
False |
2,453 |
60 |
131-075 |
127-310 |
3-085 |
2.5% |
0-069 |
0.2% |
85% |
False |
False |
1,635 |
80 |
131-075 |
126-175 |
4-220 |
3.6% |
0-052 |
0.1% |
90% |
False |
False |
1,226 |
100 |
131-075 |
124-115 |
6-280 |
5.3% |
0-041 |
0.1% |
93% |
False |
False |
981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-194 |
2.618 |
131-293 |
1.618 |
131-158 |
1.000 |
131-075 |
0.618 |
131-023 |
HIGH |
130-260 |
0.618 |
130-208 |
0.500 |
130-192 |
0.382 |
130-177 |
LOW |
130-125 |
0.618 |
130-042 |
1.000 |
129-310 |
1.618 |
129-227 |
2.618 |
129-092 |
4.250 |
128-191 |
|
|
Fisher Pivots for day following 09-May-2016 |
Pivot |
1 day |
3 day |
R1 |
130-224 |
130-230 |
PP |
130-208 |
130-220 |
S1 |
130-192 |
130-210 |
|