ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 10-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2016 |
10-May-2016 |
Change |
Change % |
Previous Week |
Open |
130-125 |
130-240 |
0-115 |
0.3% |
129-255 |
High |
130-260 |
130-265 |
0-005 |
0.0% |
131-045 |
Low |
130-125 |
130-195 |
0-070 |
0.2% |
129-165 |
Close |
130-240 |
130-235 |
-0-005 |
0.0% |
130-150 |
Range |
0-135 |
0-070 |
-0-065 |
-48.2% |
1-200 |
ATR |
0-151 |
0-145 |
-0-006 |
-3.8% |
0-000 |
Volume |
9,747 |
2,329 |
-7,418 |
-76.1% |
46,136 |
|
Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-122 |
131-088 |
130-273 |
|
R3 |
131-052 |
131-018 |
130-254 |
|
R2 |
130-302 |
130-302 |
130-248 |
|
R1 |
130-268 |
130-268 |
130-241 |
130-250 |
PP |
130-232 |
130-232 |
130-232 |
130-223 |
S1 |
130-198 |
130-198 |
130-229 |
130-180 |
S2 |
130-162 |
130-162 |
130-222 |
|
S3 |
130-092 |
130-128 |
130-216 |
|
S4 |
130-022 |
130-058 |
130-197 |
|
|
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 |
130-010 |
1-035 |
0.8% |
0-153 |
0.4% |
63% |
False |
False |
7,793 |
10 |
131-045 |
129-040 |
2-005 |
1.5% |
0-164 |
0.4% |
80% |
False |
False |
7,254 |
20 |
131-045 |
128-285 |
2-080 |
1.7% |
0-135 |
0.3% |
82% |
False |
False |
4,501 |
40 |
131-075 |
128-010 |
3-065 |
2.5% |
0-103 |
0.2% |
84% |
False |
False |
2,512 |
60 |
131-075 |
127-310 |
3-085 |
2.5% |
0-070 |
0.2% |
85% |
False |
False |
1,674 |
80 |
131-075 |
127-045 |
4-030 |
3.1% |
0-052 |
0.1% |
88% |
False |
False |
1,256 |
100 |
131-075 |
124-115 |
6-280 |
5.3% |
0-042 |
0.1% |
93% |
False |
False |
1,004 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-242 |
2.618 |
131-128 |
1.618 |
131-058 |
1.000 |
131-015 |
0.618 |
130-308 |
HIGH |
130-265 |
0.618 |
130-238 |
0.500 |
130-230 |
0.382 |
130-222 |
LOW |
130-195 |
0.618 |
130-152 |
1.000 |
130-125 |
1.618 |
130-082 |
2.618 |
130-012 |
4.250 |
129-218 |
|
|
Fisher Pivots for day following 10-May-2016 |
Pivot |
1 day |
3 day |
R1 |
130-233 |
130-245 |
PP |
130-232 |
130-242 |
S1 |
130-230 |
130-238 |
|