ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 11-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
Open |
130-240 |
130-210 |
-0-030 |
-0.1% |
129-255 |
High |
130-265 |
131-015 |
0-070 |
0.2% |
131-045 |
Low |
130-195 |
130-210 |
0-015 |
0.0% |
129-165 |
Close |
130-235 |
130-275 |
0-040 |
0.1% |
130-150 |
Range |
0-070 |
0-125 |
0-055 |
78.6% |
1-200 |
ATR |
0-145 |
0-144 |
-0-001 |
-1.0% |
0-000 |
Volume |
2,329 |
7,902 |
5,573 |
239.3% |
46,136 |
|
Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-008 |
131-267 |
131-024 |
|
R3 |
131-203 |
131-142 |
130-309 |
|
R2 |
131-078 |
131-078 |
130-298 |
|
R1 |
131-017 |
131-017 |
130-286 |
131-048 |
PP |
130-273 |
130-273 |
130-273 |
130-289 |
S1 |
130-212 |
130-212 |
130-264 |
130-243 |
S2 |
130-148 |
130-148 |
130-252 |
|
S3 |
130-023 |
130-087 |
130-241 |
|
S4 |
129-218 |
129-282 |
130-206 |
|
|
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 |
130-055 |
0-310 |
0.7% |
0-152 |
0.4% |
71% |
False |
False |
8,103 |
10 |
131-045 |
129-160 |
1-205 |
1.3% |
0-158 |
0.4% |
83% |
False |
False |
7,270 |
20 |
131-045 |
128-285 |
2-080 |
1.7% |
0-138 |
0.3% |
88% |
False |
False |
4,843 |
40 |
131-075 |
128-140 |
2-255 |
2.1% |
0-106 |
0.3% |
87% |
False |
False |
2,709 |
60 |
131-075 |
127-310 |
3-085 |
2.5% |
0-072 |
0.2% |
89% |
False |
False |
1,806 |
80 |
131-075 |
127-045 |
4-030 |
3.1% |
0-054 |
0.1% |
91% |
False |
False |
1,354 |
100 |
131-075 |
124-115 |
6-280 |
5.3% |
0-043 |
0.1% |
95% |
False |
False |
1,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-226 |
2.618 |
132-022 |
1.618 |
131-217 |
1.000 |
131-140 |
0.618 |
131-092 |
HIGH |
131-015 |
0.618 |
130-287 |
0.500 |
130-273 |
0.382 |
130-258 |
LOW |
130-210 |
0.618 |
130-133 |
1.000 |
130-085 |
1.618 |
130-008 |
2.618 |
129-203 |
4.250 |
128-319 |
|
|
Fisher Pivots for day following 11-May-2016 |
Pivot |
1 day |
3 day |
R1 |
130-274 |
130-260 |
PP |
130-273 |
130-245 |
S1 |
130-273 |
130-230 |
|