ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 12-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
Open |
130-210 |
130-285 |
0-075 |
0.2% |
129-255 |
High |
131-015 |
130-285 |
-0-050 |
-0.1% |
131-045 |
Low |
130-210 |
130-145 |
-0-065 |
-0.2% |
129-165 |
Close |
130-275 |
130-170 |
-0-105 |
-0.3% |
130-150 |
Range |
0-125 |
0-140 |
0-015 |
12.0% |
1-200 |
ATR |
0-144 |
0-143 |
0-000 |
-0.2% |
0-000 |
Volume |
7,902 |
15,163 |
7,261 |
91.9% |
46,136 |
|
Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-300 |
131-215 |
130-247 |
|
R3 |
131-160 |
131-075 |
130-209 |
|
R2 |
131-020 |
131-020 |
130-196 |
|
R1 |
130-255 |
130-255 |
130-183 |
130-228 |
PP |
130-200 |
130-200 |
130-200 |
130-186 |
S1 |
130-115 |
130-115 |
130-157 |
130-088 |
S2 |
130-060 |
130-060 |
130-144 |
|
S3 |
129-240 |
129-295 |
130-132 |
|
S4 |
129-100 |
129-155 |
130-093 |
|
|
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 |
130-125 |
0-240 |
0.6% |
0-141 |
0.3% |
19% |
False |
False |
9,261 |
10 |
131-045 |
129-165 |
1-200 |
1.2% |
0-156 |
0.4% |
63% |
False |
False |
8,433 |
20 |
131-045 |
128-285 |
2-080 |
1.7% |
0-143 |
0.3% |
73% |
False |
False |
5,521 |
40 |
131-075 |
128-140 |
2-255 |
2.1% |
0-110 |
0.3% |
75% |
False |
False |
3,088 |
60 |
131-075 |
127-310 |
3-085 |
2.5% |
0-074 |
0.2% |
78% |
False |
False |
2,059 |
80 |
131-075 |
127-050 |
4-025 |
3.1% |
0-056 |
0.1% |
83% |
False |
False |
1,544 |
100 |
131-075 |
124-115 |
6-280 |
5.3% |
0-045 |
0.1% |
90% |
False |
False |
1,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-240 |
2.618 |
132-012 |
1.618 |
131-192 |
1.000 |
131-105 |
0.618 |
131-052 |
HIGH |
130-285 |
0.618 |
130-232 |
0.500 |
130-215 |
0.382 |
130-198 |
LOW |
130-145 |
0.618 |
130-058 |
1.000 |
130-005 |
1.618 |
129-238 |
2.618 |
129-098 |
4.250 |
128-190 |
|
|
Fisher Pivots for day following 12-May-2016 |
Pivot |
1 day |
3 day |
R1 |
130-215 |
130-240 |
PP |
130-200 |
130-217 |
S1 |
130-185 |
130-193 |
|