ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 13-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2016 |
13-May-2016 |
Change |
Change % |
Previous Week |
Open |
130-285 |
130-170 |
-0-115 |
-0.3% |
130-125 |
High |
130-285 |
130-305 |
0-020 |
0.0% |
131-015 |
Low |
130-145 |
130-165 |
0-020 |
0.0% |
130-125 |
Close |
130-170 |
130-300 |
0-130 |
0.3% |
130-300 |
Range |
0-140 |
0-140 |
0-000 |
0.0% |
0-210 |
ATR |
0-143 |
0-143 |
0-000 |
-0.2% |
0-000 |
Volume |
15,163 |
23,580 |
8,417 |
55.5% |
58,721 |
|
Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-037 |
131-308 |
131-057 |
|
R3 |
131-217 |
131-168 |
131-018 |
|
R2 |
131-077 |
131-077 |
131-006 |
|
R1 |
131-028 |
131-028 |
130-313 |
131-052 |
PP |
130-257 |
130-257 |
130-257 |
130-269 |
S1 |
130-208 |
130-208 |
130-287 |
130-232 |
S2 |
130-117 |
130-117 |
130-274 |
|
S3 |
129-297 |
130-068 |
130-262 |
|
S4 |
129-157 |
129-248 |
130-223 |
|
|
Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-243 |
132-162 |
131-096 |
|
R3 |
132-033 |
131-272 |
131-038 |
|
R2 |
131-143 |
131-143 |
131-019 |
|
R1 |
131-062 |
131-062 |
130-319 |
131-103 |
PP |
130-253 |
130-253 |
130-253 |
130-274 |
S1 |
130-172 |
130-172 |
130-281 |
130-212 |
S2 |
130-043 |
130-043 |
130-261 |
|
S3 |
129-153 |
129-282 |
130-242 |
|
S4 |
128-263 |
129-072 |
130-184 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-015 |
130-125 |
0-210 |
0.5% |
0-122 |
0.3% |
83% |
False |
False |
11,744 |
10 |
131-045 |
129-165 |
1-200 |
1.2% |
0-157 |
0.4% |
88% |
False |
False |
10,485 |
20 |
131-045 |
128-285 |
2-080 |
1.7% |
0-147 |
0.4% |
91% |
False |
False |
6,646 |
40 |
131-075 |
128-140 |
2-255 |
2.1% |
0-111 |
0.3% |
89% |
False |
False |
3,678 |
60 |
131-075 |
127-310 |
3-085 |
2.5% |
0-077 |
0.2% |
91% |
False |
False |
2,452 |
80 |
131-075 |
127-050 |
4-025 |
3.1% |
0-057 |
0.1% |
93% |
False |
False |
1,839 |
100 |
131-075 |
124-115 |
6-280 |
5.3% |
0-046 |
0.1% |
96% |
False |
False |
1,471 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-260 |
2.618 |
132-032 |
1.618 |
131-212 |
1.000 |
131-125 |
0.618 |
131-072 |
HIGH |
130-305 |
0.618 |
130-252 |
0.500 |
130-235 |
0.382 |
130-218 |
LOW |
130-165 |
0.618 |
130-078 |
1.000 |
130-025 |
1.618 |
129-258 |
2.618 |
129-118 |
4.250 |
128-210 |
|
|
Fisher Pivots for day following 13-May-2016 |
Pivot |
1 day |
3 day |
R1 |
130-278 |
130-280 |
PP |
130-257 |
130-260 |
S1 |
130-235 |
130-240 |
|