ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 16-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2016 |
16-May-2016 |
Change |
Change % |
Previous Week |
Open |
130-170 |
131-000 |
0-150 |
0.4% |
130-125 |
High |
130-305 |
131-020 |
0-035 |
0.1% |
131-015 |
Low |
130-165 |
130-145 |
-0-020 |
0.0% |
130-125 |
Close |
130-300 |
130-150 |
-0-150 |
-0.4% |
130-300 |
Range |
0-140 |
0-195 |
0-055 |
39.3% |
0-210 |
ATR |
0-143 |
0-147 |
0-004 |
2.6% |
0-000 |
Volume |
23,580 |
33,624 |
10,044 |
42.6% |
58,721 |
|
Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-157 |
132-028 |
130-257 |
|
R3 |
131-282 |
131-153 |
130-204 |
|
R2 |
131-087 |
131-087 |
130-186 |
|
R1 |
130-278 |
130-278 |
130-168 |
130-245 |
PP |
130-212 |
130-212 |
130-212 |
130-195 |
S1 |
130-083 |
130-083 |
130-132 |
130-050 |
S2 |
130-017 |
130-017 |
130-114 |
|
S3 |
129-142 |
129-208 |
130-096 |
|
S4 |
128-267 |
129-013 |
130-043 |
|
|
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 |
131-020 |
130-145 |
0-195 |
0.5% |
0-134 |
0.3% |
3% |
True |
True |
16,519 |
10 |
131-045 |
129-185 |
1-180 |
1.2% |
0-161 |
0.4% |
57% |
False |
False |
13,045 |
20 |
131-045 |
128-285 |
2-080 |
1.7% |
0-150 |
0.4% |
70% |
False |
False |
8,272 |
40 |
131-075 |
128-140 |
2-255 |
2.1% |
0-116 |
0.3% |
73% |
False |
False |
4,518 |
60 |
131-075 |
127-310 |
3-085 |
2.5% |
0-080 |
0.2% |
77% |
False |
False |
3,012 |
80 |
131-075 |
127-050 |
4-025 |
3.1% |
0-060 |
0.1% |
81% |
False |
False |
2,259 |
100 |
131-075 |
124-115 |
6-280 |
5.3% |
0-048 |
0.1% |
89% |
False |
False |
1,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-209 |
2.618 |
132-211 |
1.618 |
132-016 |
1.000 |
131-215 |
0.618 |
131-141 |
HIGH |
131-020 |
0.618 |
130-266 |
0.500 |
130-242 |
0.382 |
130-219 |
LOW |
130-145 |
0.618 |
130-024 |
1.000 |
129-270 |
1.618 |
129-149 |
2.618 |
128-274 |
4.250 |
127-276 |
|
|
Fisher Pivots for day following 16-May-2016 |
Pivot |
1 day |
3 day |
R1 |
130-242 |
130-242 |
PP |
130-212 |
130-212 |
S1 |
130-181 |
130-181 |
|