ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 17-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
Open |
131-000 |
130-145 |
-0-175 |
-0.4% |
130-125 |
High |
131-020 |
130-180 |
-0-160 |
-0.4% |
131-015 |
Low |
130-145 |
130-070 |
-0-075 |
-0.2% |
130-125 |
Close |
130-150 |
130-115 |
-0-035 |
-0.1% |
130-300 |
Range |
0-195 |
0-110 |
-0-085 |
-43.6% |
0-210 |
ATR |
0-147 |
0-144 |
-0-003 |
-1.8% |
0-000 |
Volume |
33,624 |
39,389 |
5,765 |
17.1% |
58,721 |
|
Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-132 |
131-073 |
130-175 |
|
R3 |
131-022 |
130-283 |
130-145 |
|
R2 |
130-232 |
130-232 |
130-135 |
|
R1 |
130-173 |
130-173 |
130-125 |
130-148 |
PP |
130-122 |
130-122 |
130-122 |
130-109 |
S1 |
130-063 |
130-063 |
130-105 |
130-038 |
S2 |
130-012 |
130-012 |
130-095 |
|
S3 |
129-222 |
129-273 |
130-085 |
|
S4 |
129-112 |
129-163 |
130-055 |
|
|
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 |
130-070 |
0-270 |
0.6% |
0-142 |
0.3% |
17% |
False |
True |
23,931 |
10 |
131-045 |
130-010 |
1-035 |
0.9% |
0-147 |
0.4% |
30% |
False |
False |
15,862 |
20 |
131-045 |
128-285 |
2-080 |
1.7% |
0-151 |
0.4% |
65% |
False |
False |
10,160 |
40 |
131-075 |
128-140 |
2-255 |
2.1% |
0-117 |
0.3% |
69% |
False |
False |
5,503 |
60 |
131-075 |
127-310 |
3-085 |
2.5% |
0-082 |
0.2% |
73% |
False |
False |
3,669 |
80 |
131-075 |
127-105 |
3-290 |
3.0% |
0-061 |
0.1% |
78% |
False |
False |
2,751 |
100 |
131-075 |
124-115 |
6-280 |
5.3% |
0-049 |
0.1% |
87% |
False |
False |
2,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-007 |
2.618 |
131-148 |
1.618 |
131-038 |
1.000 |
130-290 |
0.618 |
130-248 |
HIGH |
130-180 |
0.618 |
130-138 |
0.500 |
130-125 |
0.382 |
130-112 |
LOW |
130-070 |
0.618 |
130-002 |
1.000 |
129-280 |
1.618 |
129-212 |
2.618 |
129-102 |
4.250 |
128-243 |
|
|
Fisher Pivots for day following 17-May-2016 |
Pivot |
1 day |
3 day |
R1 |
130-125 |
130-205 |
PP |
130-122 |
130-175 |
S1 |
130-118 |
130-145 |
|