ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 18-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
Open |
130-145 |
130-070 |
-0-075 |
-0.2% |
130-125 |
High |
130-180 |
130-100 |
-0-080 |
-0.2% |
131-015 |
Low |
130-070 |
129-060 |
-1-010 |
-0.8% |
130-125 |
Close |
130-115 |
129-075 |
-1-040 |
-0.9% |
130-300 |
Range |
0-110 |
1-040 |
0-250 |
227.3% |
0-210 |
ATR |
0-144 |
0-161 |
0-016 |
11.4% |
0-000 |
Volume |
39,389 |
128,283 |
88,894 |
225.7% |
58,721 |
|
Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-305 |
132-070 |
129-273 |
|
R3 |
131-265 |
131-030 |
129-174 |
|
R2 |
130-225 |
130-225 |
129-141 |
|
R1 |
129-310 |
129-310 |
129-108 |
129-248 |
PP |
129-185 |
129-185 |
129-185 |
129-154 |
S1 |
128-270 |
128-270 |
129-042 |
128-208 |
S2 |
128-145 |
128-145 |
129-009 |
|
S3 |
127-105 |
127-230 |
128-296 |
|
S4 |
126-065 |
126-190 |
128-197 |
|
|
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 |
129-060 |
1-280 |
1.5% |
0-189 |
0.5% |
3% |
False |
True |
48,007 |
10 |
131-045 |
129-060 |
1-305 |
1.5% |
0-170 |
0.4% |
2% |
False |
True |
28,055 |
20 |
131-045 |
128-285 |
2-080 |
1.7% |
0-157 |
0.4% |
15% |
False |
False |
16,472 |
40 |
131-075 |
128-235 |
2-160 |
1.9% |
0-125 |
0.3% |
20% |
False |
False |
8,705 |
60 |
131-075 |
127-310 |
3-085 |
2.5% |
0-088 |
0.2% |
39% |
False |
False |
5,807 |
80 |
131-075 |
127-190 |
3-205 |
2.8% |
0-066 |
0.2% |
45% |
False |
False |
4,355 |
100 |
131-075 |
124-115 |
6-280 |
5.3% |
0-053 |
0.1% |
71% |
False |
False |
3,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-030 |
2.618 |
133-082 |
1.618 |
132-042 |
1.000 |
131-140 |
0.618 |
131-002 |
HIGH |
130-100 |
0.618 |
129-282 |
0.500 |
129-240 |
0.382 |
129-198 |
LOW |
129-060 |
0.618 |
128-158 |
1.000 |
128-020 |
1.618 |
127-118 |
2.618 |
126-078 |
4.250 |
124-130 |
|
|
Fisher Pivots for day following 18-May-2016 |
Pivot |
1 day |
3 day |
R1 |
129-240 |
130-040 |
PP |
129-185 |
129-265 |
S1 |
129-130 |
129-170 |
|