ECBOT 10 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 24-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
| Open |
129-205 |
129-225 |
0-020 |
0.0% |
131-000 |
| High |
129-265 |
129-255 |
-0-010 |
0.0% |
131-020 |
| Low |
129-160 |
129-095 |
-0-065 |
-0.2% |
129-060 |
| Close |
129-210 |
129-150 |
-0-060 |
-0.1% |
129-190 |
| Range |
0-105 |
0-160 |
0-055 |
52.4% |
1-280 |
| ATR |
0-152 |
0-153 |
0-001 |
0.4% |
0-000 |
| Volume |
371,083 |
991,983 |
620,900 |
167.3% |
397,036 |
|
| Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-007 |
130-238 |
129-238 |
|
| R3 |
130-167 |
130-078 |
129-194 |
|
| R2 |
130-007 |
130-007 |
129-179 |
|
| R1 |
129-238 |
129-238 |
129-165 |
129-202 |
| PP |
129-167 |
129-167 |
129-167 |
129-149 |
| S1 |
129-078 |
129-078 |
129-135 |
129-042 |
| S2 |
129-007 |
129-007 |
129-121 |
|
| S3 |
128-167 |
128-238 |
129-106 |
|
| S4 |
128-007 |
128-078 |
129-062 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-183 |
134-147 |
130-200 |
|
| R3 |
133-223 |
132-187 |
130-035 |
|
| R2 |
131-263 |
131-263 |
129-300 |
|
| R1 |
130-227 |
130-227 |
129-245 |
130-105 |
| PP |
129-303 |
129-303 |
129-303 |
129-243 |
| S1 |
128-267 |
128-267 |
129-135 |
128-145 |
| S2 |
128-023 |
128-023 |
129-080 |
|
| S3 |
126-063 |
126-307 |
129-025 |
|
| S4 |
124-103 |
125-027 |
128-180 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-100 |
129-060 |
1-040 |
0.9% |
0-176 |
0.4% |
25% |
False |
False |
337,417 |
| 10 |
131-020 |
129-060 |
1-280 |
1.4% |
0-159 |
0.4% |
15% |
False |
False |
180,674 |
| 20 |
131-045 |
129-040 |
2-005 |
1.6% |
0-162 |
0.4% |
17% |
False |
False |
93,964 |
| 40 |
131-075 |
128-285 |
2-110 |
1.8% |
0-126 |
0.3% |
25% |
False |
False |
47,661 |
| 60 |
131-075 |
127-310 |
3-085 |
2.5% |
0-096 |
0.2% |
46% |
False |
False |
31,787 |
| 80 |
131-075 |
127-310 |
3-085 |
2.5% |
0-072 |
0.2% |
46% |
False |
False |
23,840 |
| 100 |
131-075 |
124-210 |
6-185 |
5.1% |
0-058 |
0.1% |
73% |
False |
False |
19,072 |
| 120 |
131-075 |
123-275 |
7-120 |
5.7% |
0-048 |
0.1% |
76% |
False |
False |
15,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-295 |
|
2.618 |
131-034 |
|
1.618 |
130-194 |
|
1.000 |
130-095 |
|
0.618 |
130-034 |
|
HIGH |
129-255 |
|
0.618 |
129-194 |
|
0.500 |
129-175 |
|
0.382 |
129-156 |
|
LOW |
129-095 |
|
0.618 |
128-316 |
|
1.000 |
128-255 |
|
1.618 |
128-156 |
|
2.618 |
127-316 |
|
4.250 |
127-055 |
|
|
| Fisher Pivots for day following 24-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-175 |
129-180 |
| PP |
129-167 |
129-170 |
| S1 |
129-158 |
129-160 |
|