ECBOT 10 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 25-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
| Open |
129-225 |
129-135 |
-0-090 |
-0.2% |
131-000 |
| High |
129-255 |
129-175 |
-0-080 |
-0.2% |
131-020 |
| Low |
129-095 |
129-070 |
-0-025 |
-0.1% |
129-060 |
| Close |
129-150 |
129-120 |
-0-030 |
-0.1% |
129-190 |
| Range |
0-160 |
0-105 |
-0-055 |
-34.4% |
1-280 |
| ATR |
0-153 |
0-149 |
-0-003 |
-2.2% |
0-000 |
| Volume |
991,983 |
1,361,021 |
369,038 |
37.2% |
397,036 |
|
| Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-117 |
130-063 |
129-178 |
|
| R3 |
130-012 |
129-278 |
129-149 |
|
| R2 |
129-227 |
129-227 |
129-139 |
|
| R1 |
129-173 |
129-173 |
129-130 |
129-148 |
| PP |
129-122 |
129-122 |
129-122 |
129-109 |
| S1 |
129-068 |
129-068 |
129-110 |
129-042 |
| S2 |
129-017 |
129-017 |
129-101 |
|
| S3 |
128-232 |
128-283 |
129-091 |
|
| S4 |
128-127 |
128-178 |
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 |
129-265 |
129-060 |
0-205 |
0.5% |
0-125 |
0.3% |
29% |
False |
False |
583,965 |
| 10 |
131-020 |
129-060 |
1-280 |
1.4% |
0-157 |
0.4% |
10% |
False |
False |
315,986 |
| 20 |
131-045 |
129-060 |
1-305 |
1.5% |
0-158 |
0.4% |
10% |
False |
False |
161,628 |
| 40 |
131-075 |
128-285 |
2-110 |
1.8% |
0-128 |
0.3% |
21% |
False |
False |
81,686 |
| 60 |
131-075 |
127-310 |
3-085 |
2.5% |
0-098 |
0.2% |
43% |
False |
False |
54,470 |
| 80 |
131-075 |
127-310 |
3-085 |
2.5% |
0-074 |
0.2% |
43% |
False |
False |
40,853 |
| 100 |
131-075 |
124-260 |
6-135 |
5.0% |
0-059 |
0.1% |
71% |
False |
False |
32,682 |
| 120 |
131-075 |
123-275 |
7-120 |
5.7% |
0-049 |
0.1% |
75% |
False |
False |
27,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-301 |
|
2.618 |
130-130 |
|
1.618 |
130-025 |
|
1.000 |
129-280 |
|
0.618 |
129-240 |
|
HIGH |
129-175 |
|
0.618 |
129-135 |
|
0.500 |
129-122 |
|
0.382 |
129-110 |
|
LOW |
129-070 |
|
0.618 |
129-005 |
|
1.000 |
128-285 |
|
1.618 |
128-220 |
|
2.618 |
128-115 |
|
4.250 |
127-264 |
|
|
| Fisher Pivots for day following 25-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-122 |
129-167 |
| PP |
129-122 |
129-152 |
| S1 |
129-121 |
129-136 |
|