ECBOT 10 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 26-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
| Open |
129-135 |
129-120 |
-0-015 |
0.0% |
131-000 |
| High |
129-175 |
129-265 |
0-090 |
0.2% |
131-020 |
| Low |
129-070 |
129-110 |
0-040 |
0.1% |
129-060 |
| Close |
129-120 |
129-260 |
0-140 |
0.3% |
129-190 |
| Range |
0-105 |
0-155 |
0-050 |
47.6% |
1-280 |
| ATR |
0-149 |
0-150 |
0-000 |
0.3% |
0-000 |
| Volume |
1,361,021 |
1,231,507 |
-129,514 |
-9.5% |
397,036 |
|
| Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-037 |
130-303 |
130-025 |
|
| R3 |
130-202 |
130-148 |
129-303 |
|
| R2 |
130-047 |
130-047 |
129-288 |
|
| R1 |
129-313 |
129-313 |
129-274 |
130-020 |
| PP |
129-212 |
129-212 |
129-212 |
129-225 |
| S1 |
129-158 |
129-158 |
129-246 |
129-185 |
| S2 |
129-057 |
129-057 |
129-232 |
|
| S3 |
128-222 |
129-003 |
129-217 |
|
| S4 |
128-067 |
128-168 |
129-175 |
|
|
| 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 |
129-070 |
0-195 |
0.5% |
0-125 |
0.3% |
97% |
True |
False |
802,916 |
| 10 |
131-020 |
129-060 |
1-280 |
1.4% |
0-158 |
0.4% |
33% |
False |
False |
437,621 |
| 20 |
131-045 |
129-060 |
1-305 |
1.5% |
0-157 |
0.4% |
32% |
False |
False |
223,027 |
| 40 |
131-075 |
128-285 |
2-110 |
1.8% |
0-130 |
0.3% |
39% |
False |
False |
112,473 |
| 60 |
131-075 |
127-310 |
3-085 |
2.5% |
0-100 |
0.2% |
56% |
False |
False |
74,995 |
| 80 |
131-075 |
127-310 |
3-085 |
2.5% |
0-076 |
0.2% |
56% |
False |
False |
56,246 |
| 100 |
131-075 |
124-285 |
6-110 |
4.9% |
0-060 |
0.1% |
78% |
False |
False |
44,997 |
| 120 |
131-075 |
124-075 |
7-000 |
5.4% |
0-050 |
0.1% |
80% |
False |
False |
37,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-284 |
|
2.618 |
131-031 |
|
1.618 |
130-196 |
|
1.000 |
130-100 |
|
0.618 |
130-041 |
|
HIGH |
129-265 |
|
0.618 |
129-206 |
|
0.500 |
129-188 |
|
0.382 |
129-169 |
|
LOW |
129-110 |
|
0.618 |
129-014 |
|
1.000 |
128-275 |
|
1.618 |
128-179 |
|
2.618 |
128-024 |
|
4.250 |
127-091 |
|
|
| Fisher Pivots for day following 26-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-236 |
129-229 |
| PP |
129-212 |
129-198 |
| S1 |
129-188 |
129-168 |
|