ECBOT 10 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 27-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
| Open |
129-120 |
129-240 |
0-120 |
0.3% |
129-205 |
| High |
129-265 |
129-265 |
0-000 |
0.0% |
129-265 |
| Low |
129-110 |
129-110 |
0-000 |
0.0% |
129-070 |
| Close |
129-260 |
129-225 |
-0-035 |
-0.1% |
129-225 |
| Range |
0-155 |
0-155 |
0-000 |
0.0% |
0-195 |
| ATR |
0-150 |
0-150 |
0-000 |
0.2% |
0-000 |
| Volume |
1,231,507 |
841,253 |
-390,254 |
-31.7% |
4,796,847 |
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-025 |
130-280 |
129-310 |
|
| R3 |
130-190 |
130-125 |
129-268 |
|
| R2 |
130-035 |
130-035 |
129-253 |
|
| R1 |
129-290 |
129-290 |
129-239 |
129-245 |
| PP |
129-200 |
129-200 |
129-200 |
129-178 |
| S1 |
129-135 |
129-135 |
129-211 |
129-090 |
| S2 |
129-045 |
129-045 |
129-197 |
|
| S3 |
128-210 |
128-300 |
129-182 |
|
| S4 |
128-055 |
128-145 |
129-140 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-132 |
131-053 |
130-012 |
|
| R3 |
130-257 |
130-178 |
129-279 |
|
| R2 |
130-062 |
130-062 |
129-261 |
|
| R1 |
129-303 |
129-303 |
129-243 |
130-022 |
| PP |
129-187 |
129-187 |
129-187 |
129-206 |
| S1 |
129-108 |
129-108 |
129-207 |
129-148 |
| S2 |
128-312 |
128-312 |
129-189 |
|
| S3 |
128-117 |
128-233 |
129-171 |
|
| S4 |
127-242 |
128-038 |
129-118 |
|
|
| 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% |
0-136 |
0.3% |
79% |
True |
False |
959,369 |
| 10 |
131-020 |
129-060 |
1-280 |
1.4% |
0-160 |
0.4% |
28% |
False |
False |
519,388 |
| 20 |
131-045 |
129-060 |
1-305 |
1.5% |
0-158 |
0.4% |
26% |
False |
False |
264,937 |
| 40 |
131-075 |
128-285 |
2-110 |
1.8% |
0-132 |
0.3% |
35% |
False |
False |
133,504 |
| 60 |
131-075 |
127-310 |
3-085 |
2.5% |
0-102 |
0.2% |
53% |
False |
False |
89,016 |
| 80 |
131-075 |
127-310 |
3-085 |
2.5% |
0-077 |
0.2% |
53% |
False |
False |
66,762 |
| 100 |
131-075 |
125-170 |
5-225 |
4.4% |
0-062 |
0.1% |
73% |
False |
False |
53,410 |
| 120 |
131-075 |
124-115 |
6-280 |
5.3% |
0-052 |
0.1% |
78% |
False |
False |
44,508 |
|
|
|
| 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 27-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-212 |
129-206 |
| PP |
129-200 |
129-187 |
| S1 |
129-188 |
129-168 |
|