ECBOT 10 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 31-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
| Open |
129-240 |
129-125 |
-0-115 |
-0.3% |
129-205 |
| High |
129-265 |
129-225 |
-0-040 |
-0.1% |
129-265 |
| Low |
129-110 |
129-055 |
-0-055 |
-0.1% |
129-070 |
| Close |
129-225 |
129-220 |
-0-005 |
0.0% |
129-225 |
| Range |
0-155 |
0-170 |
0-015 |
9.7% |
0-195 |
| ATR |
0-150 |
0-152 |
0-001 |
0.9% |
0-000 |
| Volume |
841,253 |
1,507,115 |
665,862 |
79.2% |
4,796,847 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-037 |
130-298 |
129-314 |
|
| R3 |
130-187 |
130-128 |
129-267 |
|
| R2 |
130-017 |
130-017 |
129-251 |
|
| R1 |
129-278 |
129-278 |
129-236 |
129-308 |
| PP |
129-167 |
129-167 |
129-167 |
129-181 |
| S1 |
129-108 |
129-108 |
129-204 |
129-138 |
| S2 |
128-317 |
128-317 |
129-189 |
|
| S3 |
128-147 |
128-258 |
129-173 |
|
| S4 |
127-297 |
128-088 |
129-126 |
|
|
| 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 |
129-055 |
0-210 |
0.5% |
0-149 |
0.4% |
79% |
False |
True |
1,186,575 |
| 10 |
130-180 |
129-055 |
1-125 |
1.1% |
0-157 |
0.4% |
37% |
False |
True |
666,737 |
| 20 |
131-045 |
129-055 |
1-310 |
1.5% |
0-159 |
0.4% |
26% |
False |
True |
339,891 |
| 40 |
131-075 |
128-285 |
2-110 |
1.8% |
0-135 |
0.3% |
34% |
False |
False |
171,181 |
| 60 |
131-075 |
127-310 |
3-085 |
2.5% |
0-105 |
0.3% |
53% |
False |
False |
114,135 |
| 80 |
131-075 |
127-310 |
3-085 |
2.5% |
0-080 |
0.2% |
53% |
False |
False |
85,601 |
| 100 |
131-075 |
125-255 |
5-140 |
4.2% |
0-064 |
0.2% |
72% |
False |
False |
68,481 |
| 120 |
131-075 |
124-115 |
6-280 |
5.3% |
0-053 |
0.1% |
77% |
False |
False |
57,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-308 |
|
2.618 |
131-030 |
|
1.618 |
130-180 |
|
1.000 |
130-075 |
|
0.618 |
130-010 |
|
HIGH |
129-225 |
|
0.618 |
129-160 |
|
0.500 |
129-140 |
|
0.382 |
129-120 |
|
LOW |
129-055 |
|
0.618 |
128-270 |
|
1.000 |
128-205 |
|
1.618 |
128-100 |
|
2.618 |
127-250 |
|
4.250 |
126-292 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-193 |
129-200 |
| PP |
129-167 |
129-180 |
| S1 |
129-140 |
129-160 |
|