ECBOT 10 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 01-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
129-125 |
129-175 |
0-050 |
0.1% |
129-205 |
| High |
129-225 |
129-300 |
0-075 |
0.2% |
129-265 |
| Low |
129-055 |
129-155 |
0-100 |
0.2% |
129-070 |
| Close |
129-220 |
129-175 |
-0-045 |
-0.1% |
129-225 |
| Range |
0-170 |
0-145 |
-0-025 |
-14.7% |
0-195 |
| ATR |
0-152 |
0-151 |
0-000 |
-0.3% |
0-000 |
| Volume |
1,507,115 |
1,246,918 |
-260,197 |
-17.3% |
4,796,847 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-005 |
130-235 |
129-255 |
|
| R3 |
130-180 |
130-090 |
129-215 |
|
| R2 |
130-035 |
130-035 |
129-202 |
|
| R1 |
129-265 |
129-265 |
129-188 |
129-248 |
| PP |
129-210 |
129-210 |
129-210 |
129-201 |
| S1 |
129-120 |
129-120 |
129-162 |
129-102 |
| S2 |
129-065 |
129-065 |
129-148 |
|
| S3 |
128-240 |
128-295 |
129-135 |
|
| S4 |
128-095 |
128-150 |
129-095 |
|
|
| 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 |
129-300 |
129-055 |
0-245 |
0.6% |
0-146 |
0.4% |
49% |
True |
False |
1,237,562 |
| 10 |
130-100 |
129-055 |
1-045 |
0.9% |
0-161 |
0.4% |
33% |
False |
False |
787,490 |
| 20 |
131-045 |
129-055 |
1-310 |
1.5% |
0-154 |
0.4% |
19% |
False |
False |
401,676 |
| 40 |
131-075 |
128-285 |
2-110 |
1.8% |
0-137 |
0.3% |
28% |
False |
False |
202,346 |
| 60 |
131-075 |
127-310 |
3-085 |
2.5% |
0-108 |
0.3% |
48% |
False |
False |
134,917 |
| 80 |
131-075 |
127-310 |
3-085 |
2.5% |
0-081 |
0.2% |
48% |
False |
False |
101,188 |
| 100 |
131-075 |
126-020 |
5-055 |
4.0% |
0-065 |
0.2% |
67% |
False |
False |
80,950 |
| 120 |
131-075 |
124-115 |
6-280 |
5.3% |
0-054 |
0.1% |
75% |
False |
False |
67,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-276 |
|
2.618 |
131-040 |
|
1.618 |
130-215 |
|
1.000 |
130-125 |
|
0.618 |
130-070 |
|
HIGH |
129-300 |
|
0.618 |
129-245 |
|
0.500 |
129-228 |
|
0.382 |
129-210 |
|
LOW |
129-155 |
|
0.618 |
129-065 |
|
1.000 |
129-010 |
|
1.618 |
128-240 |
|
2.618 |
128-095 |
|
4.250 |
127-179 |
|
|
| Fisher Pivots for day following 01-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-228 |
129-178 |
| PP |
129-210 |
129-177 |
| S1 |
129-192 |
129-176 |
|