ECBOT 10 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 02-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2016 |
02-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
129-175 |
129-190 |
0-015 |
0.0% |
129-205 |
| High |
129-300 |
129-315 |
0-015 |
0.0% |
129-265 |
| Low |
129-155 |
129-180 |
0-025 |
0.1% |
129-070 |
| Close |
129-175 |
129-280 |
0-105 |
0.3% |
129-225 |
| Range |
0-145 |
0-135 |
-0-010 |
-6.9% |
0-195 |
| ATR |
0-151 |
0-150 |
-0-001 |
-0.5% |
0-000 |
| Volume |
1,246,918 |
1,102,804 |
-144,114 |
-11.6% |
4,796,847 |
|
| Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-023 |
130-287 |
130-034 |
|
| R3 |
130-208 |
130-152 |
129-317 |
|
| R2 |
130-073 |
130-073 |
129-305 |
|
| R1 |
130-017 |
130-017 |
129-292 |
130-045 |
| PP |
129-258 |
129-258 |
129-258 |
129-272 |
| S1 |
129-202 |
129-202 |
129-268 |
129-230 |
| S2 |
129-123 |
129-123 |
129-255 |
|
| S3 |
128-308 |
129-067 |
129-243 |
|
| S4 |
128-173 |
128-252 |
129-206 |
|
|
| 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 |
129-315 |
129-055 |
0-260 |
0.6% |
0-152 |
0.4% |
87% |
True |
False |
1,185,919 |
| 10 |
129-315 |
129-055 |
0-260 |
0.6% |
0-138 |
0.3% |
87% |
True |
False |
884,942 |
| 20 |
131-045 |
129-055 |
1-310 |
1.5% |
0-154 |
0.4% |
36% |
False |
False |
456,498 |
| 40 |
131-075 |
128-285 |
2-110 |
1.8% |
0-139 |
0.3% |
42% |
False |
False |
229,851 |
| 60 |
131-075 |
127-310 |
3-085 |
2.5% |
0-110 |
0.3% |
58% |
False |
False |
153,297 |
| 80 |
131-075 |
127-310 |
3-085 |
2.5% |
0-083 |
0.2% |
58% |
False |
False |
114,973 |
| 100 |
131-075 |
126-020 |
5-055 |
4.0% |
0-066 |
0.2% |
74% |
False |
False |
91,978 |
| 120 |
131-075 |
124-115 |
6-280 |
5.3% |
0-055 |
0.1% |
80% |
False |
False |
76,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-249 |
|
2.618 |
131-028 |
|
1.618 |
130-213 |
|
1.000 |
130-130 |
|
0.618 |
130-078 |
|
HIGH |
129-315 |
|
0.618 |
129-263 |
|
0.500 |
129-248 |
|
0.382 |
129-232 |
|
LOW |
129-180 |
|
0.618 |
129-097 |
|
1.000 |
129-045 |
|
1.618 |
128-282 |
|
2.618 |
128-147 |
|
4.250 |
127-246 |
|
|
| Fisher Pivots for day following 02-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-269 |
129-248 |
| PP |
129-258 |
129-217 |
| S1 |
129-248 |
129-185 |
|