ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 06-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
129-295 |
130-310 |
1-015 |
0.8% |
129-125 |
High |
131-020 |
131-020 |
0-000 |
0.0% |
131-020 |
Low |
129-270 |
130-200 |
0-250 |
0.6% |
129-055 |
Close |
130-310 |
130-280 |
-0-030 |
-0.1% |
130-310 |
Range |
1-070 |
0-140 |
-0-250 |
-64.1% |
1-285 |
ATR |
0-167 |
0-165 |
-0-002 |
-1.2% |
0-000 |
Volume |
1,642,334 |
1,079,765 |
-562,569 |
-34.3% |
5,499,171 |
|
Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-053 |
131-307 |
131-037 |
|
R3 |
131-233 |
131-167 |
130-318 |
|
R2 |
131-093 |
131-093 |
130-306 |
|
R1 |
131-027 |
131-027 |
130-293 |
130-310 |
PP |
130-273 |
130-273 |
130-273 |
130-255 |
S1 |
130-207 |
130-207 |
130-267 |
130-170 |
S2 |
130-133 |
130-133 |
130-254 |
|
S3 |
129-313 |
130-067 |
130-242 |
|
S4 |
129-173 |
129-247 |
130-203 |
|
|
Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-023 |
135-132 |
132-003 |
|
R3 |
134-058 |
133-167 |
131-156 |
|
R2 |
132-093 |
132-093 |
131-101 |
|
R1 |
131-202 |
131-202 |
131-045 |
131-308 |
PP |
130-128 |
130-128 |
130-128 |
130-181 |
S1 |
129-237 |
129-237 |
130-255 |
130-022 |
S2 |
128-163 |
128-163 |
130-199 |
|
S3 |
126-198 |
127-272 |
130-144 |
|
S4 |
124-233 |
125-307 |
129-297 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-020 |
129-055 |
1-285 |
1.4% |
0-196 |
0.5% |
90% |
True |
False |
1,315,787 |
10 |
131-020 |
129-055 |
1-285 |
1.4% |
0-166 |
0.4% |
90% |
True |
False |
1,137,578 |
20 |
131-020 |
129-055 |
1-285 |
1.4% |
0-159 |
0.4% |
90% |
True |
False |
591,577 |
40 |
131-055 |
128-285 |
2-090 |
1.7% |
0-147 |
0.4% |
87% |
False |
False |
297,821 |
60 |
131-075 |
127-310 |
3-085 |
2.5% |
0-119 |
0.3% |
89% |
False |
False |
198,665 |
80 |
131-075 |
127-310 |
3-085 |
2.5% |
0-090 |
0.2% |
89% |
False |
False |
148,999 |
100 |
131-075 |
126-175 |
4-220 |
3.6% |
0-072 |
0.2% |
92% |
False |
False |
119,199 |
120 |
131-075 |
124-115 |
6-280 |
5.3% |
0-060 |
0.1% |
95% |
False |
False |
99,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-295 |
2.618 |
132-067 |
1.618 |
131-247 |
1.000 |
131-160 |
0.618 |
131-107 |
HIGH |
131-020 |
0.618 |
130-287 |
0.500 |
130-270 |
0.382 |
130-253 |
LOW |
130-200 |
0.618 |
130-113 |
1.000 |
130-060 |
1.618 |
129-293 |
2.618 |
129-153 |
4.250 |
128-245 |
|
|
Fisher Pivots for day following 06-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
130-277 |
130-220 |
PP |
130-273 |
130-160 |
S1 |
130-270 |
130-100 |
|