ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 08-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
130-235 |
130-290 |
0-055 |
0.1% |
129-125 |
High |
131-015 |
131-025 |
0-010 |
0.0% |
131-020 |
Low |
130-220 |
130-270 |
0-050 |
0.1% |
129-055 |
Close |
130-305 |
130-290 |
-0-015 |
0.0% |
130-310 |
Range |
0-115 |
0-075 |
-0-040 |
-34.8% |
1-285 |
ATR |
0-162 |
0-156 |
-0-006 |
-3.8% |
0-000 |
Volume |
662,920 |
793,256 |
130,336 |
19.7% |
5,499,171 |
|
Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-207 |
131-163 |
131-011 |
|
R3 |
131-132 |
131-088 |
130-311 |
|
R2 |
131-057 |
131-057 |
130-304 |
|
R1 |
131-013 |
131-013 |
130-297 |
131-008 |
PP |
130-302 |
130-302 |
130-302 |
130-299 |
S1 |
130-258 |
130-258 |
130-283 |
130-252 |
S2 |
130-227 |
130-227 |
130-276 |
|
S3 |
130-152 |
130-183 |
130-269 |
|
S4 |
130-077 |
130-108 |
130-249 |
|
|
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 |
131-025 |
129-180 |
1-165 |
1.2% |
0-171 |
0.4% |
89% |
True |
False |
1,056,215 |
10 |
131-025 |
129-055 |
1-290 |
1.5% |
0-158 |
0.4% |
91% |
True |
False |
1,146,889 |
20 |
131-025 |
129-055 |
1-290 |
1.5% |
0-159 |
0.4% |
91% |
True |
False |
663,782 |
40 |
131-045 |
128-285 |
2-080 |
1.7% |
0-147 |
0.4% |
90% |
False |
False |
334,141 |
60 |
131-075 |
128-010 |
3-065 |
2.4% |
0-122 |
0.3% |
90% |
False |
False |
222,935 |
80 |
131-075 |
127-310 |
3-085 |
2.5% |
0-092 |
0.2% |
90% |
False |
False |
167,201 |
100 |
131-075 |
127-045 |
4-030 |
3.1% |
0-074 |
0.2% |
92% |
False |
False |
133,761 |
120 |
131-075 |
124-115 |
6-280 |
5.3% |
0-061 |
0.1% |
95% |
False |
False |
111,467 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-024 |
2.618 |
131-221 |
1.618 |
131-146 |
1.000 |
131-100 |
0.618 |
131-071 |
HIGH |
131-025 |
0.618 |
130-316 |
0.500 |
130-308 |
0.382 |
130-299 |
LOW |
130-270 |
0.618 |
130-224 |
1.000 |
130-195 |
1.618 |
130-149 |
2.618 |
130-074 |
4.250 |
129-271 |
|
|
Fisher Pivots for day following 08-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
130-308 |
130-284 |
PP |
130-302 |
130-278 |
S1 |
130-296 |
130-272 |
|