ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 09-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
130-290 |
130-305 |
0-015 |
0.0% |
129-125 |
High |
131-025 |
131-090 |
0-065 |
0.2% |
131-020 |
Low |
130-270 |
130-285 |
0-015 |
0.0% |
129-055 |
Close |
130-290 |
131-030 |
0-060 |
0.1% |
130-310 |
Range |
0-075 |
0-125 |
0-050 |
66.7% |
1-285 |
ATR |
0-156 |
0-153 |
-0-002 |
-1.4% |
0-000 |
Volume |
793,256 |
1,024,783 |
231,527 |
29.2% |
5,499,171 |
|
Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-083 |
132-022 |
131-099 |
|
R3 |
131-278 |
131-217 |
131-064 |
|
R2 |
131-153 |
131-153 |
131-053 |
|
R1 |
131-092 |
131-092 |
131-041 |
131-122 |
PP |
131-028 |
131-028 |
131-028 |
131-044 |
S1 |
130-287 |
130-287 |
131-019 |
130-318 |
S2 |
130-223 |
130-223 |
131-007 |
|
S3 |
130-098 |
130-162 |
130-316 |
|
S4 |
129-293 |
130-037 |
130-281 |
|
|
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 |
131-090 |
129-270 |
1-140 |
1.1% |
0-169 |
0.4% |
87% |
True |
False |
1,040,611 |
10 |
131-090 |
129-055 |
2-035 |
1.6% |
0-160 |
0.4% |
91% |
True |
False |
1,113,265 |
20 |
131-090 |
129-055 |
2-035 |
1.6% |
0-159 |
0.4% |
91% |
True |
False |
714,626 |
40 |
131-090 |
128-285 |
2-125 |
1.8% |
0-148 |
0.4% |
92% |
True |
False |
359,734 |
60 |
131-090 |
128-140 |
2-270 |
2.2% |
0-124 |
0.3% |
93% |
True |
False |
240,015 |
80 |
131-090 |
127-310 |
3-100 |
2.5% |
0-094 |
0.2% |
94% |
True |
False |
180,011 |
100 |
131-090 |
127-045 |
4-045 |
3.2% |
0-075 |
0.2% |
95% |
True |
False |
144,009 |
120 |
131-090 |
124-115 |
6-295 |
5.3% |
0-062 |
0.1% |
97% |
True |
False |
120,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-301 |
2.618 |
132-097 |
1.618 |
131-292 |
1.000 |
131-215 |
0.618 |
131-167 |
HIGH |
131-090 |
0.618 |
131-042 |
0.500 |
131-028 |
0.382 |
131-013 |
LOW |
130-285 |
0.618 |
130-208 |
1.000 |
130-160 |
1.618 |
130-083 |
2.618 |
129-278 |
4.250 |
129-074 |
|
|
Fisher Pivots for day following 09-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
131-029 |
131-018 |
PP |
131-028 |
131-007 |
S1 |
131-028 |
130-315 |
|