ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 10-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
130-305 |
131-010 |
0-025 |
0.1% |
130-310 |
High |
131-090 |
131-200 |
0-110 |
0.3% |
131-200 |
Low |
130-285 |
131-005 |
0-040 |
0.1% |
130-200 |
Close |
131-030 |
131-170 |
0-140 |
0.3% |
131-170 |
Range |
0-125 |
0-195 |
0-070 |
56.0% |
1-000 |
ATR |
0-153 |
0-156 |
0-003 |
1.9% |
0-000 |
Volume |
1,024,783 |
1,097,233 |
72,450 |
7.1% |
4,657,957 |
|
Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-070 |
132-315 |
131-277 |
|
R3 |
132-195 |
132-120 |
131-224 |
|
R2 |
132-000 |
132-000 |
131-206 |
|
R1 |
131-245 |
131-245 |
131-188 |
131-282 |
PP |
131-125 |
131-125 |
131-125 |
131-144 |
S1 |
131-050 |
131-050 |
131-152 |
131-088 |
S2 |
130-250 |
130-250 |
131-134 |
|
S3 |
130-055 |
130-175 |
131-116 |
|
S4 |
129-180 |
129-300 |
131-063 |
|
|
Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-083 |
133-287 |
132-026 |
|
R3 |
133-083 |
132-287 |
131-258 |
|
R2 |
132-083 |
132-083 |
131-229 |
|
R1 |
131-287 |
131-287 |
131-199 |
132-025 |
PP |
131-083 |
131-083 |
131-083 |
131-112 |
S1 |
130-287 |
130-287 |
131-141 |
131-025 |
S2 |
130-083 |
130-083 |
131-111 |
|
S3 |
129-083 |
129-287 |
131-082 |
|
S4 |
128-083 |
128-287 |
130-314 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-200 |
130-200 |
1-000 |
0.8% |
0-130 |
0.3% |
91% |
True |
False |
931,591 |
10 |
131-200 |
129-055 |
2-145 |
1.9% |
0-164 |
0.4% |
96% |
True |
False |
1,099,838 |
20 |
131-200 |
129-055 |
2-145 |
1.9% |
0-161 |
0.4% |
96% |
True |
False |
768,729 |
40 |
131-200 |
128-285 |
2-235 |
2.1% |
0-152 |
0.4% |
97% |
True |
False |
387,125 |
60 |
131-200 |
128-140 |
3-060 |
2.4% |
0-127 |
0.3% |
97% |
True |
False |
258,302 |
80 |
131-200 |
127-310 |
3-210 |
2.8% |
0-096 |
0.2% |
97% |
True |
False |
193,726 |
100 |
131-200 |
127-050 |
4-150 |
3.4% |
0-077 |
0.2% |
98% |
True |
False |
154,981 |
120 |
131-200 |
124-115 |
7-085 |
5.5% |
0-064 |
0.2% |
99% |
True |
False |
129,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-069 |
2.618 |
133-071 |
1.618 |
132-196 |
1.000 |
132-075 |
0.618 |
132-001 |
HIGH |
131-200 |
0.618 |
131-126 |
0.500 |
131-102 |
0.382 |
131-079 |
LOW |
131-005 |
0.618 |
130-204 |
1.000 |
130-130 |
1.618 |
130-009 |
2.618 |
129-134 |
4.250 |
128-136 |
|
|
Fisher Pivots for day following 10-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
131-148 |
131-138 |
PP |
131-125 |
131-107 |
S1 |
131-102 |
131-075 |
|