ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 13-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
131-010 |
131-200 |
0-190 |
0.5% |
130-310 |
High |
131-200 |
131-280 |
0-080 |
0.2% |
131-200 |
Low |
131-005 |
131-180 |
0-175 |
0.4% |
130-200 |
Close |
131-170 |
131-245 |
0-075 |
0.2% |
131-170 |
Range |
0-195 |
0-100 |
-0-095 |
-48.7% |
1-000 |
ATR |
0-156 |
0-153 |
-0-003 |
-2.1% |
0-000 |
Volume |
1,097,233 |
1,102,541 |
5,308 |
0.5% |
4,657,957 |
|
Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-215 |
132-170 |
131-300 |
|
R3 |
132-115 |
132-070 |
131-272 |
|
R2 |
132-015 |
132-015 |
131-263 |
|
R1 |
131-290 |
131-290 |
131-254 |
131-312 |
PP |
131-235 |
131-235 |
131-235 |
131-246 |
S1 |
131-190 |
131-190 |
131-236 |
131-212 |
S2 |
131-135 |
131-135 |
131-227 |
|
S3 |
131-035 |
131-090 |
131-218 |
|
S4 |
130-255 |
130-310 |
131-190 |
|
|
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 |
131-280 |
130-220 |
1-060 |
0.9% |
0-122 |
0.3% |
91% |
True |
False |
936,146 |
10 |
131-280 |
129-055 |
2-225 |
2.1% |
0-159 |
0.4% |
96% |
True |
False |
1,125,966 |
20 |
131-280 |
129-055 |
2-225 |
2.1% |
0-159 |
0.4% |
96% |
True |
False |
822,677 |
40 |
131-280 |
128-285 |
2-315 |
2.3% |
0-153 |
0.4% |
96% |
True |
False |
414,662 |
60 |
131-280 |
128-140 |
3-140 |
2.6% |
0-127 |
0.3% |
97% |
True |
False |
276,677 |
80 |
131-280 |
127-310 |
3-290 |
3.0% |
0-097 |
0.2% |
97% |
True |
False |
207,508 |
100 |
131-280 |
127-050 |
4-230 |
3.6% |
0-078 |
0.2% |
98% |
True |
False |
166,006 |
120 |
131-280 |
124-115 |
7-165 |
5.7% |
0-065 |
0.2% |
99% |
True |
False |
138,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-065 |
2.618 |
132-222 |
1.618 |
132-122 |
1.000 |
132-060 |
0.618 |
132-022 |
HIGH |
131-280 |
0.618 |
131-242 |
0.500 |
131-230 |
0.382 |
131-218 |
LOW |
131-180 |
0.618 |
131-118 |
1.000 |
131-080 |
1.618 |
131-018 |
2.618 |
130-238 |
4.250 |
130-075 |
|
|
Fisher Pivots for day following 13-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
131-240 |
131-204 |
PP |
131-235 |
131-163 |
S1 |
131-230 |
131-122 |
|