ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 14-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
131-200 |
131-255 |
0-055 |
0.1% |
130-310 |
High |
131-280 |
132-075 |
0-115 |
0.3% |
131-200 |
Low |
131-180 |
131-215 |
0-035 |
0.1% |
130-200 |
Close |
131-245 |
131-250 |
0-005 |
0.0% |
131-170 |
Range |
0-100 |
0-180 |
0-080 |
80.0% |
1-000 |
ATR |
0-153 |
0-155 |
0-002 |
1.3% |
0-000 |
Volume |
1,102,541 |
1,599,495 |
496,954 |
45.1% |
4,657,957 |
|
Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-187 |
133-078 |
132-029 |
|
R3 |
133-007 |
132-218 |
131-300 |
|
R2 |
132-147 |
132-147 |
131-283 |
|
R1 |
132-038 |
132-038 |
131-266 |
132-002 |
PP |
131-287 |
131-287 |
131-287 |
131-269 |
S1 |
131-178 |
131-178 |
131-234 |
131-142 |
S2 |
131-107 |
131-107 |
131-217 |
|
S3 |
130-247 |
130-318 |
131-200 |
|
S4 |
130-067 |
130-138 |
131-151 |
|
|
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 |
132-075 |
130-270 |
1-125 |
1.1% |
0-135 |
0.3% |
67% |
True |
False |
1,123,461 |
10 |
132-075 |
129-155 |
2-240 |
2.1% |
0-160 |
0.4% |
84% |
True |
False |
1,135,204 |
20 |
132-075 |
129-055 |
3-020 |
2.3% |
0-159 |
0.4% |
85% |
True |
False |
900,971 |
40 |
132-075 |
128-285 |
3-110 |
2.5% |
0-154 |
0.4% |
86% |
True |
False |
454,621 |
60 |
132-075 |
128-140 |
3-255 |
2.9% |
0-130 |
0.3% |
88% |
True |
False |
303,336 |
80 |
132-075 |
127-310 |
4-085 |
3.2% |
0-100 |
0.2% |
89% |
True |
False |
227,502 |
100 |
132-075 |
127-050 |
5-025 |
3.9% |
0-080 |
0.2% |
91% |
True |
False |
182,001 |
120 |
132-075 |
124-115 |
7-280 |
6.0% |
0-066 |
0.2% |
94% |
True |
False |
151,668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-200 |
2.618 |
133-226 |
1.618 |
133-046 |
1.000 |
132-255 |
0.618 |
132-186 |
HIGH |
132-075 |
0.618 |
132-006 |
0.500 |
131-305 |
0.382 |
131-284 |
LOW |
131-215 |
0.618 |
131-104 |
1.000 |
131-035 |
1.618 |
130-244 |
2.618 |
130-064 |
4.250 |
129-090 |
|
|
Fisher Pivots for day following 14-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
131-305 |
131-233 |
PP |
131-287 |
131-217 |
S1 |
131-268 |
131-200 |
|