ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 15-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
131-255 |
131-245 |
-0-010 |
0.0% |
130-310 |
High |
132-075 |
132-090 |
0-015 |
0.0% |
131-200 |
Low |
131-215 |
131-180 |
-0-035 |
-0.1% |
130-200 |
Close |
131-250 |
132-025 |
0-095 |
0.2% |
131-170 |
Range |
0-180 |
0-230 |
0-050 |
27.8% |
1-000 |
ATR |
0-155 |
0-160 |
0-005 |
3.5% |
0-000 |
Volume |
1,599,495 |
1,139,030 |
-460,465 |
-28.8% |
4,657,957 |
|
Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-042 |
133-263 |
132-152 |
|
R3 |
133-132 |
133-033 |
132-088 |
|
R2 |
132-222 |
132-222 |
132-067 |
|
R1 |
132-123 |
132-123 |
132-046 |
132-172 |
PP |
131-312 |
131-312 |
131-312 |
132-016 |
S1 |
131-213 |
131-213 |
132-004 |
131-262 |
S2 |
131-082 |
131-082 |
131-303 |
|
S3 |
130-172 |
130-303 |
131-282 |
|
S4 |
129-262 |
130-073 |
131-218 |
|
|
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 |
132-090 |
130-285 |
1-125 |
1.1% |
0-166 |
0.4% |
85% |
True |
False |
1,192,616 |
10 |
132-090 |
129-180 |
2-230 |
2.1% |
0-168 |
0.4% |
93% |
True |
False |
1,124,416 |
20 |
132-090 |
129-055 |
3-035 |
2.4% |
0-165 |
0.4% |
93% |
True |
False |
955,953 |
40 |
132-090 |
128-285 |
3-125 |
2.6% |
0-158 |
0.4% |
94% |
True |
False |
483,056 |
60 |
132-090 |
128-140 |
3-270 |
2.9% |
0-133 |
0.3% |
95% |
True |
False |
322,319 |
80 |
132-090 |
127-310 |
4-100 |
3.3% |
0-102 |
0.2% |
95% |
True |
False |
241,740 |
100 |
132-090 |
127-105 |
4-305 |
3.8% |
0-082 |
0.2% |
96% |
True |
False |
193,392 |
120 |
132-090 |
124-115 |
7-295 |
6.0% |
0-068 |
0.2% |
97% |
True |
False |
161,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-108 |
2.618 |
134-052 |
1.618 |
133-142 |
1.000 |
133-000 |
0.618 |
132-232 |
HIGH |
132-090 |
0.618 |
132-002 |
0.500 |
131-295 |
0.382 |
131-268 |
LOW |
131-180 |
0.618 |
131-038 |
1.000 |
130-270 |
1.618 |
130-128 |
2.618 |
129-218 |
4.250 |
128-162 |
|
|
Fisher Pivots for day following 15-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
132-008 |
132-008 |
PP |
131-312 |
131-312 |
S1 |
131-295 |
131-295 |
|