ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 16-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
131-245 |
132-070 |
0-145 |
0.3% |
130-310 |
High |
132-090 |
132-225 |
0-135 |
0.3% |
131-200 |
Low |
131-180 |
132-035 |
0-175 |
0.4% |
130-200 |
Close |
132-025 |
132-090 |
0-065 |
0.2% |
131-170 |
Range |
0-230 |
0-190 |
-0-040 |
-17.4% |
1-000 |
ATR |
0-160 |
0-163 |
0-003 |
1.8% |
0-000 |
Volume |
1,139,030 |
1,500,421 |
361,391 |
31.7% |
4,657,957 |
|
Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-047 |
133-258 |
132-194 |
|
R3 |
133-177 |
133-068 |
132-142 |
|
R2 |
132-307 |
132-307 |
132-125 |
|
R1 |
132-198 |
132-198 |
132-107 |
132-252 |
PP |
132-117 |
132-117 |
132-117 |
132-144 |
S1 |
132-008 |
132-008 |
132-073 |
132-062 |
S2 |
131-247 |
131-247 |
132-055 |
|
S3 |
131-057 |
131-138 |
132-038 |
|
S4 |
130-187 |
130-268 |
131-306 |
|
|
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 |
132-225 |
131-005 |
1-220 |
1.3% |
0-179 |
0.4% |
75% |
True |
False |
1,287,744 |
10 |
132-225 |
129-270 |
2-275 |
2.2% |
0-174 |
0.4% |
85% |
True |
False |
1,164,177 |
20 |
132-225 |
129-055 |
3-170 |
2.7% |
0-156 |
0.4% |
88% |
True |
False |
1,024,560 |
40 |
132-225 |
128-285 |
3-260 |
2.9% |
0-157 |
0.4% |
89% |
True |
False |
520,516 |
60 |
132-225 |
128-235 |
3-310 |
3.0% |
0-135 |
0.3% |
89% |
True |
False |
347,323 |
80 |
132-225 |
127-310 |
4-235 |
3.6% |
0-105 |
0.2% |
91% |
True |
False |
260,495 |
100 |
132-225 |
127-190 |
5-035 |
3.9% |
0-084 |
0.2% |
92% |
True |
False |
208,396 |
120 |
132-225 |
124-115 |
8-110 |
6.3% |
0-070 |
0.2% |
95% |
True |
False |
173,663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-072 |
2.618 |
134-082 |
1.618 |
133-212 |
1.000 |
133-095 |
0.618 |
133-022 |
HIGH |
132-225 |
0.618 |
132-152 |
0.500 |
132-130 |
0.382 |
132-108 |
LOW |
132-035 |
0.618 |
131-238 |
1.000 |
131-165 |
1.618 |
131-048 |
2.618 |
130-178 |
4.250 |
129-188 |
|
|
Fisher Pivots for day following 16-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
132-130 |
132-074 |
PP |
132-117 |
132-058 |
S1 |
132-103 |
132-042 |
|