ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 17-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
132-070 |
132-055 |
-0-015 |
0.0% |
131-200 |
High |
132-225 |
132-065 |
-0-160 |
-0.4% |
132-225 |
Low |
132-035 |
131-260 |
-0-095 |
-0.2% |
131-180 |
Close |
132-090 |
131-275 |
-0-135 |
-0.3% |
131-275 |
Range |
0-190 |
0-125 |
-0-065 |
-34.2% |
1-045 |
ATR |
0-163 |
0-162 |
-0-001 |
-0.6% |
0-000 |
Volume |
1,500,421 |
1,170,164 |
-330,257 |
-22.0% |
6,511,651 |
|
Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-042 |
132-283 |
132-024 |
|
R3 |
132-237 |
132-158 |
131-309 |
|
R2 |
132-112 |
132-112 |
131-298 |
|
R1 |
132-033 |
132-033 |
131-286 |
132-010 |
PP |
131-307 |
131-307 |
131-307 |
131-295 |
S1 |
131-228 |
131-228 |
131-264 |
131-205 |
S2 |
131-182 |
131-182 |
131-252 |
|
S3 |
131-057 |
131-103 |
131-241 |
|
S4 |
130-252 |
130-298 |
131-206 |
|
|
Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-148 |
134-257 |
132-156 |
|
R3 |
134-103 |
133-212 |
132-055 |
|
R2 |
133-058 |
133-058 |
132-022 |
|
R1 |
132-167 |
132-167 |
131-308 |
132-272 |
PP |
132-013 |
132-013 |
132-013 |
132-066 |
S1 |
131-122 |
131-122 |
131-242 |
131-228 |
S2 |
130-288 |
130-288 |
131-208 |
|
S3 |
129-243 |
130-077 |
131-175 |
|
S4 |
128-198 |
129-032 |
131-074 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132-225 |
131-180 |
1-045 |
0.9% |
0-165 |
0.4% |
26% |
False |
False |
1,302,330 |
10 |
132-225 |
130-200 |
2-025 |
1.6% |
0-148 |
0.3% |
59% |
False |
False |
1,116,960 |
20 |
132-225 |
129-055 |
3-170 |
2.7% |
0-155 |
0.4% |
76% |
False |
False |
1,076,230 |
40 |
132-225 |
128-285 |
3-260 |
2.9% |
0-157 |
0.4% |
78% |
False |
False |
549,710 |
60 |
132-225 |
128-245 |
3-300 |
3.0% |
0-136 |
0.3% |
79% |
False |
False |
366,826 |
80 |
132-225 |
127-310 |
4-235 |
3.6% |
0-106 |
0.3% |
82% |
False |
False |
275,122 |
100 |
132-225 |
127-205 |
5-020 |
3.8% |
0-085 |
0.2% |
83% |
False |
False |
220,097 |
120 |
132-225 |
124-115 |
8-110 |
6.3% |
0-071 |
0.2% |
90% |
False |
False |
183,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-276 |
2.618 |
133-072 |
1.618 |
132-267 |
1.000 |
132-190 |
0.618 |
132-142 |
HIGH |
132-065 |
0.618 |
132-017 |
0.500 |
132-002 |
0.382 |
131-308 |
LOW |
131-260 |
0.618 |
131-183 |
1.000 |
131-135 |
1.618 |
131-058 |
2.618 |
130-253 |
4.250 |
130-049 |
|
|
Fisher Pivots for day following 17-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
132-002 |
132-042 |
PP |
131-307 |
132-013 |
S1 |
131-291 |
131-304 |
|