ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 20-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2016 |
20-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
132-055 |
131-150 |
-0-225 |
-0.5% |
131-200 |
High |
132-065 |
131-200 |
-0-185 |
-0.4% |
132-225 |
Low |
131-260 |
131-085 |
-0-175 |
-0.4% |
131-180 |
Close |
131-275 |
131-145 |
-0-130 |
-0.3% |
131-275 |
Range |
0-125 |
0-115 |
-0-010 |
-8.0% |
1-045 |
ATR |
0-162 |
0-164 |
0-002 |
1.2% |
0-000 |
Volume |
1,170,164 |
1,004,678 |
-165,486 |
-14.1% |
6,511,651 |
|
Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-168 |
132-112 |
131-208 |
|
R3 |
132-053 |
131-317 |
131-177 |
|
R2 |
131-258 |
131-258 |
131-166 |
|
R1 |
131-202 |
131-202 |
131-156 |
131-172 |
PP |
131-143 |
131-143 |
131-143 |
131-129 |
S1 |
131-087 |
131-087 |
131-134 |
131-058 |
S2 |
131-028 |
131-028 |
131-124 |
|
S3 |
130-233 |
130-292 |
131-113 |
|
S4 |
130-118 |
130-177 |
131-082 |
|
|
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 |
131-085 |
1-140 |
1.1% |
0-168 |
0.4% |
13% |
False |
True |
1,282,757 |
10 |
132-225 |
130-220 |
2-005 |
1.5% |
0-145 |
0.3% |
38% |
False |
False |
1,109,452 |
20 |
132-225 |
129-055 |
3-170 |
2.7% |
0-155 |
0.4% |
65% |
False |
False |
1,123,515 |
40 |
132-225 |
128-285 |
3-260 |
2.9% |
0-157 |
0.4% |
67% |
False |
False |
574,801 |
60 |
132-225 |
128-245 |
3-300 |
3.0% |
0-137 |
0.3% |
68% |
False |
False |
383,570 |
80 |
132-225 |
127-310 |
4-235 |
3.6% |
0-108 |
0.3% |
74% |
False |
False |
287,680 |
100 |
132-225 |
127-255 |
4-290 |
3.7% |
0-086 |
0.2% |
75% |
False |
False |
230,144 |
120 |
132-225 |
124-115 |
8-110 |
6.3% |
0-072 |
0.2% |
85% |
False |
False |
191,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-049 |
2.618 |
132-181 |
1.618 |
132-066 |
1.000 |
131-315 |
0.618 |
131-271 |
HIGH |
131-200 |
0.618 |
131-156 |
0.500 |
131-142 |
0.382 |
131-129 |
LOW |
131-085 |
0.618 |
131-014 |
1.000 |
130-290 |
1.618 |
130-219 |
2.618 |
130-104 |
4.250 |
129-236 |
|
|
Fisher Pivots for day following 20-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
131-144 |
131-315 |
PP |
131-143 |
131-258 |
S1 |
131-142 |
131-202 |
|