ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 21-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
131-150 |
131-100 |
-0-050 |
-0.1% |
131-200 |
High |
131-200 |
131-180 |
-0-020 |
0.0% |
132-225 |
Low |
131-085 |
131-040 |
-0-045 |
-0.1% |
131-180 |
Close |
131-145 |
131-080 |
-0-065 |
-0.2% |
131-275 |
Range |
0-115 |
0-140 |
0-025 |
21.7% |
1-045 |
ATR |
0-164 |
0-163 |
-0-002 |
-1.1% |
0-000 |
Volume |
1,004,678 |
981,927 |
-22,751 |
-2.3% |
6,511,651 |
|
Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-200 |
132-120 |
131-157 |
|
R3 |
132-060 |
131-300 |
131-118 |
|
R2 |
131-240 |
131-240 |
131-106 |
|
R1 |
131-160 |
131-160 |
131-093 |
131-130 |
PP |
131-100 |
131-100 |
131-100 |
131-085 |
S1 |
131-020 |
131-020 |
131-067 |
130-310 |
S2 |
130-280 |
130-280 |
131-054 |
|
S3 |
130-140 |
130-200 |
131-042 |
|
S4 |
130-000 |
130-060 |
131-003 |
|
|
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 |
131-040 |
1-185 |
1.2% |
0-160 |
0.4% |
8% |
False |
True |
1,159,244 |
10 |
132-225 |
130-270 |
1-275 |
1.4% |
0-148 |
0.4% |
22% |
False |
False |
1,141,352 |
20 |
132-225 |
129-055 |
3-170 |
2.7% |
0-157 |
0.4% |
59% |
False |
False |
1,154,057 |
40 |
132-225 |
128-285 |
3-260 |
2.9% |
0-158 |
0.4% |
62% |
False |
False |
599,293 |
60 |
132-225 |
128-285 |
3-260 |
2.9% |
0-137 |
0.3% |
62% |
False |
False |
399,933 |
80 |
132-225 |
127-310 |
4-235 |
3.6% |
0-110 |
0.3% |
69% |
False |
False |
299,954 |
100 |
132-225 |
127-310 |
4-235 |
3.6% |
0-088 |
0.2% |
69% |
False |
False |
239,963 |
120 |
132-225 |
124-115 |
8-110 |
6.4% |
0-073 |
0.2% |
83% |
False |
False |
199,969 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-135 |
2.618 |
132-227 |
1.618 |
132-087 |
1.000 |
132-000 |
0.618 |
131-267 |
HIGH |
131-180 |
0.618 |
131-127 |
0.500 |
131-110 |
0.382 |
131-093 |
LOW |
131-040 |
0.618 |
130-273 |
1.000 |
130-220 |
1.618 |
130-133 |
2.618 |
129-313 |
4.250 |
129-085 |
|
|
Fisher Pivots for day following 21-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
131-110 |
131-212 |
PP |
131-100 |
131-168 |
S1 |
131-090 |
131-124 |
|