ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 22-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
131-100 |
131-065 |
-0-035 |
-0.1% |
131-200 |
High |
131-180 |
131-135 |
-0-045 |
-0.1% |
132-225 |
Low |
131-040 |
131-050 |
0-010 |
0.0% |
131-180 |
Close |
131-080 |
131-110 |
0-030 |
0.1% |
131-275 |
Range |
0-140 |
0-085 |
-0-055 |
-39.3% |
1-045 |
ATR |
0-163 |
0-157 |
-0-006 |
-3.4% |
0-000 |
Volume |
981,927 |
916,892 |
-65,035 |
-6.6% |
6,511,651 |
|
Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-033 |
131-317 |
131-157 |
|
R3 |
131-268 |
131-232 |
131-133 |
|
R2 |
131-183 |
131-183 |
131-126 |
|
R1 |
131-147 |
131-147 |
131-118 |
131-165 |
PP |
131-098 |
131-098 |
131-098 |
131-108 |
S1 |
131-062 |
131-062 |
131-102 |
131-080 |
S2 |
131-013 |
131-013 |
131-094 |
|
S3 |
130-248 |
130-297 |
131-087 |
|
S4 |
130-163 |
130-212 |
131-063 |
|
|
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% |
0-131 |
0.3% |
14% |
False |
False |
1,114,816 |
10 |
132-225 |
130-285 |
1-260 |
1.4% |
0-148 |
0.4% |
25% |
False |
False |
1,153,716 |
20 |
132-225 |
129-055 |
3-170 |
2.7% |
0-154 |
0.4% |
62% |
False |
False |
1,150,302 |
40 |
132-225 |
129-040 |
3-185 |
2.7% |
0-158 |
0.4% |
62% |
False |
False |
622,133 |
60 |
132-225 |
128-285 |
3-260 |
2.9% |
0-135 |
0.3% |
64% |
False |
False |
415,208 |
80 |
132-225 |
127-310 |
4-235 |
3.6% |
0-111 |
0.3% |
71% |
False |
False |
311,416 |
100 |
132-225 |
127-310 |
4-235 |
3.6% |
0-089 |
0.2% |
71% |
False |
False |
249,132 |
120 |
132-225 |
124-210 |
8-015 |
6.1% |
0-074 |
0.2% |
83% |
False |
False |
207,610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-176 |
2.618 |
132-038 |
1.618 |
131-273 |
1.000 |
131-220 |
0.618 |
131-188 |
HIGH |
131-135 |
0.618 |
131-103 |
0.500 |
131-092 |
0.382 |
131-082 |
LOW |
131-050 |
0.618 |
130-317 |
1.000 |
130-285 |
1.618 |
130-232 |
2.618 |
130-147 |
4.250 |
130-009 |
|
|
Fisher Pivots for day following 22-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
131-104 |
131-120 |
PP |
131-098 |
131-117 |
S1 |
131-092 |
131-113 |
|