ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 23-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
131-065 |
131-090 |
0-025 |
0.1% |
131-200 |
High |
131-135 |
131-090 |
-0-045 |
-0.1% |
132-225 |
Low |
131-050 |
130-235 |
-0-135 |
-0.3% |
131-180 |
Close |
131-110 |
130-260 |
-0-170 |
-0.4% |
131-275 |
Range |
0-085 |
0-175 |
0-090 |
105.9% |
1-045 |
ATR |
0-157 |
0-160 |
0-003 |
1.7% |
0-000 |
Volume |
916,892 |
1,096,165 |
179,273 |
19.6% |
6,511,651 |
|
Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-187 |
132-078 |
131-036 |
|
R3 |
132-012 |
131-223 |
130-308 |
|
R2 |
131-157 |
131-157 |
130-292 |
|
R1 |
131-048 |
131-048 |
130-276 |
131-015 |
PP |
130-302 |
130-302 |
130-302 |
130-285 |
S1 |
130-193 |
130-193 |
130-244 |
130-160 |
S2 |
130-127 |
130-127 |
130-228 |
|
S3 |
129-272 |
130-018 |
130-212 |
|
S4 |
129-097 |
129-163 |
130-164 |
|
|
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 |
132-065 |
130-235 |
1-150 |
1.1% |
0-128 |
0.3% |
5% |
False |
True |
1,033,965 |
10 |
132-225 |
130-235 |
1-310 |
1.5% |
0-154 |
0.4% |
4% |
False |
True |
1,160,854 |
20 |
132-225 |
129-055 |
3-170 |
2.7% |
0-157 |
0.4% |
46% |
False |
False |
1,137,060 |
40 |
132-225 |
129-055 |
3-170 |
2.7% |
0-157 |
0.4% |
46% |
False |
False |
649,344 |
60 |
132-225 |
128-285 |
3-260 |
2.9% |
0-138 |
0.3% |
50% |
False |
False |
433,477 |
80 |
132-225 |
127-310 |
4-235 |
3.6% |
0-113 |
0.3% |
60% |
False |
False |
325,118 |
100 |
132-225 |
127-310 |
4-235 |
3.6% |
0-090 |
0.2% |
60% |
False |
False |
260,094 |
120 |
132-225 |
124-260 |
7-285 |
6.0% |
0-075 |
0.2% |
76% |
False |
False |
216,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-194 |
2.618 |
132-228 |
1.618 |
132-053 |
1.000 |
131-265 |
0.618 |
131-198 |
HIGH |
131-090 |
0.618 |
131-023 |
0.500 |
131-002 |
0.382 |
130-302 |
LOW |
130-235 |
0.618 |
130-127 |
1.000 |
130-060 |
1.618 |
129-272 |
2.618 |
129-097 |
4.250 |
128-131 |
|
|
Fisher Pivots for day following 23-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
131-002 |
131-048 |
PP |
130-302 |
131-012 |
S1 |
130-281 |
130-296 |
|