ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 24-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2016 |
24-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
131-090 |
130-225 |
-0-185 |
-0.4% |
131-150 |
High |
131-090 |
134-070 |
2-300 |
2.2% |
134-070 |
Low |
130-235 |
130-215 |
-0-020 |
0.0% |
130-215 |
Close |
130-260 |
132-120 |
1-180 |
1.2% |
132-120 |
Range |
0-175 |
3-175 |
3-000 |
548.6% |
3-175 |
ATR |
0-160 |
0-229 |
0-070 |
43.6% |
0-000 |
Volume |
1,096,165 |
3,126,839 |
2,030,674 |
185.3% |
7,126,501 |
|
Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143-020 |
141-085 |
134-104 |
|
R3 |
139-165 |
137-230 |
133-112 |
|
R2 |
135-310 |
135-310 |
133-008 |
|
R1 |
134-055 |
134-055 |
132-224 |
135-022 |
PP |
132-135 |
132-135 |
132-135 |
132-279 |
S1 |
130-200 |
130-200 |
132-016 |
131-168 |
S2 |
128-280 |
128-280 |
131-232 |
|
S3 |
125-105 |
127-025 |
131-128 |
|
S4 |
121-250 |
123-170 |
130-136 |
|
|
Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143-020 |
141-085 |
134-104 |
|
R3 |
139-165 |
137-230 |
133-112 |
|
R2 |
135-310 |
135-310 |
133-008 |
|
R1 |
134-055 |
134-055 |
132-224 |
135-022 |
PP |
132-135 |
132-135 |
132-135 |
132-279 |
S1 |
130-200 |
130-200 |
132-016 |
131-168 |
S2 |
128-280 |
128-280 |
131-232 |
|
S3 |
125-105 |
127-025 |
131-128 |
|
S4 |
121-250 |
123-170 |
130-136 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134-070 |
130-215 |
3-175 |
2.7% |
1-010 |
0.8% |
48% |
True |
True |
1,425,300 |
10 |
134-070 |
130-215 |
3-175 |
2.7% |
0-248 |
0.6% |
48% |
True |
True |
1,363,815 |
20 |
134-070 |
129-055 |
5-015 |
3.8% |
0-206 |
0.5% |
63% |
True |
False |
1,231,826 |
40 |
134-070 |
129-055 |
5-015 |
3.8% |
0-182 |
0.4% |
63% |
True |
False |
727,426 |
60 |
134-070 |
128-285 |
5-105 |
4.0% |
0-156 |
0.4% |
65% |
True |
False |
485,591 |
80 |
134-070 |
127-310 |
6-080 |
4.7% |
0-126 |
0.3% |
70% |
True |
False |
364,203 |
100 |
134-070 |
127-310 |
6-080 |
4.7% |
0-102 |
0.2% |
70% |
True |
False |
291,362 |
120 |
134-070 |
124-285 |
9-105 |
7.0% |
0-085 |
0.2% |
80% |
True |
False |
242,802 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
149-094 |
2.618 |
143-161 |
1.618 |
139-306 |
1.000 |
137-245 |
0.618 |
136-131 |
HIGH |
134-070 |
0.618 |
132-276 |
0.500 |
132-142 |
0.382 |
132-009 |
LOW |
130-215 |
0.618 |
128-154 |
1.000 |
127-040 |
1.618 |
124-299 |
2.618 |
121-124 |
4.250 |
115-191 |
|
|
Fisher Pivots for day following 24-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
132-142 |
132-142 |
PP |
132-135 |
132-135 |
S1 |
132-128 |
132-128 |
|