ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 29-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
133-140 |
133-060 |
-0-080 |
-0.2% |
131-150 |
High |
133-180 |
133-100 |
-0-080 |
-0.2% |
134-070 |
Low |
133-010 |
132-220 |
-0-110 |
-0.3% |
130-215 |
Close |
133-080 |
133-020 |
-0-060 |
-0.1% |
132-120 |
Range |
0-170 |
0-200 |
0-030 |
17.6% |
3-175 |
ATR |
0-233 |
0-231 |
-0-002 |
-1.0% |
0-000 |
Volume |
1,136,545 |
1,098,012 |
-38,533 |
-3.4% |
7,126,501 |
|
Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-287 |
134-193 |
133-130 |
|
R3 |
134-087 |
133-313 |
133-075 |
|
R2 |
133-207 |
133-207 |
133-057 |
|
R1 |
133-113 |
133-113 |
133-038 |
133-060 |
PP |
133-007 |
133-007 |
133-007 |
132-300 |
S1 |
132-233 |
132-233 |
133-002 |
132-180 |
S2 |
132-127 |
132-127 |
132-303 |
|
S3 |
131-247 |
132-033 |
132-285 |
|
S4 |
131-047 |
131-153 |
132-230 |
|
|
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% |
1-065 |
0.9% |
67% |
False |
False |
1,554,818 |
10 |
134-070 |
130-215 |
3-175 |
2.7% |
0-258 |
0.6% |
67% |
False |
False |
1,334,817 |
20 |
134-070 |
129-180 |
4-210 |
3.5% |
0-213 |
0.5% |
75% |
False |
False |
1,229,616 |
40 |
134-070 |
129-055 |
5-015 |
3.8% |
0-184 |
0.4% |
77% |
False |
False |
815,646 |
60 |
134-070 |
128-285 |
5-105 |
4.0% |
0-163 |
0.4% |
78% |
False |
False |
544,770 |
80 |
134-070 |
127-310 |
6-080 |
4.7% |
0-134 |
0.3% |
81% |
False |
False |
408,592 |
100 |
134-070 |
127-310 |
6-080 |
4.7% |
0-108 |
0.3% |
81% |
False |
False |
326,873 |
120 |
134-070 |
126-020 |
8-050 |
6.1% |
0-090 |
0.2% |
86% |
False |
False |
272,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-310 |
2.618 |
134-304 |
1.618 |
134-104 |
1.000 |
133-300 |
0.618 |
133-224 |
HIGH |
133-100 |
0.618 |
133-024 |
0.500 |
133-000 |
0.382 |
132-296 |
LOW |
132-220 |
0.618 |
132-096 |
1.000 |
132-020 |
1.618 |
131-216 |
2.618 |
131-016 |
4.250 |
130-010 |
|
|
Fisher Pivots for day following 29-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
133-013 |
133-040 |
PP |
133-007 |
133-033 |
S1 |
133-000 |
133-027 |
|