ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 30-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2016 |
30-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
133-060 |
132-225 |
-0-155 |
-0.4% |
131-150 |
High |
133-100 |
133-075 |
-0-025 |
-0.1% |
134-070 |
Low |
132-220 |
132-140 |
-0-080 |
-0.2% |
130-215 |
Close |
133-020 |
132-315 |
-0-025 |
-0.1% |
132-120 |
Range |
0-200 |
0-255 |
0-055 |
27.5% |
3-175 |
ATR |
0-231 |
0-232 |
0-002 |
0.8% |
0-000 |
Volume |
1,098,012 |
1,943,875 |
845,863 |
77.0% |
7,126,501 |
|
Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-088 |
134-297 |
133-135 |
|
R3 |
134-153 |
134-042 |
133-065 |
|
R2 |
133-218 |
133-218 |
133-042 |
|
R1 |
133-107 |
133-107 |
133-018 |
133-162 |
PP |
132-283 |
132-283 |
132-283 |
132-311 |
S1 |
132-172 |
132-172 |
132-292 |
132-228 |
S2 |
132-028 |
132-028 |
132-268 |
|
S3 |
131-093 |
131-237 |
132-245 |
|
S4 |
130-158 |
130-302 |
132-175 |
|
|
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% |
1-081 |
0.9% |
65% |
False |
False |
1,724,360 |
10 |
134-070 |
130-215 |
3-175 |
2.7% |
0-264 |
0.6% |
65% |
False |
False |
1,379,162 |
20 |
134-070 |
129-270 |
4-120 |
3.3% |
0-219 |
0.5% |
72% |
False |
False |
1,271,670 |
40 |
134-070 |
129-055 |
5-015 |
3.8% |
0-187 |
0.4% |
76% |
False |
False |
864,084 |
60 |
134-070 |
128-285 |
5-105 |
4.0% |
0-166 |
0.4% |
77% |
False |
False |
577,124 |
80 |
134-070 |
127-310 |
6-080 |
4.7% |
0-137 |
0.3% |
80% |
False |
False |
432,890 |
100 |
134-070 |
127-310 |
6-080 |
4.7% |
0-110 |
0.3% |
80% |
False |
False |
346,312 |
120 |
134-070 |
126-020 |
8-050 |
6.1% |
0-092 |
0.2% |
85% |
False |
False |
288,593 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-199 |
2.618 |
135-103 |
1.618 |
134-168 |
1.000 |
134-010 |
0.618 |
133-233 |
HIGH |
133-075 |
0.618 |
132-298 |
0.500 |
132-268 |
0.382 |
132-237 |
LOW |
132-140 |
0.618 |
131-302 |
1.000 |
131-205 |
1.618 |
131-047 |
2.618 |
130-112 |
4.250 |
129-016 |
|
|
Fisher Pivots for day following 30-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
132-299 |
133-000 |
PP |
132-283 |
132-318 |
S1 |
132-268 |
132-317 |
|