ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 16-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
131-155 |
131-195 |
0-040 |
0.1% |
130-185 |
High |
131-155 |
131-265 |
0-110 |
0.3% |
130-290 |
Low |
131-115 |
131-180 |
0-065 |
0.2% |
130-100 |
Close |
131-115 |
131-180 |
0-065 |
0.2% |
130-290 |
Range |
0-040 |
0-085 |
0-045 |
112.5% |
0-190 |
ATR |
0-096 |
0-100 |
0-004 |
4.0% |
0-000 |
Volume |
1 |
3 |
2 |
200.0% |
16 |
|
Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-143 |
132-087 |
131-227 |
|
R3 |
132-058 |
132-002 |
131-203 |
|
R2 |
131-293 |
131-293 |
131-196 |
|
R1 |
131-237 |
131-237 |
131-188 |
131-222 |
PP |
131-208 |
131-208 |
131-208 |
131-201 |
S1 |
131-152 |
131-152 |
131-172 |
131-138 |
S2 |
131-123 |
131-123 |
131-164 |
|
S3 |
131-038 |
131-067 |
131-157 |
|
S4 |
130-273 |
130-302 |
131-133 |
|
|
Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-157 |
132-093 |
131-075 |
|
R3 |
131-287 |
131-223 |
131-022 |
|
R2 |
131-097 |
131-097 |
131-005 |
|
R1 |
131-033 |
131-033 |
130-307 |
131-065 |
PP |
130-227 |
130-227 |
130-227 |
130-243 |
S1 |
130-163 |
130-163 |
130-273 |
130-195 |
S2 |
130-037 |
130-037 |
130-255 |
|
S3 |
129-167 |
129-293 |
130-238 |
|
S4 |
128-297 |
129-103 |
130-186 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-265 |
130-105 |
1-160 |
1.1% |
0-068 |
0.2% |
82% |
True |
False |
1 |
10 |
131-265 |
130-100 |
1-165 |
1.2% |
0-049 |
0.1% |
82% |
True |
False |
2 |
20 |
131-265 |
128-240 |
3-025 |
2.3% |
0-024 |
0.1% |
91% |
True |
False |
1 |
40 |
131-265 |
128-045 |
3-220 |
2.8% |
0-012 |
0.0% |
93% |
True |
False |
|
60 |
131-265 |
128-045 |
3-220 |
2.8% |
0-008 |
0.0% |
93% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-306 |
2.618 |
132-168 |
1.618 |
132-083 |
1.000 |
132-030 |
0.618 |
131-318 |
HIGH |
131-265 |
0.618 |
131-233 |
0.500 |
131-222 |
0.382 |
131-212 |
LOW |
131-180 |
0.618 |
131-127 |
1.000 |
131-095 |
1.618 |
131-042 |
2.618 |
130-277 |
4.250 |
130-139 |
|
|
Fisher Pivots for day following 16-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
131-222 |
131-167 |
PP |
131-208 |
131-155 |
S1 |
131-194 |
131-142 |
|