ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 20-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2016 |
20-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
131-045 |
130-235 |
-0-130 |
-0.3% |
131-015 |
High |
131-265 |
130-235 |
-1-030 |
-0.8% |
131-265 |
Low |
131-045 |
130-235 |
-0-130 |
-0.3% |
131-015 |
Close |
131-045 |
130-235 |
-0-130 |
-0.3% |
131-045 |
Range |
0-220 |
0-000 |
-0-220 |
-100.0% |
0-250 |
ATR |
0-109 |
0-110 |
0-002 |
1.4% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-235 |
130-235 |
130-235 |
|
R3 |
130-235 |
130-235 |
130-235 |
|
R2 |
130-235 |
130-235 |
130-235 |
|
R1 |
130-235 |
130-235 |
130-235 |
130-235 |
PP |
130-235 |
130-235 |
130-235 |
130-235 |
S1 |
130-235 |
130-235 |
130-235 |
130-235 |
S2 |
130-235 |
130-235 |
130-235 |
|
S3 |
130-235 |
130-235 |
130-235 |
|
S4 |
130-235 |
130-235 |
130-235 |
|
|
Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-218 |
133-062 |
131-182 |
|
R3 |
132-288 |
132-132 |
131-114 |
|
R2 |
132-038 |
132-038 |
131-091 |
|
R1 |
131-202 |
131-202 |
131-068 |
131-280 |
PP |
131-108 |
131-108 |
131-108 |
131-147 |
S1 |
130-272 |
130-272 |
131-022 |
131-030 |
S2 |
130-178 |
130-178 |
130-319 |
|
S3 |
129-248 |
130-022 |
130-296 |
|
S4 |
128-318 |
129-092 |
130-228 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-265 |
130-235 |
1-030 |
0.8% |
0-075 |
0.2% |
0% |
False |
True |
1 |
10 |
131-265 |
130-100 |
1-165 |
1.2% |
0-071 |
0.2% |
28% |
False |
False |
2 |
20 |
131-265 |
128-240 |
3-025 |
2.4% |
0-035 |
0.1% |
64% |
False |
False |
1 |
40 |
131-265 |
128-045 |
3-220 |
2.8% |
0-018 |
0.0% |
70% |
False |
False |
|
60 |
131-265 |
128-045 |
3-220 |
2.8% |
0-012 |
0.0% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-235 |
2.618 |
130-235 |
1.618 |
130-235 |
1.000 |
130-235 |
0.618 |
130-235 |
HIGH |
130-235 |
0.618 |
130-235 |
0.500 |
130-235 |
0.382 |
130-235 |
LOW |
130-235 |
0.618 |
130-235 |
1.000 |
130-235 |
1.618 |
130-235 |
2.618 |
130-235 |
4.250 |
130-235 |
|
|
Fisher Pivots for day following 20-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
130-235 |
131-090 |
PP |
130-235 |
131-032 |
S1 |
130-235 |
130-293 |
|