ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 27-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2016 |
27-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
130-055 |
132-170 |
2-115 |
1.8% |
130-235 |
High |
133-060 |
132-170 |
-0-210 |
-0.5% |
133-060 |
Low |
130-055 |
132-170 |
2-115 |
1.8% |
130-015 |
Close |
131-200 |
132-170 |
0-290 |
0.7% |
131-200 |
Range |
3-005 |
0-000 |
-3-005 |
-100.0% |
3-045 |
ATR |
0-173 |
0-181 |
0-008 |
4.8% |
0-000 |
Volume |
10 |
0 |
-10 |
-100.0% |
14 |
|
Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-170 |
132-170 |
132-170 |
|
R3 |
132-170 |
132-170 |
132-170 |
|
R2 |
132-170 |
132-170 |
132-170 |
|
R1 |
132-170 |
132-170 |
132-170 |
132-170 |
PP |
132-170 |
132-170 |
132-170 |
132-170 |
S1 |
132-170 |
132-170 |
132-170 |
132-170 |
S2 |
132-170 |
132-170 |
132-170 |
|
S3 |
132-170 |
132-170 |
132-170 |
|
S4 |
132-170 |
132-170 |
132-170 |
|
|
Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141-013 |
139-152 |
133-113 |
|
R3 |
137-288 |
136-107 |
132-156 |
|
R2 |
134-243 |
134-243 |
132-064 |
|
R1 |
133-062 |
133-062 |
131-292 |
133-312 |
PP |
131-198 |
131-198 |
131-198 |
132-004 |
S1 |
130-017 |
130-017 |
131-108 |
130-268 |
S2 |
128-153 |
128-153 |
131-016 |
|
S3 |
125-108 |
126-292 |
130-244 |
|
S4 |
122-063 |
123-247 |
129-287 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-060 |
130-015 |
3-045 |
2.4% |
0-237 |
0.6% |
79% |
False |
False |
2 |
10 |
133-060 |
130-015 |
3-045 |
2.4% |
0-156 |
0.4% |
79% |
False |
False |
1 |
20 |
133-060 |
128-295 |
4-085 |
3.2% |
0-095 |
0.2% |
85% |
False |
False |
1 |
40 |
133-060 |
128-195 |
4-185 |
3.5% |
0-047 |
0.1% |
86% |
False |
False |
|
60 |
133-060 |
128-045 |
5-015 |
3.8% |
0-032 |
0.1% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-170 |
2.618 |
132-170 |
1.618 |
132-170 |
1.000 |
132-170 |
0.618 |
132-170 |
HIGH |
132-170 |
0.618 |
132-170 |
0.500 |
132-170 |
0.382 |
132-170 |
LOW |
132-170 |
0.618 |
132-170 |
1.000 |
132-170 |
1.618 |
132-170 |
2.618 |
132-170 |
4.250 |
132-170 |
|
|
Fisher Pivots for day following 27-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
132-170 |
132-073 |
PP |
132-170 |
131-295 |
S1 |
132-170 |
131-198 |
|