ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 28-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2016 |
28-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
132-170 |
132-030 |
-0-140 |
-0.3% |
130-235 |
High |
132-170 |
132-130 |
-0-040 |
-0.1% |
133-060 |
Low |
132-170 |
132-030 |
-0-140 |
-0.3% |
130-015 |
Close |
132-170 |
132-100 |
-0-070 |
-0.2% |
131-200 |
Range |
0-000 |
0-100 |
0-100 |
|
3-045 |
ATR |
0-181 |
0-178 |
-0-003 |
-1.6% |
0-000 |
Volume |
0 |
56 |
56 |
|
14 |
|
Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-067 |
133-023 |
132-155 |
|
R3 |
132-287 |
132-243 |
132-128 |
|
R2 |
132-187 |
132-187 |
132-118 |
|
R1 |
132-143 |
132-143 |
132-109 |
132-165 |
PP |
132-087 |
132-087 |
132-087 |
132-098 |
S1 |
132-043 |
132-043 |
132-091 |
132-065 |
S2 |
131-307 |
131-307 |
132-082 |
|
S3 |
131-207 |
131-263 |
132-072 |
|
S4 |
131-107 |
131-163 |
132-045 |
|
|
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% |
0-257 |
0.6% |
72% |
False |
False |
13 |
10 |
133-060 |
130-015 |
3-045 |
2.4% |
0-163 |
0.4% |
72% |
False |
False |
7 |
20 |
133-060 |
128-295 |
4-085 |
3.2% |
0-100 |
0.2% |
79% |
False |
False |
4 |
40 |
133-060 |
128-195 |
4-185 |
3.5% |
0-050 |
0.1% |
81% |
False |
False |
2 |
60 |
133-060 |
128-045 |
5-015 |
3.8% |
0-033 |
0.1% |
83% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-235 |
2.618 |
133-072 |
1.618 |
132-292 |
1.000 |
132-230 |
0.618 |
132-192 |
HIGH |
132-130 |
0.618 |
132-092 |
0.500 |
132-080 |
0.382 |
132-068 |
LOW |
132-030 |
0.618 |
131-288 |
1.000 |
131-250 |
1.618 |
131-188 |
2.618 |
131-088 |
4.250 |
130-245 |
|
|
Fisher Pivots for day following 28-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
132-093 |
132-033 |
PP |
132-087 |
131-285 |
S1 |
132-080 |
131-218 |
|