ECBOT 10 Year T-Note Future December 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 |
132-080 |
131-285 |
-0-115 |
-0.3% |
130-235 |
High |
132-085 |
132-055 |
-0-030 |
-0.1% |
133-060 |
Low |
131-250 |
131-285 |
0-035 |
0.1% |
130-015 |
Close |
132-040 |
132-015 |
-0-025 |
-0.1% |
131-200 |
Range |
0-155 |
0-090 |
-0-065 |
-41.9% |
3-045 |
ATR |
0-178 |
0-171 |
-0-006 |
-3.5% |
0-000 |
Volume |
104 |
8 |
-96 |
-92.3% |
14 |
|
Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-282 |
132-238 |
132-065 |
|
R3 |
132-192 |
132-148 |
132-040 |
|
R2 |
132-102 |
132-102 |
132-032 |
|
R1 |
132-058 |
132-058 |
132-023 |
132-080 |
PP |
132-012 |
132-012 |
132-012 |
132-023 |
S1 |
131-288 |
131-288 |
132-007 |
131-310 |
S2 |
131-242 |
131-242 |
131-319 |
|
S3 |
131-152 |
131-198 |
131-310 |
|
S4 |
131-062 |
131-108 |
131-285 |
|
|
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 |
130-055 |
3-005 |
2.3% |
0-262 |
0.6% |
62% |
False |
False |
35 |
10 |
133-060 |
130-015 |
3-045 |
2.4% |
0-175 |
0.4% |
64% |
False |
False |
18 |
20 |
133-060 |
130-015 |
3-045 |
2.4% |
0-112 |
0.3% |
64% |
False |
False |
10 |
40 |
133-060 |
128-195 |
4-185 |
3.5% |
0-056 |
0.1% |
75% |
False |
False |
5 |
60 |
133-060 |
128-045 |
5-015 |
3.8% |
0-037 |
0.1% |
77% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-118 |
2.618 |
132-291 |
1.618 |
132-201 |
1.000 |
132-145 |
0.618 |
132-111 |
HIGH |
132-055 |
0.618 |
132-021 |
0.500 |
132-010 |
0.382 |
131-319 |
LOW |
131-285 |
0.618 |
131-229 |
1.000 |
131-195 |
1.618 |
131-139 |
2.618 |
131-049 |
4.250 |
130-222 |
|
|
Fisher Pivots for day following 30-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
132-013 |
132-030 |
PP |
132-012 |
132-025 |
S1 |
132-010 |
132-020 |
|