ECBOT 10 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 06-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2016 |
06-May-2016 |
Change |
Change % |
Previous Week |
Open |
130-160 |
130-240 |
0-080 |
0.2% |
129-295 |
High |
130-280 |
131-065 |
0-105 |
0.3% |
131-065 |
Low |
130-080 |
130-145 |
0-065 |
0.2% |
129-200 |
Close |
130-235 |
130-170 |
-0-065 |
-0.2% |
130-170 |
Range |
0-200 |
0-240 |
0-040 |
20.0% |
1-185 |
ATR |
0-175 |
0-180 |
0-005 |
2.6% |
0-000 |
Volume |
1,192,171 |
1,515,455 |
323,284 |
27.1% |
6,038,415 |
|
Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-313 |
132-162 |
130-302 |
|
R3 |
132-073 |
131-242 |
130-236 |
|
R2 |
131-153 |
131-153 |
130-214 |
|
R1 |
131-002 |
131-002 |
130-192 |
130-278 |
PP |
130-233 |
130-233 |
130-233 |
130-211 |
S1 |
130-082 |
130-082 |
130-148 |
130-038 |
S2 |
129-313 |
129-313 |
130-126 |
|
S3 |
129-073 |
129-162 |
130-104 |
|
S4 |
128-153 |
128-242 |
130-038 |
|
|
Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-060 |
134-140 |
131-128 |
|
R3 |
133-195 |
132-275 |
130-309 |
|
R2 |
132-010 |
132-010 |
130-263 |
|
R1 |
131-090 |
131-090 |
130-216 |
131-210 |
PP |
130-145 |
130-145 |
130-145 |
130-205 |
S1 |
129-225 |
129-225 |
130-124 |
130-025 |
S2 |
128-280 |
128-280 |
130-077 |
|
S3 |
127-095 |
128-040 |
130-031 |
|
S4 |
125-230 |
126-175 |
129-212 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-065 |
129-200 |
1-185 |
1.2% |
0-200 |
0.5% |
57% |
True |
False |
1,207,683 |
10 |
131-065 |
129-020 |
2-045 |
1.6% |
0-184 |
0.4% |
69% |
True |
False |
1,215,852 |
20 |
131-070 |
129-020 |
2-050 |
1.7% |
0-171 |
0.4% |
68% |
False |
False |
1,126,513 |
40 |
131-095 |
128-015 |
3-080 |
2.5% |
0-172 |
0.4% |
76% |
False |
False |
1,044,548 |
60 |
132-205 |
128-015 |
4-190 |
3.5% |
0-190 |
0.5% |
54% |
False |
False |
996,953 |
80 |
132-205 |
127-000 |
5-205 |
4.3% |
0-189 |
0.5% |
63% |
False |
False |
750,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-125 |
2.618 |
133-053 |
1.618 |
132-133 |
1.000 |
131-305 |
0.618 |
131-213 |
HIGH |
131-065 |
0.618 |
130-293 |
0.500 |
130-265 |
0.382 |
130-237 |
LOW |
130-145 |
0.618 |
129-317 |
1.000 |
129-225 |
1.618 |
129-077 |
2.618 |
128-157 |
4.250 |
127-085 |
|
|
Fisher Pivots for day following 06-May-2016 |
Pivot |
1 day |
3 day |
R1 |
130-265 |
130-218 |
PP |
130-233 |
130-202 |
S1 |
130-202 |
130-186 |
|