ECBOT 10 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 09-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2016 |
09-May-2016 |
Change |
Change % |
Previous Week |
Open |
130-240 |
130-170 |
-0-070 |
-0.2% |
129-295 |
High |
131-065 |
130-285 |
-0-100 |
-0.2% |
131-065 |
Low |
130-145 |
130-140 |
-0-005 |
0.0% |
129-200 |
Close |
130-170 |
130-255 |
0-085 |
0.2% |
130-170 |
Range |
0-240 |
0-145 |
-0-095 |
-39.6% |
1-185 |
ATR |
0-180 |
0-177 |
-0-002 |
-1.4% |
0-000 |
Volume |
1,515,455 |
875,121 |
-640,334 |
-42.3% |
6,038,415 |
|
Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-022 |
131-283 |
131-015 |
|
R3 |
131-197 |
131-138 |
130-295 |
|
R2 |
131-052 |
131-052 |
130-282 |
|
R1 |
130-313 |
130-313 |
130-268 |
131-022 |
PP |
130-227 |
130-227 |
130-227 |
130-241 |
S1 |
130-168 |
130-168 |
130-242 |
130-198 |
S2 |
130-082 |
130-082 |
130-228 |
|
S3 |
129-257 |
130-023 |
130-215 |
|
S4 |
129-112 |
129-198 |
130-175 |
|
|
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 |
129-205 |
1-180 |
1.2% |
0-195 |
0.5% |
74% |
False |
False |
1,204,660 |
10 |
131-065 |
129-020 |
2-045 |
1.6% |
0-184 |
0.4% |
81% |
False |
False |
1,209,033 |
20 |
131-065 |
129-020 |
2-045 |
1.6% |
0-171 |
0.4% |
81% |
False |
False |
1,129,961 |
40 |
131-095 |
128-015 |
3-080 |
2.5% |
0-171 |
0.4% |
85% |
False |
False |
1,038,866 |
60 |
131-190 |
128-015 |
3-175 |
2.7% |
0-186 |
0.4% |
78% |
False |
False |
1,010,732 |
80 |
132-205 |
127-085 |
5-120 |
4.1% |
0-188 |
0.4% |
66% |
False |
False |
761,699 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-261 |
2.618 |
132-025 |
1.618 |
131-200 |
1.000 |
131-110 |
0.618 |
131-055 |
HIGH |
130-285 |
0.618 |
130-230 |
0.500 |
130-212 |
0.382 |
130-195 |
LOW |
130-140 |
0.618 |
130-050 |
1.000 |
129-315 |
1.618 |
129-225 |
2.618 |
129-080 |
4.250 |
128-164 |
|
|
Fisher Pivots for day following 09-May-2016 |
Pivot |
1 day |
3 day |
R1 |
130-241 |
130-248 |
PP |
130-227 |
130-240 |
S1 |
130-212 |
130-232 |
|