ECBOT 10 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 10-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2016 |
10-May-2016 |
Change |
Change % |
Previous Week |
Open |
130-170 |
130-280 |
0-110 |
0.3% |
129-295 |
High |
130-285 |
130-290 |
0-005 |
0.0% |
131-065 |
Low |
130-140 |
130-200 |
0-060 |
0.1% |
129-200 |
Close |
130-255 |
130-250 |
-0-005 |
0.0% |
130-170 |
Range |
0-145 |
0-090 |
-0-055 |
-37.9% |
1-185 |
ATR |
0-177 |
0-171 |
-0-006 |
-3.5% |
0-000 |
Volume |
875,121 |
992,388 |
117,267 |
13.4% |
6,038,415 |
|
Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-197 |
131-153 |
130-300 |
|
R3 |
131-107 |
131-063 |
130-275 |
|
R2 |
131-017 |
131-017 |
130-266 |
|
R1 |
130-293 |
130-293 |
130-258 |
130-270 |
PP |
130-247 |
130-247 |
130-247 |
130-235 |
S1 |
130-203 |
130-203 |
130-242 |
130-180 |
S2 |
130-157 |
130-157 |
130-234 |
|
S3 |
130-067 |
130-113 |
130-225 |
|
S4 |
129-297 |
130-023 |
130-200 |
|
|
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 |
130-050 |
1-015 |
0.8% |
0-160 |
0.4% |
60% |
False |
False |
1,138,760 |
10 |
131-065 |
129-050 |
2-015 |
1.6% |
0-180 |
0.4% |
79% |
False |
False |
1,202,386 |
20 |
131-065 |
129-020 |
2-045 |
1.6% |
0-167 |
0.4% |
80% |
False |
False |
1,130,702 |
40 |
131-095 |
128-015 |
3-080 |
2.5% |
0-170 |
0.4% |
84% |
False |
False |
1,045,498 |
60 |
131-140 |
128-015 |
3-125 |
2.6% |
0-182 |
0.4% |
81% |
False |
False |
1,026,630 |
80 |
132-205 |
127-165 |
5-040 |
3.9% |
0-189 |
0.5% |
64% |
False |
False |
774,077 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-032 |
2.618 |
131-206 |
1.618 |
131-116 |
1.000 |
131-060 |
0.618 |
131-026 |
HIGH |
130-290 |
0.618 |
130-256 |
0.500 |
130-245 |
0.382 |
130-234 |
LOW |
130-200 |
0.618 |
130-144 |
1.000 |
130-110 |
1.618 |
130-054 |
2.618 |
129-284 |
4.250 |
129-138 |
|
|
Fisher Pivots for day following 10-May-2016 |
Pivot |
1 day |
3 day |
R1 |
130-248 |
130-262 |
PP |
130-247 |
130-258 |
S1 |
130-245 |
130-254 |
|