ECBOT 10 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 16-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2016 |
16-May-2016 |
Change |
Change % |
Previous Week |
Open |
130-190 |
131-010 |
0-140 |
0.3% |
130-170 |
High |
130-315 |
131-035 |
0-040 |
0.1% |
131-030 |
Low |
130-175 |
130-155 |
-0-020 |
0.0% |
130-140 |
Close |
130-310 |
130-165 |
-0-145 |
-0.3% |
130-310 |
Range |
0-140 |
0-200 |
0-060 |
42.9% |
0-210 |
ATR |
0-165 |
0-167 |
0-003 |
1.5% |
0-000 |
Volume |
1,278,254 |
906,695 |
-371,559 |
-29.1% |
5,440,973 |
|
Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-185 |
132-055 |
130-275 |
|
R3 |
131-305 |
131-175 |
130-220 |
|
R2 |
131-105 |
131-105 |
130-202 |
|
R1 |
130-295 |
130-295 |
130-183 |
130-260 |
PP |
130-225 |
130-225 |
130-225 |
130-208 |
S1 |
130-095 |
130-095 |
130-147 |
130-060 |
S2 |
130-025 |
130-025 |
130-128 |
|
S3 |
129-145 |
129-215 |
130-110 |
|
S4 |
128-265 |
129-015 |
130-055 |
|
|
Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-257 |
132-173 |
131-106 |
|
R3 |
132-047 |
131-283 |
131-048 |
|
R2 |
131-157 |
131-157 |
131-028 |
|
R1 |
131-073 |
131-073 |
131-009 |
131-115 |
PP |
130-267 |
130-267 |
130-267 |
130-288 |
S1 |
130-183 |
130-183 |
130-291 |
130-225 |
S2 |
130-057 |
130-057 |
130-272 |
|
S3 |
129-167 |
129-293 |
130-252 |
|
S4 |
128-277 |
129-083 |
130-194 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-035 |
130-155 |
0-200 |
0.5% |
0-142 |
0.3% |
5% |
True |
True |
1,094,509 |
10 |
131-065 |
129-205 |
1-180 |
1.2% |
0-168 |
0.4% |
56% |
False |
False |
1,149,584 |
20 |
131-065 |
129-020 |
2-045 |
1.6% |
0-168 |
0.4% |
68% |
False |
False |
1,161,297 |
40 |
131-095 |
128-205 |
2-210 |
2.0% |
0-166 |
0.4% |
71% |
False |
False |
1,045,975 |
60 |
131-140 |
128-015 |
3-125 |
2.6% |
0-177 |
0.4% |
73% |
False |
False |
1,095,005 |
80 |
132-205 |
127-230 |
4-295 |
3.8% |
0-188 |
0.4% |
57% |
False |
False |
829,796 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-245 |
2.618 |
132-239 |
1.618 |
132-039 |
1.000 |
131-235 |
0.618 |
131-159 |
HIGH |
131-035 |
0.618 |
130-279 |
0.500 |
130-255 |
0.382 |
130-231 |
LOW |
130-155 |
0.618 |
130-031 |
1.000 |
129-275 |
1.618 |
129-151 |
2.618 |
128-271 |
4.250 |
127-265 |
|
|
Fisher Pivots for day following 16-May-2016 |
Pivot |
1 day |
3 day |
R1 |
130-255 |
130-255 |
PP |
130-225 |
130-225 |
S1 |
130-195 |
130-195 |
|