ECBOT 10 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 17-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
Open |
131-010 |
130-165 |
-0-165 |
-0.4% |
130-170 |
High |
131-035 |
130-200 |
-0-155 |
-0.4% |
131-030 |
Low |
130-155 |
130-090 |
-0-065 |
-0.2% |
130-140 |
Close |
130-165 |
130-130 |
-0-035 |
-0.1% |
130-310 |
Range |
0-200 |
0-110 |
-0-090 |
-45.0% |
0-210 |
ATR |
0-167 |
0-163 |
-0-004 |
-2.5% |
0-000 |
Volume |
906,695 |
1,127,611 |
220,916 |
24.4% |
5,440,973 |
|
Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-150 |
131-090 |
130-190 |
|
R3 |
131-040 |
130-300 |
130-160 |
|
R2 |
130-250 |
130-250 |
130-150 |
|
R1 |
130-190 |
130-190 |
130-140 |
130-165 |
PP |
130-140 |
130-140 |
130-140 |
130-128 |
S1 |
130-080 |
130-080 |
130-120 |
130-055 |
S2 |
130-030 |
130-030 |
130-110 |
|
S3 |
129-240 |
129-290 |
130-100 |
|
S4 |
129-130 |
129-180 |
130-070 |
|
|
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 |
130-090 |
0-265 |
0.6% |
0-146 |
0.3% |
15% |
False |
True |
1,121,554 |
10 |
131-065 |
130-050 |
1-015 |
0.8% |
0-153 |
0.4% |
24% |
False |
False |
1,130,157 |
20 |
131-065 |
129-020 |
2-045 |
1.6% |
0-168 |
0.4% |
63% |
False |
False |
1,166,816 |
40 |
131-095 |
128-205 |
2-210 |
2.0% |
0-165 |
0.4% |
66% |
False |
False |
1,054,641 |
60 |
131-140 |
128-015 |
3-125 |
2.6% |
0-177 |
0.4% |
70% |
False |
False |
1,106,056 |
80 |
132-205 |
127-240 |
4-285 |
3.8% |
0-188 |
0.4% |
54% |
False |
False |
843,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-028 |
2.618 |
131-168 |
1.618 |
131-058 |
1.000 |
130-310 |
0.618 |
130-268 |
HIGH |
130-200 |
0.618 |
130-158 |
0.500 |
130-145 |
0.382 |
130-132 |
LOW |
130-090 |
0.618 |
130-022 |
1.000 |
129-300 |
1.618 |
129-232 |
2.618 |
129-122 |
4.250 |
128-262 |
|
|
Fisher Pivots for day following 17-May-2016 |
Pivot |
1 day |
3 day |
R1 |
130-145 |
130-222 |
PP |
130-140 |
130-192 |
S1 |
130-135 |
130-161 |
|