ECBOT 10 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 20-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
Open |
129-175 |
129-205 |
0-030 |
0.1% |
131-010 |
High |
129-250 |
129-255 |
0-005 |
0.0% |
131-035 |
Low |
129-100 |
129-160 |
0-060 |
0.1% |
129-100 |
Close |
129-215 |
129-225 |
0-010 |
0.0% |
129-225 |
Range |
0-150 |
0-095 |
-0-055 |
-36.7% |
1-255 |
ATR |
0-174 |
0-169 |
-0-006 |
-3.3% |
0-000 |
Volume |
1,641,077 |
896,676 |
-744,401 |
-45.4% |
6,504,728 |
|
Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-178 |
130-137 |
129-277 |
|
R3 |
130-083 |
130-042 |
129-251 |
|
R2 |
129-308 |
129-308 |
129-242 |
|
R1 |
129-267 |
129-267 |
129-234 |
129-288 |
PP |
129-213 |
129-213 |
129-213 |
129-224 |
S1 |
129-172 |
129-172 |
129-216 |
129-192 |
S2 |
129-118 |
129-118 |
129-208 |
|
S3 |
129-023 |
129-077 |
129-199 |
|
S4 |
128-248 |
128-302 |
129-173 |
|
|
Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-138 |
134-117 |
130-221 |
|
R3 |
133-203 |
132-182 |
130-063 |
|
R2 |
131-268 |
131-268 |
130-010 |
|
R1 |
130-247 |
130-247 |
129-278 |
130-130 |
PP |
130-013 |
130-013 |
130-013 |
129-275 |
S1 |
128-312 |
128-312 |
129-172 |
128-195 |
S2 |
128-078 |
128-078 |
129-120 |
|
S3 |
126-143 |
127-057 |
129-067 |
|
S4 |
124-208 |
125-122 |
128-229 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-035 |
129-100 |
1-255 |
1.4% |
0-178 |
0.4% |
22% |
False |
False |
1,300,945 |
10 |
131-035 |
129-100 |
1-255 |
1.4% |
0-154 |
0.4% |
22% |
False |
False |
1,194,570 |
20 |
131-065 |
129-020 |
2-045 |
1.7% |
0-169 |
0.4% |
30% |
False |
False |
1,205,211 |
40 |
131-095 |
128-310 |
2-105 |
1.8% |
0-165 |
0.4% |
32% |
False |
False |
1,099,237 |
60 |
131-095 |
128-015 |
3-080 |
2.5% |
0-173 |
0.4% |
51% |
False |
False |
1,111,604 |
80 |
132-205 |
128-010 |
4-195 |
3.6% |
0-190 |
0.5% |
36% |
False |
False |
899,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-019 |
2.618 |
130-184 |
1.618 |
130-089 |
1.000 |
130-030 |
0.618 |
129-314 |
HIGH |
129-255 |
0.618 |
129-219 |
0.500 |
129-208 |
0.382 |
129-196 |
LOW |
129-160 |
0.618 |
129-101 |
1.000 |
129-065 |
1.618 |
129-006 |
2.618 |
128-231 |
4.250 |
128-076 |
|
|
Fisher Pivots for day following 20-May-2016 |
Pivot |
1 day |
3 day |
R1 |
129-219 |
129-270 |
PP |
129-213 |
129-255 |
S1 |
129-208 |
129-240 |
|