ECBOT 10 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 26-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
Open |
129-170 |
129-150 |
-0-020 |
0.0% |
131-010 |
High |
129-195 |
129-290 |
0-095 |
0.2% |
131-035 |
Low |
129-105 |
129-140 |
0-035 |
0.1% |
129-100 |
Close |
129-150 |
129-285 |
0-135 |
0.3% |
129-225 |
Range |
0-090 |
0-150 |
0-060 |
66.7% |
1-255 |
ATR |
0-159 |
0-158 |
-0-001 |
-0.4% |
0-000 |
Volume |
1,980,645 |
1,737,088 |
-243,557 |
-12.3% |
6,504,728 |
|
Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-048 |
130-317 |
130-048 |
|
R3 |
130-218 |
130-167 |
130-006 |
|
R2 |
130-068 |
130-068 |
129-312 |
|
R1 |
130-017 |
130-017 |
129-299 |
130-042 |
PP |
129-238 |
129-238 |
129-238 |
129-251 |
S1 |
129-187 |
129-187 |
129-271 |
129-212 |
S2 |
129-088 |
129-088 |
129-258 |
|
S3 |
128-258 |
129-037 |
129-244 |
|
S4 |
128-108 |
128-207 |
129-202 |
|
|
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 |
129-300 |
129-105 |
0-195 |
0.5% |
0-120 |
0.3% |
92% |
False |
False |
1,472,226 |
10 |
131-035 |
129-100 |
1-255 |
1.4% |
0-154 |
0.4% |
32% |
False |
False |
1,424,743 |
20 |
131-065 |
129-100 |
1-285 |
1.5% |
0-161 |
0.4% |
31% |
False |
False |
1,297,267 |
40 |
131-095 |
129-020 |
2-075 |
1.7% |
0-158 |
0.4% |
37% |
False |
False |
1,167,431 |
60 |
131-095 |
128-015 |
3-080 |
2.5% |
0-169 |
0.4% |
57% |
False |
False |
1,127,545 |
80 |
132-205 |
128-015 |
4-190 |
3.5% |
0-187 |
0.4% |
40% |
False |
False |
979,698 |
100 |
132-205 |
125-195 |
7-010 |
5.4% |
0-179 |
0.4% |
61% |
False |
False |
784,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-288 |
2.618 |
131-043 |
1.618 |
130-213 |
1.000 |
130-120 |
0.618 |
130-063 |
HIGH |
129-290 |
0.618 |
129-233 |
0.500 |
129-215 |
0.382 |
129-197 |
LOW |
129-140 |
0.618 |
129-047 |
1.000 |
128-310 |
1.618 |
128-217 |
2.618 |
128-067 |
4.250 |
127-142 |
|
|
Fisher Pivots for day following 26-May-2016 |
Pivot |
1 day |
3 day |
R1 |
129-262 |
129-256 |
PP |
129-238 |
129-227 |
S1 |
129-215 |
129-198 |
|