ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 31-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
| Open |
129-265 |
129-160 |
-0-105 |
-0.3% |
129-230 |
| High |
129-290 |
129-255 |
-0-035 |
-0.1% |
129-300 |
| Low |
129-150 |
129-095 |
-0-055 |
-0.1% |
129-105 |
| Close |
129-255 |
129-255 |
0-000 |
0.0% |
129-255 |
| Range |
0-140 |
0-160 |
0-020 |
14.3% |
0-195 |
| ATR |
0-157 |
0-157 |
0-000 |
0.1% |
0-000 |
| Volume |
939,608 |
377,106 |
-562,502 |
-59.9% |
7,404,062 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-042 |
130-308 |
130-023 |
|
| R3 |
130-202 |
130-148 |
129-299 |
|
| R2 |
130-042 |
130-042 |
129-284 |
|
| R1 |
129-308 |
129-308 |
129-270 |
130-015 |
| PP |
129-202 |
129-202 |
129-202 |
129-215 |
| S1 |
129-148 |
129-148 |
129-240 |
129-175 |
| S2 |
129-042 |
129-042 |
129-226 |
|
| S3 |
128-202 |
128-308 |
129-211 |
|
| S4 |
128-042 |
128-148 |
129-167 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-165 |
131-085 |
130-042 |
|
| R3 |
130-290 |
130-210 |
129-309 |
|
| R2 |
130-095 |
130-095 |
129-291 |
|
| R1 |
130-015 |
130-015 |
129-273 |
130-055 |
| PP |
129-220 |
129-220 |
129-220 |
129-240 |
| S1 |
129-140 |
129-140 |
129-237 |
129-180 |
| S2 |
129-025 |
129-025 |
129-219 |
|
| S3 |
128-150 |
128-265 |
129-201 |
|
| S4 |
127-275 |
128-070 |
129-148 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-290 |
129-095 |
0-195 |
0.5% |
0-140 |
0.3% |
82% |
False |
True |
1,351,226 |
| 10 |
130-200 |
129-095 |
1-105 |
1.0% |
0-150 |
0.4% |
38% |
False |
True |
1,337,920 |
| 20 |
131-065 |
129-095 |
1-290 |
1.5% |
0-159 |
0.4% |
26% |
False |
True |
1,243,752 |
| 40 |
131-095 |
129-020 |
2-075 |
1.7% |
0-160 |
0.4% |
33% |
False |
False |
1,149,959 |
| 60 |
131-095 |
128-015 |
3-080 |
2.5% |
0-168 |
0.4% |
54% |
False |
False |
1,104,132 |
| 80 |
132-205 |
128-015 |
4-190 |
3.5% |
0-185 |
0.4% |
38% |
False |
False |
995,681 |
| 100 |
132-205 |
126-040 |
6-165 |
5.0% |
0-181 |
0.4% |
56% |
False |
False |
797,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-295 |
|
2.618 |
131-034 |
|
1.618 |
130-194 |
|
1.000 |
130-095 |
|
0.618 |
130-034 |
|
HIGH |
129-255 |
|
0.618 |
129-194 |
|
0.500 |
129-175 |
|
0.382 |
129-156 |
|
LOW |
129-095 |
|
0.618 |
128-316 |
|
1.000 |
128-255 |
|
1.618 |
128-156 |
|
2.618 |
127-316 |
|
4.250 |
127-055 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-228 |
129-234 |
| PP |
129-202 |
129-213 |
| S1 |
129-175 |
129-192 |
|