ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 02-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2016 |
02-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
129-210 |
129-215 |
0-005 |
0.0% |
129-230 |
| High |
130-005 |
130-010 |
0-005 |
0.0% |
129-300 |
| Low |
129-190 |
129-205 |
0-015 |
0.0% |
129-105 |
| Close |
129-205 |
129-295 |
0-090 |
0.2% |
129-255 |
| Range |
0-135 |
0-125 |
-0-010 |
-7.4% |
0-195 |
| ATR |
0-155 |
0-153 |
-0-002 |
-1.4% |
0-000 |
| Volume |
139,871 |
122,717 |
-17,154 |
-12.3% |
7,404,062 |
|
| Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-012 |
130-278 |
130-044 |
|
| R3 |
130-207 |
130-153 |
130-009 |
|
| R2 |
130-082 |
130-082 |
129-318 |
|
| R1 |
130-028 |
130-028 |
129-306 |
130-055 |
| PP |
129-277 |
129-277 |
129-277 |
129-290 |
| S1 |
129-223 |
129-223 |
129-284 |
129-250 |
| S2 |
129-152 |
129-152 |
129-272 |
|
| S3 |
129-027 |
129-098 |
129-261 |
|
| S4 |
128-222 |
128-293 |
129-226 |
|
|
| 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 |
130-010 |
129-095 |
0-235 |
0.6% |
0-142 |
0.3% |
85% |
True |
False |
663,278 |
| 10 |
130-010 |
129-095 |
0-235 |
0.6% |
0-131 |
0.3% |
85% |
True |
False |
1,058,150 |
| 20 |
131-065 |
129-095 |
1-290 |
1.5% |
0-152 |
0.4% |
33% |
False |
False |
1,134,854 |
| 40 |
131-095 |
129-020 |
2-075 |
1.7% |
0-160 |
0.4% |
38% |
False |
False |
1,107,997 |
| 60 |
131-095 |
128-015 |
3-080 |
2.5% |
0-166 |
0.4% |
58% |
False |
False |
1,075,318 |
| 80 |
132-205 |
128-015 |
4-190 |
3.5% |
0-181 |
0.4% |
41% |
False |
False |
998,649 |
| 100 |
132-205 |
126-135 |
6-070 |
4.8% |
0-181 |
0.4% |
56% |
False |
False |
800,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-221 |
|
2.618 |
131-017 |
|
1.618 |
130-212 |
|
1.000 |
130-135 |
|
0.618 |
130-087 |
|
HIGH |
130-010 |
|
0.618 |
129-282 |
|
0.500 |
129-268 |
|
0.382 |
129-253 |
|
LOW |
129-205 |
|
0.618 |
129-128 |
|
1.000 |
129-080 |
|
1.618 |
129-003 |
|
2.618 |
128-198 |
|
4.250 |
127-314 |
|
|
| Fisher Pivots for day following 02-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-286 |
129-268 |
| PP |
129-277 |
129-240 |
| S1 |
129-268 |
129-212 |
|