ECBOT 10 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 03-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
129-215 |
129-300 |
0-085 |
0.2% |
129-160 |
High |
130-010 |
131-005 |
0-315 |
0.8% |
131-005 |
Low |
129-205 |
129-280 |
0-075 |
0.2% |
129-095 |
Close |
129-295 |
130-305 |
1-010 |
0.8% |
130-305 |
Range |
0-125 |
1-045 |
0-240 |
192.0% |
1-230 |
ATR |
0-153 |
0-168 |
0-015 |
9.9% |
0-000 |
Volume |
122,717 |
70,085 |
-52,632 |
-42.9% |
709,779 |
|
Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-012 |
133-203 |
131-186 |
|
R3 |
132-287 |
132-158 |
131-085 |
|
R2 |
131-242 |
131-242 |
131-052 |
|
R1 |
131-113 |
131-113 |
131-018 |
131-178 |
PP |
130-197 |
130-197 |
130-197 |
130-229 |
S1 |
130-068 |
130-068 |
130-272 |
130-132 |
S2 |
129-152 |
129-152 |
130-238 |
|
S3 |
128-107 |
129-023 |
130-205 |
|
S4 |
127-062 |
127-298 |
130-104 |
|
|
Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-185 |
134-315 |
131-288 |
|
R3 |
133-275 |
133-085 |
131-136 |
|
R2 |
132-045 |
132-045 |
131-086 |
|
R1 |
131-175 |
131-175 |
131-035 |
131-270 |
PP |
130-135 |
130-135 |
130-135 |
130-182 |
S1 |
129-265 |
129-265 |
130-255 |
130-040 |
S2 |
128-225 |
128-225 |
130-204 |
|
S3 |
126-315 |
128-035 |
130-154 |
|
S4 |
125-085 |
126-125 |
130-002 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-005 |
129-095 |
1-230 |
1.3% |
0-185 |
0.4% |
96% |
True |
False |
329,877 |
10 |
131-005 |
129-095 |
1-230 |
1.3% |
0-152 |
0.4% |
96% |
True |
False |
901,051 |
20 |
131-065 |
129-095 |
1-290 |
1.5% |
0-161 |
0.4% |
87% |
False |
False |
1,078,749 |
40 |
131-085 |
129-020 |
2-065 |
1.7% |
0-163 |
0.4% |
86% |
False |
False |
1,084,339 |
60 |
131-095 |
128-015 |
3-080 |
2.5% |
0-169 |
0.4% |
89% |
False |
False |
1,058,746 |
80 |
132-205 |
128-015 |
4-190 |
3.5% |
0-183 |
0.4% |
63% |
False |
False |
998,982 |
100 |
132-205 |
126-135 |
6-070 |
4.7% |
0-183 |
0.4% |
73% |
False |
False |
801,230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-276 |
2.618 |
134-001 |
1.618 |
132-276 |
1.000 |
132-050 |
0.618 |
131-231 |
HIGH |
131-005 |
0.618 |
130-186 |
0.500 |
130-142 |
0.382 |
130-099 |
LOW |
129-280 |
0.618 |
129-054 |
1.000 |
128-235 |
1.618 |
128-009 |
2.618 |
126-284 |
4.250 |
125-009 |
|
|
Fisher Pivots for day following 03-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
130-251 |
130-236 |
PP |
130-197 |
130-167 |
S1 |
130-142 |
130-098 |
|