ECBOT 10 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 06-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
129-300 |
131-000 |
1-020 |
0.8% |
129-160 |
High |
131-005 |
131-000 |
-0-005 |
0.0% |
131-005 |
Low |
129-280 |
130-205 |
0-245 |
0.6% |
129-095 |
Close |
130-305 |
130-275 |
-0-030 |
-0.1% |
130-305 |
Range |
1-045 |
0-115 |
-0-250 |
-68.5% |
1-230 |
ATR |
0-168 |
0-165 |
-0-004 |
-2.3% |
0-000 |
Volume |
70,085 |
40,491 |
-29,594 |
-42.2% |
709,779 |
|
Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-292 |
131-238 |
131-018 |
|
R3 |
131-177 |
131-123 |
130-307 |
|
R2 |
131-062 |
131-062 |
130-296 |
|
R1 |
131-008 |
131-008 |
130-286 |
130-298 |
PP |
130-267 |
130-267 |
130-267 |
130-251 |
S1 |
130-213 |
130-213 |
130-264 |
130-182 |
S2 |
130-152 |
130-152 |
130-254 |
|
S3 |
130-037 |
130-098 |
130-243 |
|
S4 |
129-242 |
129-303 |
130-212 |
|
|
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% |
0-180 |
0.4% |
91% |
False |
False |
150,054 |
10 |
131-005 |
129-095 |
1-230 |
1.3% |
0-154 |
0.4% |
91% |
False |
False |
815,433 |
20 |
131-035 |
129-095 |
1-260 |
1.4% |
0-154 |
0.4% |
86% |
False |
False |
1,005,001 |
40 |
131-070 |
129-020 |
2-050 |
1.6% |
0-163 |
0.4% |
83% |
False |
False |
1,065,757 |
60 |
131-095 |
128-015 |
3-080 |
2.5% |
0-166 |
0.4% |
87% |
False |
False |
1,031,366 |
80 |
132-205 |
128-015 |
4-190 |
3.5% |
0-181 |
0.4% |
61% |
False |
False |
998,965 |
100 |
132-205 |
127-000 |
5-205 |
4.3% |
0-182 |
0.4% |
68% |
False |
False |
801,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-169 |
2.618 |
131-301 |
1.618 |
131-186 |
1.000 |
131-115 |
0.618 |
131-071 |
HIGH |
131-000 |
0.618 |
130-276 |
0.500 |
130-262 |
0.382 |
130-249 |
LOW |
130-205 |
0.618 |
130-134 |
1.000 |
130-090 |
1.618 |
130-019 |
2.618 |
129-224 |
4.250 |
129-036 |
|
|
Fisher Pivots for day following 06-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
130-271 |
130-218 |
PP |
130-267 |
130-162 |
S1 |
130-262 |
130-105 |
|