ECBOT 10 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 07-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2016 |
07-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
131-000 |
130-250 |
-0-070 |
-0.2% |
129-160 |
High |
131-000 |
131-010 |
0-010 |
0.0% |
131-005 |
Low |
130-205 |
130-215 |
0-010 |
0.0% |
129-095 |
Close |
130-275 |
130-300 |
0-025 |
0.1% |
130-305 |
Range |
0-115 |
0-115 |
0-000 |
0.0% |
1-230 |
ATR |
0-165 |
0-161 |
-0-004 |
-2.2% |
0-000 |
Volume |
40,491 |
35,285 |
-5,206 |
-12.9% |
709,779 |
|
Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-307 |
131-258 |
131-043 |
|
R3 |
131-192 |
131-143 |
131-012 |
|
R2 |
131-077 |
131-077 |
131-001 |
|
R1 |
131-028 |
131-028 |
130-311 |
131-052 |
PP |
130-282 |
130-282 |
130-282 |
130-294 |
S1 |
130-233 |
130-233 |
130-289 |
130-258 |
S2 |
130-167 |
130-167 |
130-279 |
|
S3 |
130-052 |
130-118 |
130-268 |
|
S4 |
129-257 |
130-003 |
130-237 |
|
|
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 |
131-010 |
129-190 |
1-140 |
1.1% |
0-171 |
0.4% |
93% |
True |
False |
81,689 |
10 |
131-010 |
129-095 |
1-235 |
1.3% |
0-156 |
0.4% |
95% |
True |
False |
716,458 |
20 |
131-035 |
129-095 |
1-260 |
1.4% |
0-153 |
0.4% |
91% |
False |
False |
963,009 |
40 |
131-065 |
129-020 |
2-045 |
1.6% |
0-162 |
0.4% |
88% |
False |
False |
1,046,485 |
60 |
131-095 |
128-015 |
3-080 |
2.5% |
0-165 |
0.4% |
89% |
False |
False |
1,013,580 |
80 |
131-190 |
128-015 |
3-175 |
2.7% |
0-178 |
0.4% |
81% |
False |
False |
998,801 |
100 |
132-205 |
127-085 |
5-120 |
4.1% |
0-181 |
0.4% |
68% |
False |
False |
801,961 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-179 |
2.618 |
131-311 |
1.618 |
131-196 |
1.000 |
131-125 |
0.618 |
131-081 |
HIGH |
131-010 |
0.618 |
130-286 |
0.500 |
130-272 |
0.382 |
130-259 |
LOW |
130-215 |
0.618 |
130-144 |
1.000 |
130-100 |
1.618 |
130-029 |
2.618 |
129-234 |
4.250 |
129-046 |
|
|
Fisher Pivots for day following 07-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
130-291 |
130-248 |
PP |
130-282 |
130-197 |
S1 |
130-272 |
130-145 |
|