ECBOT 10 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 08-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
130-250 |
130-295 |
0-045 |
0.1% |
129-160 |
High |
131-010 |
131-015 |
0-005 |
0.0% |
131-005 |
Low |
130-215 |
130-275 |
0-060 |
0.1% |
129-095 |
Close |
130-300 |
130-285 |
-0-015 |
0.0% |
130-305 |
Range |
0-115 |
0-060 |
-0-055 |
-47.8% |
1-230 |
ATR |
0-161 |
0-154 |
-0-007 |
-4.5% |
0-000 |
Volume |
35,285 |
9,256 |
-26,029 |
-73.8% |
709,779 |
|
Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-158 |
131-122 |
130-318 |
|
R3 |
131-098 |
131-062 |
130-302 |
|
R2 |
131-038 |
131-038 |
130-296 |
|
R1 |
131-002 |
131-002 |
130-290 |
130-310 |
PP |
130-298 |
130-298 |
130-298 |
130-292 |
S1 |
130-262 |
130-262 |
130-280 |
130-250 |
S2 |
130-238 |
130-238 |
130-274 |
|
S3 |
130-178 |
130-202 |
130-268 |
|
S4 |
130-118 |
130-142 |
130-252 |
|
|
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 |
131-015 |
129-205 |
1-130 |
1.1% |
0-156 |
0.4% |
89% |
True |
False |
55,566 |
10 |
131-015 |
129-095 |
1-240 |
1.3% |
0-146 |
0.3% |
91% |
True |
False |
545,215 |
20 |
131-035 |
129-095 |
1-260 |
1.4% |
0-152 |
0.4% |
88% |
False |
False |
913,853 |
40 |
131-065 |
129-020 |
2-045 |
1.6% |
0-159 |
0.4% |
85% |
False |
False |
1,022,277 |
60 |
131-095 |
128-015 |
3-080 |
2.5% |
0-164 |
0.4% |
88% |
False |
False |
1,001,616 |
80 |
131-140 |
128-015 |
3-125 |
2.6% |
0-174 |
0.4% |
84% |
False |
False |
998,436 |
100 |
132-205 |
127-165 |
5-040 |
3.9% |
0-181 |
0.4% |
66% |
False |
False |
802,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-270 |
2.618 |
131-172 |
1.618 |
131-112 |
1.000 |
131-075 |
0.618 |
131-052 |
HIGH |
131-015 |
0.618 |
130-312 |
0.500 |
130-305 |
0.382 |
130-298 |
LOW |
130-275 |
0.618 |
130-238 |
1.000 |
130-215 |
1.618 |
130-178 |
2.618 |
130-118 |
4.250 |
130-020 |
|
|
Fisher Pivots for day following 08-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
130-305 |
130-280 |
PP |
130-298 |
130-275 |
S1 |
130-292 |
130-270 |
|