ECBOT 10 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 09-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
130-295 |
130-295 |
0-000 |
0.0% |
129-160 |
High |
131-015 |
131-080 |
0-065 |
0.2% |
131-005 |
Low |
130-275 |
130-285 |
0-010 |
0.0% |
129-095 |
Close |
130-285 |
131-025 |
0-060 |
0.1% |
130-305 |
Range |
0-060 |
0-115 |
0-055 |
91.7% |
1-230 |
ATR |
0-154 |
0-151 |
-0-003 |
-1.8% |
0-000 |
Volume |
9,256 |
13,583 |
4,327 |
46.7% |
709,779 |
|
Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-048 |
131-312 |
131-088 |
|
R3 |
131-253 |
131-197 |
131-057 |
|
R2 |
131-138 |
131-138 |
131-046 |
|
R1 |
131-082 |
131-082 |
131-036 |
131-110 |
PP |
131-023 |
131-023 |
131-023 |
131-038 |
S1 |
130-287 |
130-287 |
131-014 |
130-315 |
S2 |
130-228 |
130-228 |
131-004 |
|
S3 |
130-113 |
130-172 |
130-313 |
|
S4 |
129-318 |
130-057 |
130-282 |
|
|
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 |
131-080 |
129-280 |
1-120 |
1.0% |
0-154 |
0.4% |
88% |
True |
False |
33,740 |
10 |
131-080 |
129-095 |
1-305 |
1.5% |
0-148 |
0.4% |
91% |
True |
False |
348,509 |
20 |
131-080 |
129-095 |
1-305 |
1.5% |
0-150 |
0.4% |
91% |
True |
False |
859,271 |
40 |
131-080 |
129-020 |
2-060 |
1.7% |
0-159 |
0.4% |
92% |
True |
False |
995,781 |
60 |
131-095 |
128-015 |
3-080 |
2.5% |
0-163 |
0.4% |
93% |
False |
False |
986,512 |
80 |
131-140 |
128-015 |
3-125 |
2.6% |
0-174 |
0.4% |
89% |
False |
False |
997,937 |
100 |
132-205 |
127-165 |
5-040 |
3.9% |
0-181 |
0.4% |
70% |
False |
False |
802,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-249 |
2.618 |
132-061 |
1.618 |
131-266 |
1.000 |
131-195 |
0.618 |
131-151 |
HIGH |
131-080 |
0.618 |
131-036 |
0.500 |
131-022 |
0.382 |
131-009 |
LOW |
130-285 |
0.618 |
130-214 |
1.000 |
130-170 |
1.618 |
130-099 |
2.618 |
129-304 |
4.250 |
129-116 |
|
|
Fisher Pivots for day following 09-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
131-024 |
131-012 |
PP |
131-023 |
131-000 |
S1 |
131-022 |
130-308 |
|