ECBOT 10 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 10-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
130-295 |
131-015 |
0-040 |
0.1% |
131-000 |
High |
131-080 |
131-170 |
0-090 |
0.2% |
131-170 |
Low |
130-285 |
131-015 |
0-050 |
0.1% |
130-205 |
Close |
131-025 |
131-145 |
0-120 |
0.3% |
131-145 |
Range |
0-115 |
0-155 |
0-040 |
34.8% |
0-285 |
ATR |
0-151 |
0-151 |
0-000 |
0.2% |
0-000 |
Volume |
13,583 |
14,408 |
825 |
6.1% |
113,023 |
|
Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-255 |
132-195 |
131-230 |
|
R3 |
132-100 |
132-040 |
131-188 |
|
R2 |
131-265 |
131-265 |
131-173 |
|
R1 |
131-205 |
131-205 |
131-159 |
131-235 |
PP |
131-110 |
131-110 |
131-110 |
131-125 |
S1 |
131-050 |
131-050 |
131-131 |
131-080 |
S2 |
130-275 |
130-275 |
131-117 |
|
S3 |
130-120 |
130-215 |
131-102 |
|
S4 |
129-285 |
130-060 |
131-060 |
|
|
Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-282 |
133-178 |
131-302 |
|
R3 |
132-317 |
132-213 |
131-223 |
|
R2 |
132-032 |
132-032 |
131-197 |
|
R1 |
131-248 |
131-248 |
131-171 |
131-300 |
PP |
131-067 |
131-067 |
131-067 |
131-092 |
S1 |
130-283 |
130-283 |
131-119 |
131-015 |
S2 |
130-102 |
130-102 |
131-093 |
|
S3 |
129-137 |
129-318 |
131-067 |
|
S4 |
128-172 |
129-033 |
130-308 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-170 |
130-205 |
0-285 |
0.7% |
0-112 |
0.3% |
91% |
True |
False |
22,604 |
10 |
131-170 |
129-095 |
2-075 |
1.7% |
0-148 |
0.4% |
97% |
True |
False |
176,241 |
20 |
131-170 |
129-095 |
2-075 |
1.7% |
0-151 |
0.4% |
97% |
True |
False |
800,492 |
40 |
131-170 |
129-020 |
2-150 |
1.9% |
0-159 |
0.4% |
97% |
True |
False |
969,239 |
60 |
131-170 |
128-205 |
2-285 |
2.2% |
0-160 |
0.4% |
97% |
True |
False |
964,572 |
80 |
131-170 |
128-015 |
3-155 |
2.7% |
0-172 |
0.4% |
98% |
True |
False |
996,853 |
100 |
132-205 |
127-230 |
4-295 |
3.7% |
0-181 |
0.4% |
76% |
False |
False |
802,191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-189 |
2.618 |
132-256 |
1.618 |
132-101 |
1.000 |
132-005 |
0.618 |
131-266 |
HIGH |
131-170 |
0.618 |
131-111 |
0.500 |
131-092 |
0.382 |
131-074 |
LOW |
131-015 |
0.618 |
130-239 |
1.000 |
130-180 |
1.618 |
130-084 |
2.618 |
129-249 |
4.250 |
128-316 |
|
|
Fisher Pivots for day following 10-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
131-128 |
131-118 |
PP |
131-110 |
131-090 |
S1 |
131-092 |
131-062 |
|