ECBOT 10 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 14-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
131-190 |
131-230 |
0-040 |
0.1% |
131-000 |
High |
131-250 |
132-040 |
0-110 |
0.3% |
131-170 |
Low |
131-155 |
131-200 |
0-045 |
0.1% |
130-205 |
Close |
131-220 |
131-230 |
0-010 |
0.0% |
131-145 |
Range |
0-095 |
0-160 |
0-065 |
68.4% |
0-285 |
ATR |
0-148 |
0-149 |
0-001 |
0.6% |
0-000 |
Volume |
16,567 |
36,549 |
19,982 |
120.6% |
113,023 |
|
Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-103 |
133-007 |
131-318 |
|
R3 |
132-263 |
132-167 |
131-274 |
|
R2 |
132-103 |
132-103 |
131-259 |
|
R1 |
132-007 |
132-007 |
131-245 |
131-310 |
PP |
131-263 |
131-263 |
131-263 |
131-255 |
S1 |
131-167 |
131-167 |
131-215 |
131-150 |
S2 |
131-103 |
131-103 |
131-201 |
|
S3 |
130-263 |
131-007 |
131-186 |
|
S4 |
130-103 |
130-167 |
131-142 |
|
|
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 |
132-040 |
130-275 |
1-085 |
1.0% |
0-117 |
0.3% |
68% |
True |
False |
18,072 |
10 |
132-040 |
129-190 |
2-170 |
1.9% |
0-144 |
0.3% |
84% |
True |
False |
49,881 |
20 |
132-040 |
129-095 |
2-265 |
2.1% |
0-147 |
0.3% |
86% |
True |
False |
693,900 |
40 |
132-040 |
129-020 |
3-020 |
2.3% |
0-157 |
0.4% |
87% |
True |
False |
927,599 |
60 |
132-040 |
128-205 |
3-155 |
2.6% |
0-160 |
0.4% |
88% |
True |
False |
928,617 |
80 |
132-040 |
128-015 |
4-025 |
3.1% |
0-169 |
0.4% |
90% |
True |
False |
994,729 |
100 |
132-205 |
127-230 |
4-295 |
3.7% |
0-180 |
0.4% |
81% |
False |
False |
802,617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-080 |
2.618 |
133-139 |
1.618 |
132-299 |
1.000 |
132-200 |
0.618 |
132-139 |
HIGH |
132-040 |
0.618 |
131-299 |
0.500 |
131-280 |
0.382 |
131-261 |
LOW |
131-200 |
0.618 |
131-101 |
1.000 |
131-040 |
1.618 |
130-261 |
2.618 |
130-101 |
4.250 |
129-160 |
|
|
Fisher Pivots for day following 14-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
131-280 |
131-216 |
PP |
131-263 |
131-202 |
S1 |
131-247 |
131-188 |
|