ECBOT 10 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 15-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
131-230 |
131-215 |
-0-015 |
0.0% |
131-000 |
High |
132-040 |
132-045 |
0-005 |
0.0% |
131-170 |
Low |
131-200 |
131-165 |
-0-035 |
-0.1% |
130-205 |
Close |
131-230 |
131-315 |
0-085 |
0.2% |
131-145 |
Range |
0-160 |
0-200 |
0-040 |
25.0% |
0-285 |
ATR |
0-149 |
0-153 |
0-004 |
2.5% |
0-000 |
Volume |
36,549 |
26,636 |
-9,913 |
-27.1% |
113,023 |
|
Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-242 |
133-158 |
132-105 |
|
R3 |
133-042 |
132-278 |
132-050 |
|
R2 |
132-162 |
132-162 |
132-032 |
|
R1 |
132-078 |
132-078 |
132-013 |
132-120 |
PP |
131-282 |
131-282 |
131-282 |
131-302 |
S1 |
131-198 |
131-198 |
131-297 |
131-240 |
S2 |
131-082 |
131-082 |
131-278 |
|
S3 |
130-202 |
130-318 |
131-260 |
|
S4 |
130-002 |
130-118 |
131-205 |
|
|
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 |
132-045 |
130-285 |
1-080 |
0.9% |
0-145 |
0.3% |
88% |
True |
False |
21,548 |
10 |
132-045 |
129-205 |
2-160 |
1.9% |
0-150 |
0.4% |
94% |
True |
False |
38,557 |
20 |
132-045 |
129-095 |
2-270 |
2.2% |
0-151 |
0.4% |
95% |
True |
False |
638,851 |
40 |
132-045 |
129-020 |
3-025 |
2.3% |
0-160 |
0.4% |
95% |
True |
False |
902,834 |
60 |
132-045 |
128-205 |
3-160 |
2.7% |
0-161 |
0.4% |
96% |
True |
False |
916,045 |
80 |
132-045 |
128-015 |
4-030 |
3.1% |
0-170 |
0.4% |
96% |
True |
False |
989,255 |
100 |
132-205 |
127-240 |
4-285 |
3.7% |
0-180 |
0.4% |
87% |
False |
False |
802,856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-255 |
2.618 |
133-249 |
1.618 |
133-049 |
1.000 |
132-245 |
0.618 |
132-169 |
HIGH |
132-045 |
0.618 |
131-289 |
0.500 |
131-265 |
0.382 |
131-241 |
LOW |
131-165 |
0.618 |
131-041 |
1.000 |
130-285 |
1.618 |
130-161 |
2.618 |
129-281 |
4.250 |
128-275 |
|
|
Fisher Pivots for day following 15-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
131-298 |
131-297 |
PP |
131-282 |
131-278 |
S1 |
131-265 |
131-260 |
|