ECBOT 10 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 16-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
131-215 |
132-050 |
0-155 |
0.4% |
131-000 |
High |
132-045 |
132-175 |
0-130 |
0.3% |
131-170 |
Low |
131-165 |
131-315 |
0-150 |
0.4% |
130-205 |
Close |
131-315 |
132-050 |
0-055 |
0.1% |
131-145 |
Range |
0-200 |
0-180 |
-0-020 |
-10.0% |
0-285 |
ATR |
0-153 |
0-154 |
0-002 |
1.3% |
0-000 |
Volume |
26,636 |
9,065 |
-17,571 |
-66.0% |
113,023 |
|
Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-293 |
133-192 |
132-149 |
|
R3 |
133-113 |
133-012 |
132-100 |
|
R2 |
132-253 |
132-253 |
132-083 |
|
R1 |
132-152 |
132-152 |
132-066 |
132-140 |
PP |
132-073 |
132-073 |
132-073 |
132-068 |
S1 |
131-292 |
131-292 |
132-034 |
131-280 |
S2 |
131-213 |
131-213 |
132-017 |
|
S3 |
131-033 |
131-112 |
132-000 |
|
S4 |
130-173 |
130-252 |
131-271 |
|
|
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 |
132-175 |
131-015 |
1-160 |
1.1% |
0-158 |
0.4% |
74% |
True |
False |
20,645 |
10 |
132-175 |
129-280 |
2-215 |
2.0% |
0-156 |
0.4% |
85% |
True |
False |
27,192 |
20 |
132-175 |
129-095 |
3-080 |
2.5% |
0-144 |
0.3% |
88% |
True |
False |
542,671 |
40 |
132-175 |
129-020 |
3-155 |
2.6% |
0-157 |
0.4% |
89% |
True |
False |
870,758 |
60 |
132-175 |
128-205 |
3-290 |
3.0% |
0-160 |
0.4% |
90% |
True |
False |
898,682 |
80 |
132-175 |
128-015 |
4-160 |
3.4% |
0-169 |
0.4% |
91% |
True |
False |
974,522 |
100 |
132-205 |
127-280 |
4-245 |
3.6% |
0-181 |
0.4% |
90% |
False |
False |
802,923 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-300 |
2.618 |
134-006 |
1.618 |
133-146 |
1.000 |
133-035 |
0.618 |
132-286 |
HIGH |
132-175 |
0.618 |
132-106 |
0.500 |
132-085 |
0.382 |
132-064 |
LOW |
131-315 |
0.618 |
131-204 |
1.000 |
131-135 |
1.618 |
131-024 |
2.618 |
130-164 |
4.250 |
129-190 |
|
|
Fisher Pivots for day following 16-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
132-085 |
132-037 |
PP |
132-073 |
132-023 |
S1 |
132-062 |
132-010 |
|