ECBOT 10 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 17-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
132-050 |
132-025 |
-0-025 |
-0.1% |
131-190 |
High |
132-175 |
132-025 |
-0-150 |
-0.4% |
132-175 |
Low |
131-315 |
131-240 |
-0-075 |
-0.2% |
131-155 |
Close |
132-050 |
131-245 |
-0-125 |
-0.3% |
131-245 |
Range |
0-180 |
0-105 |
-0-075 |
-41.7% |
1-020 |
ATR |
0-154 |
0-153 |
-0-002 |
-1.1% |
0-000 |
Volume |
9,065 |
13,688 |
4,623 |
51.0% |
102,505 |
|
Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-272 |
132-203 |
131-303 |
|
R3 |
132-167 |
132-098 |
131-274 |
|
R2 |
132-062 |
132-062 |
131-264 |
|
R1 |
131-313 |
131-313 |
131-255 |
131-295 |
PP |
131-277 |
131-277 |
131-277 |
131-268 |
S1 |
131-208 |
131-208 |
131-235 |
131-190 |
S2 |
131-172 |
131-172 |
131-226 |
|
S3 |
131-067 |
131-103 |
131-216 |
|
S4 |
130-282 |
130-318 |
131-187 |
|
|
Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-038 |
134-162 |
132-112 |
|
R3 |
134-018 |
133-142 |
132-018 |
|
R2 |
132-318 |
132-318 |
131-307 |
|
R1 |
132-122 |
132-122 |
131-276 |
132-220 |
PP |
131-298 |
131-298 |
131-298 |
132-028 |
S1 |
131-102 |
131-102 |
131-214 |
131-200 |
S2 |
130-278 |
130-278 |
131-183 |
|
S3 |
129-258 |
130-082 |
131-152 |
|
S4 |
128-238 |
129-062 |
131-058 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132-175 |
131-155 |
1-020 |
0.8% |
0-148 |
0.4% |
26% |
False |
False |
20,501 |
10 |
132-175 |
130-205 |
1-290 |
1.4% |
0-130 |
0.3% |
59% |
False |
False |
21,552 |
20 |
132-175 |
129-095 |
3-080 |
2.5% |
0-141 |
0.3% |
76% |
False |
False |
461,302 |
40 |
132-175 |
129-020 |
3-155 |
2.6% |
0-156 |
0.4% |
78% |
False |
False |
836,153 |
60 |
132-175 |
128-310 |
3-185 |
2.7% |
0-158 |
0.4% |
78% |
False |
False |
884,135 |
80 |
132-175 |
128-015 |
4-160 |
3.4% |
0-167 |
0.4% |
83% |
False |
False |
956,933 |
100 |
132-205 |
127-280 |
4-245 |
3.6% |
0-181 |
0.4% |
82% |
False |
False |
803,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-151 |
2.618 |
132-300 |
1.618 |
132-195 |
1.000 |
132-130 |
0.618 |
132-090 |
HIGH |
132-025 |
0.618 |
131-305 |
0.500 |
131-292 |
0.382 |
131-280 |
LOW |
131-240 |
0.618 |
131-175 |
1.000 |
131-135 |
1.618 |
131-070 |
2.618 |
130-285 |
4.250 |
130-114 |
|
|
Fisher Pivots for day following 17-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
131-292 |
132-010 |
PP |
131-277 |
131-302 |
S1 |
131-261 |
131-273 |
|