ECBOT 10 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 20-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2016 |
20-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
132-025 |
131-125 |
-0-220 |
-0.5% |
131-190 |
High |
132-025 |
131-170 |
-0-175 |
-0.4% |
132-175 |
Low |
131-240 |
131-045 |
-0-195 |
-0.5% |
131-155 |
Close |
131-245 |
131-125 |
-0-120 |
-0.3% |
131-245 |
Range |
0-105 |
0-125 |
0-020 |
19.0% |
1-020 |
ATR |
0-153 |
0-156 |
0-003 |
2.2% |
0-000 |
Volume |
13,688 |
5,491 |
-8,197 |
-59.9% |
102,505 |
|
Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-168 |
132-112 |
131-194 |
|
R3 |
132-043 |
131-307 |
131-159 |
|
R2 |
131-238 |
131-238 |
131-148 |
|
R1 |
131-182 |
131-182 |
131-136 |
131-188 |
PP |
131-113 |
131-113 |
131-113 |
131-116 |
S1 |
131-057 |
131-057 |
131-114 |
131-062 |
S2 |
130-308 |
130-308 |
131-102 |
|
S3 |
130-183 |
130-252 |
131-091 |
|
S4 |
130-058 |
130-127 |
131-056 |
|
|
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 |
131-045 |
1-130 |
1.1% |
0-154 |
0.4% |
18% |
False |
True |
18,285 |
10 |
132-175 |
130-215 |
1-280 |
1.4% |
0-131 |
0.3% |
38% |
False |
False |
18,052 |
20 |
132-175 |
129-095 |
3-080 |
2.5% |
0-143 |
0.3% |
64% |
False |
False |
416,743 |
40 |
132-175 |
129-020 |
3-155 |
2.7% |
0-156 |
0.4% |
67% |
False |
False |
810,977 |
60 |
132-175 |
128-310 |
3-185 |
2.7% |
0-157 |
0.4% |
68% |
False |
False |
871,739 |
80 |
132-175 |
128-015 |
4-160 |
3.4% |
0-165 |
0.4% |
74% |
False |
False |
937,889 |
100 |
132-205 |
128-010 |
4-195 |
3.5% |
0-180 |
0.4% |
73% |
False |
False |
803,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-061 |
2.618 |
132-177 |
1.618 |
132-052 |
1.000 |
131-295 |
0.618 |
131-247 |
HIGH |
131-170 |
0.618 |
131-122 |
0.500 |
131-108 |
0.382 |
131-093 |
LOW |
131-045 |
0.618 |
130-288 |
1.000 |
130-240 |
1.618 |
130-163 |
2.618 |
130-038 |
4.250 |
129-154 |
|
|
Fisher Pivots for day following 20-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
131-119 |
131-270 |
PP |
131-113 |
131-222 |
S1 |
131-108 |
131-173 |
|