ECBOT 10 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 19-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
| Open |
130-070 |
129-135 |
-0-255 |
-0.6% |
130-125 |
| High |
130-100 |
129-215 |
-0-205 |
-0.5% |
131-015 |
| Low |
129-060 |
129-060 |
0-000 |
0.0% |
130-125 |
| Close |
129-075 |
129-175 |
0-100 |
0.2% |
130-300 |
| Range |
1-040 |
0-155 |
-0-205 |
-56.9% |
0-210 |
| ATR |
0-161 |
0-160 |
0-000 |
-0.2% |
0-000 |
| Volume |
128,283 |
136,750 |
8,467 |
6.6% |
58,721 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-295 |
130-230 |
129-260 |
|
| R3 |
130-140 |
130-075 |
129-218 |
|
| R2 |
129-305 |
129-305 |
129-203 |
|
| R1 |
129-240 |
129-240 |
129-189 |
129-273 |
| PP |
129-150 |
129-150 |
129-150 |
129-166 |
| S1 |
129-085 |
129-085 |
129-161 |
129-118 |
| S2 |
128-315 |
128-315 |
129-147 |
|
| S3 |
128-160 |
128-250 |
129-132 |
|
| S4 |
128-005 |
128-095 |
129-090 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-243 |
132-162 |
131-096 |
|
| R3 |
132-033 |
131-272 |
131-038 |
|
| R2 |
131-143 |
131-143 |
131-019 |
|
| R1 |
131-062 |
131-062 |
130-319 |
131-103 |
| PP |
130-253 |
130-253 |
130-253 |
130-274 |
| S1 |
130-172 |
130-172 |
130-281 |
130-212 |
| S2 |
130-043 |
130-043 |
130-261 |
|
| S3 |
129-153 |
129-282 |
130-242 |
|
| S4 |
128-263 |
129-072 |
130-184 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-020 |
129-060 |
1-280 |
1.4% |
0-192 |
0.5% |
19% |
False |
True |
72,325 |
| 10 |
131-045 |
129-060 |
1-305 |
1.5% |
0-166 |
0.4% |
18% |
False |
True |
40,793 |
| 20 |
131-045 |
128-285 |
2-080 |
1.7% |
0-159 |
0.4% |
29% |
False |
False |
23,190 |
| 40 |
131-075 |
128-245 |
2-150 |
1.9% |
0-126 |
0.3% |
32% |
False |
False |
12,124 |
| 60 |
131-075 |
127-310 |
3-085 |
2.5% |
0-090 |
0.2% |
48% |
False |
False |
8,086 |
| 80 |
131-075 |
127-205 |
3-190 |
2.8% |
0-068 |
0.2% |
53% |
False |
False |
6,064 |
| 100 |
131-075 |
124-115 |
6-280 |
5.3% |
0-054 |
0.1% |
75% |
False |
False |
4,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-234 |
|
2.618 |
130-301 |
|
1.618 |
130-146 |
|
1.000 |
130-050 |
|
0.618 |
129-311 |
|
HIGH |
129-215 |
|
0.618 |
129-156 |
|
0.500 |
129-138 |
|
0.382 |
129-119 |
|
LOW |
129-060 |
|
0.618 |
128-284 |
|
1.000 |
128-225 |
|
1.618 |
128-129 |
|
2.618 |
127-294 |
|
4.250 |
127-041 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-163 |
129-280 |
| PP |
129-150 |
129-245 |
| S1 |
129-138 |
129-210 |
|