ECBOT 10 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 20-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
| Open |
129-135 |
129-165 |
0-030 |
0.1% |
131-000 |
| High |
129-215 |
129-225 |
0-010 |
0.0% |
131-020 |
| Low |
129-060 |
129-125 |
0-065 |
0.2% |
129-060 |
| Close |
129-175 |
129-190 |
0-015 |
0.0% |
129-190 |
| Range |
0-155 |
0-100 |
-0-055 |
-35.5% |
1-280 |
| ATR |
0-160 |
0-156 |
-0-004 |
-2.7% |
0-000 |
| Volume |
136,750 |
58,990 |
-77,760 |
-56.9% |
397,036 |
|
| Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-160 |
130-115 |
129-245 |
|
| R3 |
130-060 |
130-015 |
129-218 |
|
| R2 |
129-280 |
129-280 |
129-208 |
|
| R1 |
129-235 |
129-235 |
129-199 |
129-258 |
| PP |
129-180 |
129-180 |
129-180 |
129-191 |
| S1 |
129-135 |
129-135 |
129-181 |
129-158 |
| S2 |
129-080 |
129-080 |
129-172 |
|
| S3 |
128-300 |
129-035 |
129-163 |
|
| S4 |
128-200 |
128-255 |
129-135 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-183 |
134-147 |
130-200 |
|
| R3 |
133-223 |
132-187 |
130-035 |
|
| R2 |
131-263 |
131-263 |
129-300 |
|
| R1 |
130-227 |
130-227 |
129-245 |
130-105 |
| PP |
129-303 |
129-303 |
129-303 |
129-243 |
| S1 |
128-267 |
128-267 |
129-135 |
128-145 |
| S2 |
128-023 |
128-023 |
129-080 |
|
| S3 |
126-063 |
126-307 |
129-025 |
|
| S4 |
124-103 |
125-027 |
128-180 |
|
|
| 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% |
0-184 |
0.4% |
22% |
False |
False |
79,407 |
| 10 |
131-020 |
129-060 |
1-280 |
1.4% |
0-153 |
0.4% |
22% |
False |
False |
45,575 |
| 20 |
131-045 |
128-285 |
2-080 |
1.7% |
0-158 |
0.4% |
31% |
False |
False |
26,088 |
| 40 |
131-075 |
128-245 |
2-150 |
1.9% |
0-127 |
0.3% |
34% |
False |
False |
13,598 |
| 60 |
131-075 |
127-310 |
3-085 |
2.5% |
0-092 |
0.2% |
50% |
False |
False |
9,069 |
| 80 |
131-075 |
127-255 |
3-140 |
2.7% |
0-069 |
0.2% |
52% |
False |
False |
6,802 |
| 100 |
131-075 |
124-115 |
6-280 |
5.3% |
0-055 |
0.1% |
76% |
False |
False |
5,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-010 |
|
2.618 |
130-167 |
|
1.618 |
130-067 |
|
1.000 |
130-005 |
|
0.618 |
129-287 |
|
HIGH |
129-225 |
|
0.618 |
129-187 |
|
0.500 |
129-175 |
|
0.382 |
129-163 |
|
LOW |
129-125 |
|
0.618 |
129-063 |
|
1.000 |
129-025 |
|
1.618 |
128-283 |
|
2.618 |
128-183 |
|
4.250 |
128-020 |
|
|
| Fisher Pivots for day following 20-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-185 |
129-240 |
| PP |
129-180 |
129-223 |
| S1 |
129-175 |
129-207 |
|