ECBOT 10 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 23-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
| Open |
129-165 |
129-205 |
0-040 |
0.1% |
131-000 |
| High |
129-225 |
129-265 |
0-040 |
0.1% |
131-020 |
| Low |
129-125 |
129-160 |
0-035 |
0.1% |
129-060 |
| Close |
129-190 |
129-210 |
0-020 |
0.0% |
129-190 |
| Range |
0-100 |
0-105 |
0-005 |
5.0% |
1-280 |
| ATR |
0-156 |
0-152 |
-0-004 |
-2.3% |
0-000 |
| Volume |
58,990 |
371,083 |
312,093 |
529.1% |
397,036 |
|
| Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-207 |
130-153 |
129-268 |
|
| R3 |
130-102 |
130-048 |
129-239 |
|
| R2 |
129-317 |
129-317 |
129-229 |
|
| R1 |
129-263 |
129-263 |
129-220 |
129-290 |
| PP |
129-212 |
129-212 |
129-212 |
129-225 |
| S1 |
129-158 |
129-158 |
129-200 |
129-185 |
| S2 |
129-107 |
129-107 |
129-191 |
|
| S3 |
129-002 |
129-053 |
129-181 |
|
| S4 |
128-217 |
128-268 |
129-152 |
|
|
| 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 |
130-180 |
129-060 |
1-120 |
1.1% |
0-166 |
0.4% |
34% |
False |
False |
146,899 |
| 10 |
131-020 |
129-060 |
1-280 |
1.4% |
0-150 |
0.4% |
25% |
False |
False |
81,709 |
| 20 |
131-045 |
128-285 |
2-080 |
1.7% |
0-159 |
0.4% |
34% |
False |
False |
44,529 |
| 40 |
131-075 |
128-285 |
2-110 |
1.8% |
0-126 |
0.3% |
33% |
False |
False |
22,871 |
| 60 |
131-075 |
127-310 |
3-085 |
2.5% |
0-094 |
0.2% |
52% |
False |
False |
15,254 |
| 80 |
131-075 |
127-310 |
3-085 |
2.5% |
0-070 |
0.2% |
52% |
False |
False |
11,440 |
| 100 |
131-075 |
124-115 |
6-280 |
5.3% |
0-056 |
0.1% |
77% |
False |
False |
9,152 |
| 120 |
131-075 |
123-275 |
7-120 |
5.7% |
0-047 |
0.1% |
79% |
False |
False |
7,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-071 |
|
2.618 |
130-220 |
|
1.618 |
130-115 |
|
1.000 |
130-050 |
|
0.618 |
130-010 |
|
HIGH |
129-265 |
|
0.618 |
129-225 |
|
0.500 |
129-212 |
|
0.382 |
129-200 |
|
LOW |
129-160 |
|
0.618 |
129-095 |
|
1.000 |
129-055 |
|
1.618 |
128-310 |
|
2.618 |
128-205 |
|
4.250 |
128-034 |
|
|
| Fisher Pivots for day following 23-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-212 |
129-194 |
| PP |
129-212 |
129-178 |
| S1 |
129-211 |
129-162 |
|