ECBOT 10 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 07-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2016 |
07-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
130-310 |
130-235 |
-0-075 |
-0.2% |
129-125 |
| High |
131-020 |
131-015 |
-0-005 |
0.0% |
131-020 |
| Low |
130-200 |
130-220 |
0-020 |
0.0% |
129-055 |
| Close |
130-280 |
130-305 |
0-025 |
0.1% |
130-310 |
| Range |
0-140 |
0-115 |
-0-025 |
-17.9% |
1-285 |
| ATR |
0-165 |
0-162 |
-0-004 |
-2.2% |
0-000 |
| Volume |
1,079,765 |
662,920 |
-416,845 |
-38.6% |
5,499,171 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-312 |
131-263 |
131-048 |
|
| R3 |
131-197 |
131-148 |
131-017 |
|
| R2 |
131-082 |
131-082 |
131-006 |
|
| R1 |
131-033 |
131-033 |
130-316 |
131-058 |
| PP |
130-287 |
130-287 |
130-287 |
130-299 |
| S1 |
130-238 |
130-238 |
130-294 |
130-262 |
| S2 |
130-172 |
130-172 |
130-284 |
|
| S3 |
130-057 |
130-123 |
130-273 |
|
| S4 |
129-262 |
130-008 |
130-242 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-023 |
135-132 |
132-003 |
|
| R3 |
134-058 |
133-167 |
131-156 |
|
| R2 |
132-093 |
132-093 |
131-101 |
|
| R1 |
131-202 |
131-202 |
131-045 |
131-308 |
| PP |
130-128 |
130-128 |
130-128 |
130-181 |
| S1 |
129-237 |
129-237 |
130-255 |
130-022 |
| S2 |
128-163 |
128-163 |
130-199 |
|
| S3 |
126-198 |
127-272 |
130-144 |
|
| S4 |
124-233 |
125-307 |
129-297 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-020 |
129-155 |
1-185 |
1.2% |
0-185 |
0.4% |
93% |
False |
False |
1,146,948 |
| 10 |
131-020 |
129-055 |
1-285 |
1.4% |
0-167 |
0.4% |
94% |
False |
False |
1,166,762 |
| 20 |
131-020 |
129-055 |
1-285 |
1.4% |
0-158 |
0.4% |
94% |
False |
False |
624,235 |
| 40 |
131-045 |
128-285 |
2-080 |
1.7% |
0-147 |
0.4% |
92% |
False |
False |
314,361 |
| 60 |
131-075 |
128-010 |
3-065 |
2.4% |
0-121 |
0.3% |
91% |
False |
False |
209,714 |
| 80 |
131-075 |
127-310 |
3-085 |
2.5% |
0-091 |
0.2% |
91% |
False |
False |
157,285 |
| 100 |
131-075 |
126-175 |
4-220 |
3.6% |
0-073 |
0.2% |
94% |
False |
False |
125,828 |
| 120 |
131-075 |
124-115 |
6-280 |
5.2% |
0-061 |
0.1% |
96% |
False |
False |
104,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-184 |
|
2.618 |
131-316 |
|
1.618 |
131-201 |
|
1.000 |
131-130 |
|
0.618 |
131-086 |
|
HIGH |
131-015 |
|
0.618 |
130-291 |
|
0.500 |
130-278 |
|
0.382 |
130-264 |
|
LOW |
130-220 |
|
0.618 |
130-149 |
|
1.000 |
130-105 |
|
1.618 |
130-034 |
|
2.618 |
129-239 |
|
4.250 |
129-051 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
130-296 |
130-252 |
| PP |
130-287 |
130-198 |
| S1 |
130-278 |
130-145 |
|