ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 24-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2016 |
24-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
130-235 |
130-055 |
-0-180 |
-0.4% |
130-235 |
| High |
130-235 |
133-060 |
2-145 |
1.9% |
133-060 |
| Low |
130-015 |
130-055 |
0-040 |
0.1% |
130-015 |
| Close |
130-020 |
131-200 |
1-180 |
1.2% |
131-200 |
| Range |
0-220 |
3-005 |
2-105 |
338.6% |
3-045 |
| ATR |
0-109 |
0-173 |
0-064 |
58.2% |
0-000 |
| Volume |
3 |
10 |
7 |
233.3% |
14 |
|
| Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-227 |
139-058 |
133-091 |
|
| R3 |
137-222 |
136-053 |
132-145 |
|
| R2 |
134-217 |
134-217 |
132-057 |
|
| R1 |
133-048 |
133-048 |
131-288 |
133-292 |
| PP |
131-212 |
131-212 |
131-212 |
132-014 |
| S1 |
130-043 |
130-043 |
131-112 |
130-288 |
| S2 |
128-207 |
128-207 |
131-023 |
|
| S3 |
125-202 |
127-038 |
130-255 |
|
| S4 |
122-197 |
124-033 |
129-309 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-013 |
139-152 |
133-113 |
|
| R3 |
137-288 |
136-107 |
132-156 |
|
| R2 |
134-243 |
134-243 |
132-064 |
|
| R1 |
133-062 |
133-062 |
131-292 |
133-312 |
| PP |
131-198 |
131-198 |
131-198 |
132-004 |
| S1 |
130-017 |
130-017 |
131-108 |
130-268 |
| S2 |
128-153 |
128-153 |
131-016 |
|
| S3 |
125-108 |
126-292 |
130-244 |
|
| S4 |
122-063 |
123-247 |
129-287 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-060 |
130-015 |
3-045 |
2.4% |
0-237 |
0.6% |
50% |
True |
False |
2 |
| 10 |
133-060 |
130-015 |
3-045 |
2.4% |
0-156 |
0.4% |
50% |
True |
False |
1 |
| 20 |
133-060 |
128-295 |
4-085 |
3.2% |
0-095 |
0.2% |
63% |
True |
False |
1 |
| 40 |
133-060 |
128-195 |
4-185 |
3.5% |
0-047 |
0.1% |
66% |
True |
False |
|
| 60 |
133-060 |
128-045 |
5-015 |
3.8% |
0-032 |
0.1% |
69% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-001 |
|
2.618 |
141-026 |
|
1.618 |
138-021 |
|
1.000 |
136-065 |
|
0.618 |
135-016 |
|
HIGH |
133-060 |
|
0.618 |
132-011 |
|
0.500 |
131-218 |
|
0.382 |
131-104 |
|
LOW |
130-055 |
|
0.618 |
128-099 |
|
1.000 |
127-050 |
|
1.618 |
125-094 |
|
2.618 |
122-089 |
|
4.250 |
117-114 |
|
|
| Fisher Pivots for day following 24-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
131-218 |
131-199 |
| PP |
131-212 |
131-198 |
| S1 |
131-206 |
131-198 |
|