ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 29-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
132-030 |
132-080 |
0-050 |
0.1% |
130-235 |
| High |
132-130 |
132-085 |
-0-045 |
-0.1% |
133-060 |
| Low |
132-030 |
131-250 |
-0-100 |
-0.2% |
130-015 |
| Close |
132-100 |
132-040 |
-0-060 |
-0.1% |
131-200 |
| Range |
0-100 |
0-155 |
0-055 |
55.0% |
3-045 |
| ATR |
0-178 |
0-178 |
-0-001 |
-0.3% |
0-000 |
| Volume |
56 |
104 |
48 |
85.7% |
14 |
|
| Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-163 |
133-097 |
132-125 |
|
| R3 |
133-008 |
132-262 |
132-083 |
|
| R2 |
132-173 |
132-173 |
132-068 |
|
| R1 |
132-107 |
132-107 |
132-054 |
132-062 |
| PP |
132-018 |
132-018 |
132-018 |
131-316 |
| S1 |
131-272 |
131-272 |
132-026 |
131-228 |
| S2 |
131-183 |
131-183 |
132-012 |
|
| S3 |
131-028 |
131-117 |
131-317 |
|
| S4 |
130-193 |
130-282 |
131-275 |
|
|
| 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% |
0-288 |
0.7% |
66% |
False |
False |
34 |
| 10 |
133-060 |
130-015 |
3-045 |
2.4% |
0-174 |
0.4% |
66% |
False |
False |
17 |
| 20 |
133-060 |
129-080 |
3-300 |
3.0% |
0-107 |
0.3% |
73% |
False |
False |
9 |
| 40 |
133-060 |
128-195 |
4-185 |
3.5% |
0-054 |
0.1% |
77% |
False |
False |
4 |
| 60 |
133-060 |
128-045 |
5-015 |
3.8% |
0-036 |
0.1% |
79% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-104 |
|
2.618 |
133-171 |
|
1.618 |
133-016 |
|
1.000 |
132-240 |
|
0.618 |
132-181 |
|
HIGH |
132-085 |
|
0.618 |
132-026 |
|
0.500 |
132-008 |
|
0.382 |
131-309 |
|
LOW |
131-250 |
|
0.618 |
131-154 |
|
1.000 |
131-095 |
|
1.618 |
130-319 |
|
2.618 |
130-164 |
|
4.250 |
129-231 |
|
|
| Fisher Pivots for day following 29-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
132-029 |
132-050 |
| PP |
132-018 |
132-047 |
| S1 |
132-008 |
132-043 |
|