ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 05-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
| Open |
130-100 |
130-160 |
0-060 |
0.1% |
129-165 |
| High |
130-175 |
130-280 |
0-105 |
0.3% |
130-060 |
| Low |
130-050 |
130-080 |
0-030 |
0.1% |
129-020 |
| Close |
130-140 |
130-235 |
0-095 |
0.2% |
130-020 |
| Range |
0-125 |
0-200 |
0-075 |
60.0% |
1-040 |
| ATR |
0-173 |
0-175 |
0-002 |
1.1% |
0-000 |
| Volume |
1,118,669 |
1,192,171 |
73,502 |
6.6% |
6,120,110 |
|
| Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-158 |
132-077 |
131-025 |
|
| R3 |
131-278 |
131-197 |
130-290 |
|
| R2 |
131-078 |
131-078 |
130-272 |
|
| R1 |
130-317 |
130-317 |
130-253 |
131-038 |
| PP |
130-198 |
130-198 |
130-198 |
130-219 |
| S1 |
130-117 |
130-117 |
130-217 |
130-158 |
| S2 |
129-318 |
129-318 |
130-198 |
|
| S3 |
129-118 |
129-237 |
130-180 |
|
| S4 |
128-238 |
129-037 |
130-125 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-047 |
132-233 |
130-218 |
|
| R3 |
132-007 |
131-193 |
130-119 |
|
| R2 |
130-287 |
130-287 |
130-086 |
|
| R1 |
130-153 |
130-153 |
130-053 |
130-220 |
| PP |
129-247 |
129-247 |
129-247 |
129-280 |
| S1 |
129-113 |
129-113 |
129-307 |
129-180 |
| S2 |
128-207 |
128-207 |
129-274 |
|
| S3 |
127-167 |
128-073 |
129-241 |
|
| S4 |
126-127 |
127-033 |
129-142 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-280 |
129-200 |
1-080 |
1.0% |
0-186 |
0.4% |
89% |
True |
False |
1,203,947 |
| 10 |
130-280 |
129-020 |
1-260 |
1.4% |
0-173 |
0.4% |
92% |
True |
False |
1,165,560 |
| 20 |
131-085 |
129-020 |
2-065 |
1.7% |
0-166 |
0.4% |
76% |
False |
False |
1,089,928 |
| 40 |
131-095 |
128-015 |
3-080 |
2.5% |
0-173 |
0.4% |
83% |
False |
False |
1,048,744 |
| 60 |
132-205 |
128-015 |
4-190 |
3.5% |
0-191 |
0.5% |
59% |
False |
False |
972,393 |
| 80 |
132-205 |
126-135 |
6-070 |
4.8% |
0-189 |
0.5% |
69% |
False |
False |
731,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-170 |
|
2.618 |
132-164 |
|
1.618 |
131-284 |
|
1.000 |
131-160 |
|
0.618 |
131-084 |
|
HIGH |
130-280 |
|
0.618 |
130-204 |
|
0.500 |
130-180 |
|
0.382 |
130-156 |
|
LOW |
130-080 |
|
0.618 |
129-276 |
|
1.000 |
129-200 |
|
1.618 |
129-076 |
|
2.618 |
128-196 |
|
4.250 |
127-190 |
|
|
| Fisher Pivots for day following 05-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
130-217 |
130-184 |
| PP |
130-198 |
130-133 |
| S1 |
130-180 |
130-082 |
|