ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 11-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
| Open |
130-280 |
130-240 |
-0-040 |
-0.1% |
129-295 |
| High |
130-290 |
131-030 |
0-060 |
0.1% |
131-065 |
| Low |
130-200 |
130-210 |
0-010 |
0.0% |
129-200 |
| Close |
130-250 |
130-290 |
0-040 |
0.1% |
130-170 |
| Range |
0-090 |
0-140 |
0-050 |
55.6% |
1-185 |
| ATR |
0-171 |
0-169 |
-0-002 |
-1.3% |
0-000 |
| Volume |
992,388 |
1,105,210 |
112,822 |
11.4% |
6,038,415 |
|
| Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-063 |
131-317 |
131-047 |
|
| R3 |
131-243 |
131-177 |
131-008 |
|
| R2 |
131-103 |
131-103 |
130-316 |
|
| R1 |
131-037 |
131-037 |
130-303 |
131-070 |
| PP |
130-283 |
130-283 |
130-283 |
130-300 |
| S1 |
130-217 |
130-217 |
130-277 |
130-250 |
| S2 |
130-143 |
130-143 |
130-264 |
|
| S3 |
130-003 |
130-077 |
130-252 |
|
| S4 |
129-183 |
129-257 |
130-213 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-060 |
134-140 |
131-128 |
|
| R3 |
133-195 |
132-275 |
130-309 |
|
| R2 |
132-010 |
132-010 |
130-263 |
|
| R1 |
131-090 |
131-090 |
130-216 |
131-210 |
| PP |
130-145 |
130-145 |
130-145 |
130-205 |
| S1 |
129-225 |
129-225 |
130-124 |
130-025 |
| S2 |
128-280 |
128-280 |
130-077 |
|
| S3 |
127-095 |
128-040 |
130-031 |
|
| S4 |
125-230 |
126-175 |
129-212 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-065 |
130-080 |
0-305 |
0.7% |
0-163 |
0.4% |
69% |
False |
False |
1,136,069 |
| 10 |
131-065 |
129-200 |
1-185 |
1.2% |
0-171 |
0.4% |
81% |
False |
False |
1,198,560 |
| 20 |
131-065 |
129-020 |
2-045 |
1.6% |
0-168 |
0.4% |
86% |
False |
False |
1,132,290 |
| 40 |
131-095 |
128-015 |
3-080 |
2.5% |
0-170 |
0.4% |
88% |
False |
False |
1,050,133 |
| 60 |
131-140 |
128-015 |
3-125 |
2.6% |
0-182 |
0.4% |
84% |
False |
False |
1,044,158 |
| 80 |
132-205 |
127-165 |
5-040 |
3.9% |
0-188 |
0.4% |
66% |
False |
False |
787,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-305 |
|
2.618 |
132-077 |
|
1.618 |
131-257 |
|
1.000 |
131-170 |
|
0.618 |
131-117 |
|
HIGH |
131-030 |
|
0.618 |
130-297 |
|
0.500 |
130-280 |
|
0.382 |
130-263 |
|
LOW |
130-210 |
|
0.618 |
130-123 |
|
1.000 |
130-070 |
|
1.618 |
129-303 |
|
2.618 |
129-163 |
|
4.250 |
128-255 |
|
|
| Fisher Pivots for day following 11-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
130-287 |
130-275 |
| PP |
130-283 |
130-260 |
| S1 |
130-280 |
130-245 |
|