ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 12-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
| Open |
130-240 |
130-280 |
0-040 |
0.1% |
129-295 |
| High |
131-030 |
130-305 |
-0-045 |
-0.1% |
131-065 |
| Low |
130-210 |
130-165 |
-0-045 |
-0.1% |
129-200 |
| Close |
130-290 |
130-190 |
-0-100 |
-0.2% |
130-170 |
| Range |
0-140 |
0-140 |
0-000 |
0.0% |
1-185 |
| ATR |
0-169 |
0-167 |
-0-002 |
-1.2% |
0-000 |
| Volume |
1,105,210 |
1,190,000 |
84,790 |
7.7% |
6,038,415 |
|
| Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-000 |
131-235 |
130-267 |
|
| R3 |
131-180 |
131-095 |
130-228 |
|
| R2 |
131-040 |
131-040 |
130-216 |
|
| R1 |
130-275 |
130-275 |
130-203 |
130-248 |
| PP |
130-220 |
130-220 |
130-220 |
130-206 |
| S1 |
130-135 |
130-135 |
130-177 |
130-108 |
| S2 |
130-080 |
130-080 |
130-164 |
|
| S3 |
129-260 |
129-315 |
130-152 |
|
| S4 |
129-120 |
129-175 |
130-113 |
|
|
| 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 |
130-140 |
0-245 |
0.6% |
0-151 |
0.4% |
20% |
False |
False |
1,135,634 |
| 10 |
131-065 |
129-200 |
1-185 |
1.2% |
0-168 |
0.4% |
61% |
False |
False |
1,169,791 |
| 20 |
131-065 |
129-020 |
2-045 |
1.6% |
0-167 |
0.4% |
72% |
False |
False |
1,137,986 |
| 40 |
131-095 |
128-205 |
2-210 |
2.0% |
0-165 |
0.4% |
74% |
False |
False |
1,046,613 |
| 60 |
131-140 |
128-015 |
3-125 |
2.6% |
0-179 |
0.4% |
75% |
False |
False |
1,062,306 |
| 80 |
132-205 |
127-230 |
4-295 |
3.8% |
0-188 |
0.5% |
58% |
False |
False |
802,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-260 |
|
2.618 |
132-032 |
|
1.618 |
131-212 |
|
1.000 |
131-125 |
|
0.618 |
131-072 |
|
HIGH |
130-305 |
|
0.618 |
130-252 |
|
0.500 |
130-235 |
|
0.382 |
130-218 |
|
LOW |
130-165 |
|
0.618 |
130-078 |
|
1.000 |
130-025 |
|
1.618 |
129-258 |
|
2.618 |
129-118 |
|
4.250 |
128-210 |
|
|
| Fisher Pivots for day following 12-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
130-235 |
130-258 |
| PP |
130-220 |
130-235 |
| S1 |
130-205 |
130-212 |
|