ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 13-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2016 |
13-May-2016 |
Change |
Change % |
Previous Week |
| Open |
130-280 |
130-190 |
-0-090 |
-0.2% |
130-170 |
| High |
130-305 |
130-315 |
0-010 |
0.0% |
131-030 |
| Low |
130-165 |
130-175 |
0-010 |
0.0% |
130-140 |
| Close |
130-190 |
130-310 |
0-120 |
0.3% |
130-310 |
| Range |
0-140 |
0-140 |
0-000 |
0.0% |
0-210 |
| ATR |
0-167 |
0-165 |
-0-002 |
-1.2% |
0-000 |
| Volume |
1,190,000 |
1,278,254 |
88,254 |
7.4% |
5,440,973 |
|
| Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-047 |
131-318 |
131-067 |
|
| R3 |
131-227 |
131-178 |
131-028 |
|
| R2 |
131-087 |
131-087 |
131-016 |
|
| R1 |
131-038 |
131-038 |
131-003 |
131-062 |
| PP |
130-267 |
130-267 |
130-267 |
130-279 |
| S1 |
130-218 |
130-218 |
130-297 |
130-242 |
| S2 |
130-127 |
130-127 |
130-284 |
|
| S3 |
129-307 |
130-078 |
130-272 |
|
| S4 |
129-167 |
129-258 |
130-233 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-257 |
132-173 |
131-106 |
|
| R3 |
132-047 |
131-283 |
131-048 |
|
| R2 |
131-157 |
131-157 |
131-028 |
|
| R1 |
131-073 |
131-073 |
131-009 |
131-115 |
| PP |
130-267 |
130-267 |
130-267 |
130-288 |
| S1 |
130-183 |
130-183 |
130-291 |
130-225 |
| S2 |
130-057 |
130-057 |
130-272 |
|
| S3 |
129-167 |
129-293 |
130-252 |
|
| S4 |
128-277 |
129-083 |
130-194 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-030 |
130-140 |
0-210 |
0.5% |
0-131 |
0.3% |
81% |
False |
False |
1,088,194 |
| 10 |
131-065 |
129-200 |
1-185 |
1.2% |
0-166 |
0.4% |
85% |
False |
False |
1,147,938 |
| 20 |
131-065 |
129-020 |
2-045 |
1.6% |
0-166 |
0.4% |
89% |
False |
False |
1,160,949 |
| 40 |
131-095 |
128-205 |
2-210 |
2.0% |
0-164 |
0.4% |
88% |
False |
False |
1,047,073 |
| 60 |
131-140 |
128-015 |
3-125 |
2.6% |
0-177 |
0.4% |
86% |
False |
False |
1,081,837 |
| 80 |
132-205 |
127-230 |
4-295 |
3.8% |
0-188 |
0.4% |
66% |
False |
False |
818,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-270 |
|
2.618 |
132-042 |
|
1.618 |
131-222 |
|
1.000 |
131-135 |
|
0.618 |
131-082 |
|
HIGH |
130-315 |
|
0.618 |
130-262 |
|
0.500 |
130-245 |
|
0.382 |
130-228 |
|
LOW |
130-175 |
|
0.618 |
130-088 |
|
1.000 |
130-035 |
|
1.618 |
129-268 |
|
2.618 |
129-128 |
|
4.250 |
128-220 |
|
|
| Fisher Pivots for day following 13-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
130-288 |
130-292 |
| PP |
130-267 |
130-275 |
| S1 |
130-245 |
130-258 |
|