ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 18-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
| Open |
130-165 |
130-095 |
-0-070 |
-0.2% |
130-170 |
| High |
130-200 |
130-120 |
-0-080 |
-0.2% |
131-030 |
| Low |
130-090 |
129-105 |
-0-305 |
-0.7% |
130-140 |
| Close |
130-130 |
129-120 |
-1-010 |
-0.8% |
130-310 |
| Range |
0-110 |
1-015 |
0-225 |
204.5% |
0-210 |
| ATR |
0-163 |
0-176 |
0-013 |
7.9% |
0-000 |
| Volume |
1,127,611 |
1,932,669 |
805,058 |
71.4% |
5,440,973 |
|
| Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-267 |
132-048 |
129-304 |
|
| R3 |
131-252 |
131-033 |
129-212 |
|
| R2 |
130-237 |
130-237 |
129-181 |
|
| R1 |
130-018 |
130-018 |
129-151 |
129-280 |
| PP |
129-222 |
129-222 |
129-222 |
129-192 |
| S1 |
129-003 |
129-003 |
129-089 |
128-265 |
| S2 |
128-207 |
128-207 |
129-059 |
|
| S3 |
127-192 |
127-308 |
129-028 |
|
| S4 |
126-177 |
126-293 |
128-256 |
|
|
| 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 |
131-035 |
129-105 |
1-250 |
1.4% |
0-185 |
0.4% |
3% |
False |
True |
1,287,045 |
| 10 |
131-065 |
129-105 |
1-280 |
1.4% |
0-174 |
0.4% |
3% |
False |
True |
1,211,557 |
| 20 |
131-065 |
129-020 |
2-045 |
1.7% |
0-171 |
0.4% |
15% |
False |
False |
1,198,844 |
| 40 |
131-095 |
128-205 |
2-210 |
2.1% |
0-168 |
0.4% |
28% |
False |
False |
1,076,687 |
| 60 |
131-140 |
128-015 |
3-125 |
2.6% |
0-178 |
0.4% |
39% |
False |
False |
1,118,473 |
| 80 |
132-205 |
127-280 |
4-245 |
3.7% |
0-190 |
0.5% |
31% |
False |
False |
867,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-264 |
|
2.618 |
133-037 |
|
1.618 |
132-022 |
|
1.000 |
131-135 |
|
0.618 |
131-007 |
|
HIGH |
130-120 |
|
0.618 |
129-312 |
|
0.500 |
129-272 |
|
0.382 |
129-233 |
|
LOW |
129-105 |
|
0.618 |
128-218 |
|
1.000 |
128-090 |
|
1.618 |
127-203 |
|
2.618 |
126-188 |
|
4.250 |
124-281 |
|
|
| Fisher Pivots for day following 18-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-272 |
130-070 |
| PP |
129-222 |
129-300 |
| S1 |
129-171 |
129-210 |
|