ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 19-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
| Open |
130-095 |
129-175 |
-0-240 |
-0.6% |
130-170 |
| High |
130-120 |
129-250 |
-0-190 |
-0.5% |
131-030 |
| Low |
129-105 |
129-100 |
-0-005 |
0.0% |
130-140 |
| Close |
129-120 |
129-215 |
0-095 |
0.2% |
130-310 |
| Range |
1-015 |
0-150 |
-0-185 |
-55.2% |
0-210 |
| ATR |
0-176 |
0-174 |
-0-002 |
-1.1% |
0-000 |
| Volume |
1,932,669 |
1,641,077 |
-291,592 |
-15.1% |
5,440,973 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-318 |
130-257 |
129-298 |
|
| R3 |
130-168 |
130-107 |
129-256 |
|
| R2 |
130-018 |
130-018 |
129-242 |
|
| R1 |
129-277 |
129-277 |
129-229 |
129-308 |
| PP |
129-188 |
129-188 |
129-188 |
129-204 |
| S1 |
129-127 |
129-127 |
129-201 |
129-158 |
| S2 |
129-038 |
129-038 |
129-188 |
|
| S3 |
128-208 |
128-297 |
129-174 |
|
| S4 |
128-058 |
128-147 |
129-132 |
|
|
| 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 |
129-100 |
1-255 |
1.4% |
0-187 |
0.5% |
20% |
False |
True |
1,377,261 |
| 10 |
131-065 |
129-100 |
1-285 |
1.5% |
0-169 |
0.4% |
19% |
False |
True |
1,256,448 |
| 20 |
131-065 |
129-020 |
2-045 |
1.7% |
0-171 |
0.4% |
28% |
False |
False |
1,211,004 |
| 40 |
131-095 |
128-310 |
2-105 |
1.8% |
0-166 |
0.4% |
30% |
False |
False |
1,095,552 |
| 60 |
131-095 |
128-015 |
3-080 |
2.5% |
0-176 |
0.4% |
50% |
False |
False |
1,122,144 |
| 80 |
132-205 |
127-280 |
4-245 |
3.7% |
0-191 |
0.5% |
38% |
False |
False |
888,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-248 |
|
2.618 |
131-003 |
|
1.618 |
130-173 |
|
1.000 |
130-080 |
|
0.618 |
130-023 |
|
HIGH |
129-250 |
|
0.618 |
129-193 |
|
0.500 |
129-175 |
|
0.382 |
129-157 |
|
LOW |
129-100 |
|
0.618 |
129-007 |
|
1.000 |
128-270 |
|
1.618 |
128-177 |
|
2.618 |
128-027 |
|
4.250 |
127-102 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-202 |
129-310 |
| PP |
129-188 |
129-278 |
| S1 |
129-175 |
129-247 |
|