ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 23-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
| Open |
129-205 |
129-230 |
0-025 |
0.1% |
131-010 |
| High |
129-255 |
129-300 |
0-045 |
0.1% |
131-035 |
| Low |
129-160 |
129-195 |
0-035 |
0.1% |
129-100 |
| Close |
129-225 |
129-240 |
0-015 |
0.0% |
129-225 |
| Range |
0-095 |
0-105 |
0-010 |
10.5% |
1-255 |
| ATR |
0-169 |
0-164 |
-0-005 |
-2.7% |
0-000 |
| Volume |
896,676 |
1,025,035 |
128,359 |
14.3% |
6,504,728 |
|
| Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-240 |
130-185 |
129-298 |
|
| R3 |
130-135 |
130-080 |
129-269 |
|
| R2 |
130-030 |
130-030 |
129-259 |
|
| R1 |
129-295 |
129-295 |
129-250 |
130-002 |
| PP |
129-245 |
129-245 |
129-245 |
129-259 |
| S1 |
129-190 |
129-190 |
129-230 |
129-218 |
| S2 |
129-140 |
129-140 |
129-221 |
|
| S3 |
129-035 |
129-085 |
129-211 |
|
| S4 |
128-250 |
128-300 |
129-182 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-138 |
134-117 |
130-221 |
|
| R3 |
133-203 |
132-182 |
130-063 |
|
| R2 |
131-268 |
131-268 |
130-010 |
|
| R1 |
130-247 |
130-247 |
129-278 |
130-130 |
| PP |
130-013 |
130-013 |
130-013 |
129-275 |
| S1 |
128-312 |
128-312 |
129-172 |
128-195 |
| S2 |
128-078 |
128-078 |
129-120 |
|
| S3 |
126-143 |
127-057 |
129-067 |
|
| S4 |
124-208 |
125-122 |
128-229 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-200 |
129-100 |
1-100 |
1.0% |
0-159 |
0.4% |
33% |
False |
False |
1,324,613 |
| 10 |
131-035 |
129-100 |
1-255 |
1.4% |
0-150 |
0.4% |
24% |
False |
False |
1,209,561 |
| 20 |
131-065 |
129-020 |
2-045 |
1.6% |
0-168 |
0.4% |
32% |
False |
False |
1,209,297 |
| 40 |
131-095 |
129-020 |
2-075 |
1.7% |
0-163 |
0.4% |
31% |
False |
False |
1,114,180 |
| 60 |
131-095 |
128-015 |
3-080 |
2.5% |
0-175 |
0.4% |
52% |
False |
False |
1,108,567 |
| 80 |
132-205 |
128-015 |
4-190 |
3.5% |
0-189 |
0.5% |
37% |
False |
False |
912,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-106 |
|
2.618 |
130-255 |
|
1.618 |
130-150 |
|
1.000 |
130-085 |
|
0.618 |
130-045 |
|
HIGH |
129-300 |
|
0.618 |
129-260 |
|
0.500 |
129-248 |
|
0.382 |
129-235 |
|
LOW |
129-195 |
|
0.618 |
129-130 |
|
1.000 |
129-090 |
|
1.618 |
129-025 |
|
2.618 |
128-240 |
|
4.250 |
128-069 |
|
|
| Fisher Pivots for day following 23-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-248 |
129-227 |
| PP |
129-245 |
129-213 |
| S1 |
129-242 |
129-200 |
|