ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 24-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
| Open |
129-230 |
129-250 |
0-020 |
0.0% |
131-010 |
| High |
129-300 |
129-285 |
-0-015 |
0.0% |
131-035 |
| Low |
129-195 |
129-125 |
-0-070 |
-0.2% |
129-100 |
| Close |
129-240 |
129-180 |
-0-060 |
-0.1% |
129-225 |
| Range |
0-105 |
0-160 |
0-055 |
52.4% |
1-255 |
| ATR |
0-164 |
0-164 |
0-000 |
-0.2% |
0-000 |
| Volume |
1,025,035 |
1,721,686 |
696,651 |
68.0% |
6,504,728 |
|
| Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-037 |
130-268 |
129-268 |
|
| R3 |
130-197 |
130-108 |
129-224 |
|
| R2 |
130-037 |
130-037 |
129-209 |
|
| R1 |
129-268 |
129-268 |
129-195 |
129-232 |
| PP |
129-197 |
129-197 |
129-197 |
129-179 |
| S1 |
129-108 |
129-108 |
129-165 |
129-072 |
| S2 |
129-037 |
129-037 |
129-151 |
|
| S3 |
128-197 |
128-268 |
129-136 |
|
| S4 |
128-037 |
128-108 |
129-092 |
|
|
| 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 |
130-120 |
129-100 |
1-020 |
0.8% |
0-169 |
0.4% |
24% |
False |
False |
1,443,428 |
| 10 |
131-035 |
129-100 |
1-255 |
1.4% |
0-158 |
0.4% |
14% |
False |
False |
1,282,491 |
| 20 |
131-065 |
129-050 |
2-015 |
1.6% |
0-169 |
0.4% |
20% |
False |
False |
1,242,438 |
| 40 |
131-095 |
129-020 |
2-075 |
1.7% |
0-160 |
0.4% |
22% |
False |
False |
1,131,031 |
| 60 |
131-095 |
128-015 |
3-080 |
2.5% |
0-175 |
0.4% |
47% |
False |
False |
1,116,126 |
| 80 |
132-205 |
128-015 |
4-190 |
3.5% |
0-189 |
0.5% |
33% |
False |
False |
933,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-005 |
|
2.618 |
131-064 |
|
1.618 |
130-224 |
|
1.000 |
130-125 |
|
0.618 |
130-064 |
|
HIGH |
129-285 |
|
0.618 |
129-224 |
|
0.500 |
129-205 |
|
0.382 |
129-186 |
|
LOW |
129-125 |
|
0.618 |
129-026 |
|
1.000 |
128-285 |
|
1.618 |
128-186 |
|
2.618 |
128-026 |
|
4.250 |
127-085 |
|
|
| Fisher Pivots for day following 24-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-205 |
129-212 |
| PP |
129-197 |
129-202 |
| S1 |
129-188 |
129-191 |
|