ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 27-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
| Open |
129-150 |
129-265 |
0-115 |
0.3% |
129-230 |
| High |
129-290 |
129-290 |
0-000 |
0.0% |
129-300 |
| Low |
129-140 |
129-150 |
0-010 |
0.0% |
129-105 |
| Close |
129-285 |
129-255 |
-0-030 |
-0.1% |
129-255 |
| Range |
0-150 |
0-140 |
-0-010 |
-6.7% |
0-195 |
| ATR |
0-158 |
0-157 |
-0-001 |
-0.8% |
0-000 |
| Volume |
1,737,088 |
939,608 |
-797,480 |
-45.9% |
7,404,062 |
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-012 |
130-273 |
130-012 |
|
| R3 |
130-192 |
130-133 |
129-294 |
|
| R2 |
130-052 |
130-052 |
129-281 |
|
| R1 |
129-313 |
129-313 |
129-268 |
129-272 |
| PP |
129-232 |
129-232 |
129-232 |
129-211 |
| S1 |
129-173 |
129-173 |
129-242 |
129-132 |
| S2 |
129-092 |
129-092 |
129-229 |
|
| S3 |
128-272 |
129-033 |
129-216 |
|
| S4 |
128-132 |
128-213 |
129-178 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-165 |
131-085 |
130-042 |
|
| R3 |
130-290 |
130-210 |
129-309 |
|
| R2 |
130-095 |
130-095 |
129-291 |
|
| R1 |
130-015 |
130-015 |
129-273 |
130-055 |
| PP |
129-220 |
129-220 |
129-220 |
129-240 |
| S1 |
129-140 |
129-140 |
129-237 |
129-180 |
| S2 |
129-025 |
129-025 |
129-219 |
|
| S3 |
128-150 |
128-265 |
129-201 |
|
| S4 |
127-275 |
128-070 |
129-148 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-300 |
129-105 |
0-195 |
0.5% |
0-129 |
0.3% |
77% |
False |
False |
1,480,812 |
| 10 |
131-035 |
129-100 |
1-255 |
1.4% |
0-154 |
0.4% |
27% |
False |
False |
1,390,879 |
| 20 |
131-065 |
129-100 |
1-285 |
1.5% |
0-160 |
0.4% |
26% |
False |
False |
1,269,408 |
| 40 |
131-095 |
129-020 |
2-075 |
1.7% |
0-158 |
0.4% |
33% |
False |
False |
1,159,030 |
| 60 |
131-095 |
128-015 |
3-080 |
2.5% |
0-169 |
0.4% |
54% |
False |
False |
1,124,248 |
| 80 |
132-205 |
128-015 |
4-190 |
3.5% |
0-185 |
0.4% |
38% |
False |
False |
991,193 |
| 100 |
132-205 |
126-000 |
6-205 |
5.1% |
0-180 |
0.4% |
57% |
False |
False |
794,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-245 |
|
2.618 |
131-017 |
|
1.618 |
130-197 |
|
1.000 |
130-110 |
|
0.618 |
130-057 |
|
HIGH |
129-290 |
|
0.618 |
129-237 |
|
0.500 |
129-220 |
|
0.382 |
129-203 |
|
LOW |
129-150 |
|
0.618 |
129-063 |
|
1.000 |
129-010 |
|
1.618 |
128-243 |
|
2.618 |
128-103 |
|
4.250 |
127-195 |
|
|
| Fisher Pivots for day following 27-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-243 |
129-236 |
| PP |
129-232 |
129-217 |
| S1 |
129-220 |
129-198 |
|