ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 01-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
129-160 |
129-210 |
0-050 |
0.1% |
129-230 |
| High |
129-255 |
130-005 |
0-070 |
0.2% |
129-300 |
| Low |
129-095 |
129-190 |
0-095 |
0.2% |
129-105 |
| Close |
129-255 |
129-205 |
-0-050 |
-0.1% |
129-255 |
| Range |
0-160 |
0-135 |
-0-025 |
-15.6% |
0-195 |
| ATR |
0-157 |
0-155 |
-0-002 |
-1.0% |
0-000 |
| Volume |
377,106 |
139,871 |
-237,235 |
-62.9% |
7,404,062 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-005 |
130-240 |
129-279 |
|
| R3 |
130-190 |
130-105 |
129-242 |
|
| R2 |
130-055 |
130-055 |
129-230 |
|
| R1 |
129-290 |
129-290 |
129-217 |
129-265 |
| PP |
129-240 |
129-240 |
129-240 |
129-228 |
| S1 |
129-155 |
129-155 |
129-193 |
129-130 |
| S2 |
129-105 |
129-105 |
129-180 |
|
| S3 |
128-290 |
129-020 |
129-168 |
|
| S4 |
128-155 |
128-205 |
129-131 |
|
|
| 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 |
130-005 |
129-095 |
0-230 |
0.6% |
0-135 |
0.3% |
48% |
True |
False |
1,034,863 |
| 10 |
130-120 |
129-095 |
1-025 |
0.8% |
0-152 |
0.4% |
32% |
False |
False |
1,239,146 |
| 20 |
131-065 |
129-095 |
1-290 |
1.5% |
0-152 |
0.4% |
18% |
False |
False |
1,184,651 |
| 40 |
131-095 |
129-020 |
2-075 |
1.7% |
0-160 |
0.4% |
26% |
False |
False |
1,128,537 |
| 60 |
131-095 |
128-015 |
3-080 |
2.5% |
0-168 |
0.4% |
49% |
False |
False |
1,092,257 |
| 80 |
132-205 |
128-015 |
4-190 |
3.5% |
0-184 |
0.4% |
35% |
False |
False |
997,290 |
| 100 |
132-205 |
126-135 |
6-070 |
4.8% |
0-180 |
0.4% |
52% |
False |
False |
799,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-259 |
|
2.618 |
131-038 |
|
1.618 |
130-223 |
|
1.000 |
130-140 |
|
0.618 |
130-088 |
|
HIGH |
130-005 |
|
0.618 |
129-273 |
|
0.500 |
129-258 |
|
0.382 |
129-242 |
|
LOW |
129-190 |
|
0.618 |
129-107 |
|
1.000 |
129-055 |
|
1.618 |
128-292 |
|
2.618 |
128-157 |
|
4.250 |
127-256 |
|
|
| Fisher Pivots for day following 01-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-258 |
129-210 |
| PP |
129-240 |
129-208 |
| S1 |
129-222 |
129-207 |
|