ECBOT 10 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 13-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
131-015 |
131-190 |
0-175 |
0.4% |
131-000 |
| High |
131-170 |
131-250 |
0-080 |
0.2% |
131-170 |
| Low |
131-015 |
131-155 |
0-140 |
0.3% |
130-205 |
| Close |
131-145 |
131-220 |
0-075 |
0.2% |
131-145 |
| Range |
0-155 |
0-095 |
-0-060 |
-38.7% |
0-285 |
| ATR |
0-151 |
0-148 |
-0-003 |
-2.2% |
0-000 |
| Volume |
14,408 |
16,567 |
2,159 |
15.0% |
113,023 |
|
| Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-173 |
132-132 |
131-272 |
|
| R3 |
132-078 |
132-037 |
131-246 |
|
| R2 |
131-303 |
131-303 |
131-237 |
|
| R1 |
131-262 |
131-262 |
131-229 |
131-282 |
| PP |
131-208 |
131-208 |
131-208 |
131-219 |
| S1 |
131-167 |
131-167 |
131-211 |
131-188 |
| S2 |
131-113 |
131-113 |
131-203 |
|
| S3 |
131-018 |
131-072 |
131-194 |
|
| S4 |
130-243 |
130-297 |
131-168 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-282 |
133-178 |
131-302 |
|
| R3 |
132-317 |
132-213 |
131-223 |
|
| R2 |
132-032 |
132-032 |
131-197 |
|
| R1 |
131-248 |
131-248 |
131-171 |
131-300 |
| PP |
131-067 |
131-067 |
131-067 |
131-092 |
| S1 |
130-283 |
130-283 |
131-119 |
131-015 |
| S2 |
130-102 |
130-102 |
131-093 |
|
| S3 |
129-137 |
129-318 |
131-067 |
|
| S4 |
128-172 |
129-033 |
130-308 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-250 |
130-215 |
1-035 |
0.8% |
0-108 |
0.3% |
92% |
True |
False |
17,819 |
| 10 |
131-250 |
129-095 |
2-155 |
1.9% |
0-144 |
0.3% |
96% |
True |
False |
83,936 |
| 20 |
131-250 |
129-095 |
2-155 |
1.9% |
0-149 |
0.4% |
96% |
True |
False |
737,407 |
| 40 |
131-250 |
129-020 |
2-230 |
2.1% |
0-157 |
0.4% |
97% |
True |
False |
949,178 |
| 60 |
131-250 |
128-205 |
3-045 |
2.4% |
0-159 |
0.4% |
97% |
True |
False |
943,851 |
| 80 |
131-250 |
128-015 |
3-235 |
2.8% |
0-170 |
0.4% |
97% |
True |
False |
995,730 |
| 100 |
132-205 |
127-230 |
4-295 |
3.7% |
0-180 |
0.4% |
81% |
False |
False |
802,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-014 |
|
2.618 |
132-179 |
|
1.618 |
132-084 |
|
1.000 |
132-025 |
|
0.618 |
131-309 |
|
HIGH |
131-250 |
|
0.618 |
131-214 |
|
0.500 |
131-202 |
|
0.382 |
131-191 |
|
LOW |
131-155 |
|
0.618 |
131-096 |
|
1.000 |
131-060 |
|
1.618 |
131-001 |
|
2.618 |
130-226 |
|
4.250 |
130-071 |
|
|
| Fisher Pivots for day following 13-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
131-214 |
131-182 |
| PP |
131-208 |
131-145 |
| S1 |
131-202 |
131-108 |
|