ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 01-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2016 |
01-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
132-225 |
133-010 |
0-105 |
0.2% |
132-240 |
High |
133-075 |
133-295 |
0-220 |
0.5% |
133-295 |
Low |
132-140 |
132-315 |
0-175 |
0.4% |
132-140 |
Close |
132-315 |
133-025 |
0-030 |
0.1% |
133-025 |
Range |
0-255 |
0-300 |
0-045 |
17.6% |
1-155 |
ATR |
0-232 |
0-237 |
0-005 |
2.1% |
0-000 |
Volume |
1,943,875 |
1,346,226 |
-597,649 |
-30.7% |
6,841,190 |
|
Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-045 |
135-175 |
133-190 |
|
R3 |
135-065 |
134-195 |
133-108 |
|
R2 |
134-085 |
134-085 |
133-080 |
|
R1 |
133-215 |
133-215 |
133-052 |
133-310 |
PP |
133-105 |
133-105 |
133-105 |
133-152 |
S1 |
132-235 |
132-235 |
132-318 |
133-010 |
S2 |
132-125 |
132-125 |
132-290 |
|
S3 |
131-145 |
131-255 |
132-262 |
|
S4 |
130-165 |
130-275 |
132-180 |
|
|
Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-192 |
136-263 |
133-286 |
|
R3 |
136-037 |
135-108 |
133-156 |
|
R2 |
134-202 |
134-202 |
133-112 |
|
R1 |
133-273 |
133-273 |
133-069 |
134-078 |
PP |
133-047 |
133-047 |
133-047 |
133-109 |
S1 |
132-118 |
132-118 |
132-301 |
132-242 |
S2 |
131-212 |
131-212 |
132-258 |
|
S3 |
130-057 |
130-283 |
132-214 |
|
S4 |
128-222 |
129-128 |
132-084 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-295 |
132-140 |
1-155 |
1.1% |
0-234 |
0.5% |
43% |
True |
False |
1,368,238 |
10 |
134-070 |
130-215 |
3-175 |
2.7% |
0-282 |
0.7% |
68% |
False |
False |
1,396,769 |
20 |
134-070 |
130-200 |
3-190 |
2.7% |
0-215 |
0.5% |
68% |
False |
False |
1,256,864 |
40 |
134-070 |
129-055 |
5-015 |
3.8% |
0-189 |
0.4% |
77% |
False |
False |
897,506 |
60 |
134-070 |
128-285 |
5-105 |
4.0% |
0-168 |
0.4% |
79% |
False |
False |
599,512 |
80 |
134-070 |
127-310 |
6-080 |
4.7% |
0-141 |
0.3% |
82% |
False |
False |
449,718 |
100 |
134-070 |
127-310 |
6-080 |
4.7% |
0-113 |
0.3% |
82% |
False |
False |
359,774 |
120 |
134-070 |
126-175 |
7-215 |
5.8% |
0-094 |
0.2% |
85% |
False |
False |
299,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137-290 |
2.618 |
136-120 |
1.618 |
135-140 |
1.000 |
134-275 |
0.618 |
134-160 |
HIGH |
133-295 |
0.618 |
133-180 |
0.500 |
133-145 |
0.382 |
133-110 |
LOW |
132-315 |
0.618 |
132-130 |
1.000 |
132-015 |
1.618 |
131-150 |
2.618 |
130-170 |
4.250 |
129-000 |
|
|
Fisher Pivots for day following 01-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
133-145 |
133-058 |
PP |
133-105 |
133-047 |
S1 |
133-065 |
133-036 |
|