ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 06-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2016 |
06-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
133-095 |
133-270 |
0-175 |
0.4% |
132-240 |
High |
133-315 |
134-075 |
0-080 |
0.2% |
133-295 |
Low |
133-000 |
133-185 |
0-185 |
0.4% |
132-140 |
Close |
133-285 |
133-215 |
-0-070 |
-0.2% |
133-025 |
Range |
0-315 |
0-210 |
-0-105 |
-33.3% |
1-155 |
ATR |
0-243 |
0-241 |
-0-002 |
-1.0% |
0-000 |
Volume |
1,121,073 |
1,433,749 |
312,676 |
27.9% |
6,841,190 |
|
Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-255 |
135-125 |
134-010 |
|
R3 |
135-045 |
134-235 |
133-273 |
|
R2 |
134-155 |
134-155 |
133-254 |
|
R1 |
134-025 |
134-025 |
133-234 |
133-305 |
PP |
133-265 |
133-265 |
133-265 |
133-245 |
S1 |
133-135 |
133-135 |
133-196 |
133-095 |
S2 |
133-055 |
133-055 |
133-176 |
|
S3 |
132-165 |
132-245 |
133-157 |
|
S4 |
131-275 |
132-035 |
133-100 |
|
|
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 |
134-075 |
132-140 |
1-255 |
1.3% |
0-256 |
0.6% |
69% |
True |
False |
1,388,587 |
10 |
134-075 |
130-215 |
3-180 |
2.7% |
0-309 |
0.7% |
84% |
True |
False |
1,453,590 |
20 |
134-075 |
130-215 |
3-180 |
2.7% |
0-228 |
0.5% |
84% |
True |
False |
1,297,471 |
40 |
134-075 |
129-055 |
5-020 |
3.8% |
0-193 |
0.5% |
89% |
True |
False |
960,853 |
60 |
134-075 |
128-285 |
5-110 |
4.0% |
0-174 |
0.4% |
89% |
True |
False |
642,064 |
80 |
134-075 |
128-010 |
6-065 |
4.6% |
0-147 |
0.3% |
91% |
True |
False |
481,653 |
100 |
134-075 |
127-310 |
6-085 |
4.7% |
0-119 |
0.3% |
91% |
True |
False |
385,323 |
120 |
134-075 |
126-175 |
7-220 |
5.8% |
0-099 |
0.2% |
93% |
True |
False |
321,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137-008 |
2.618 |
135-305 |
1.618 |
135-095 |
1.000 |
134-285 |
0.618 |
134-205 |
HIGH |
134-075 |
0.618 |
133-315 |
0.500 |
133-290 |
0.382 |
133-265 |
LOW |
133-185 |
0.618 |
133-055 |
1.000 |
132-295 |
1.618 |
132-165 |
2.618 |
131-275 |
4.250 |
130-252 |
|
|
Fisher Pivots for day following 06-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
133-290 |
133-208 |
PP |
133-265 |
133-202 |
S1 |
133-240 |
133-195 |
|