ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 07-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2016 |
07-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
133-270 |
133-270 |
0-000 |
0.0% |
132-240 |
High |
134-075 |
133-300 |
-0-095 |
-0.2% |
133-295 |
Low |
133-185 |
133-110 |
-0-075 |
-0.2% |
132-140 |
Close |
133-215 |
133-220 |
0-005 |
0.0% |
133-025 |
Range |
0-210 |
0-190 |
-0-020 |
-9.5% |
1-155 |
ATR |
0-241 |
0-237 |
-0-004 |
-1.5% |
0-000 |
Volume |
1,433,749 |
1,171,819 |
-261,930 |
-18.3% |
6,841,190 |
|
Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-140 |
135-050 |
134-004 |
|
R3 |
134-270 |
134-180 |
133-272 |
|
R2 |
134-080 |
134-080 |
133-255 |
|
R1 |
133-310 |
133-310 |
133-237 |
133-260 |
PP |
133-210 |
133-210 |
133-210 |
133-185 |
S1 |
133-120 |
133-120 |
133-203 |
133-070 |
S2 |
133-020 |
133-020 |
133-185 |
|
S3 |
132-150 |
132-250 |
133-168 |
|
S4 |
131-280 |
132-060 |
133-116 |
|
|
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% |
0-254 |
0.6% |
70% |
False |
False |
1,403,348 |
10 |
134-075 |
130-215 |
3-180 |
2.7% |
1-000 |
0.7% |
85% |
False |
False |
1,479,083 |
20 |
134-075 |
130-215 |
3-180 |
2.7% |
0-234 |
0.5% |
85% |
False |
False |
1,316,399 |
40 |
134-075 |
129-055 |
5-020 |
3.8% |
0-196 |
0.5% |
89% |
False |
False |
990,090 |
60 |
134-075 |
128-285 |
5-110 |
4.0% |
0-176 |
0.4% |
90% |
False |
False |
661,561 |
80 |
134-075 |
128-010 |
6-065 |
4.6% |
0-150 |
0.4% |
91% |
False |
False |
496,301 |
100 |
134-075 |
127-310 |
6-085 |
4.7% |
0-120 |
0.3% |
91% |
False |
False |
397,041 |
120 |
134-075 |
127-045 |
7-030 |
5.3% |
0-100 |
0.2% |
92% |
False |
False |
330,867 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-148 |
2.618 |
135-157 |
1.618 |
134-287 |
1.000 |
134-170 |
0.618 |
134-097 |
HIGH |
133-300 |
0.618 |
133-227 |
0.500 |
133-205 |
0.382 |
133-183 |
LOW |
133-110 |
0.618 |
132-313 |
1.000 |
132-240 |
1.618 |
132-123 |
2.618 |
131-253 |
4.250 |
130-262 |
|
|
Fisher Pivots for day following 07-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
133-215 |
133-212 |
PP |
133-210 |
133-205 |
S1 |
133-205 |
133-198 |
|