ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 08-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
133-270 |
133-220 |
-0-050 |
-0.1% |
133-095 |
High |
133-300 |
134-005 |
0-025 |
0.1% |
134-075 |
Low |
133-110 |
133-015 |
-0-095 |
-0.2% |
133-000 |
Close |
133-220 |
133-255 |
0-035 |
0.1% |
133-255 |
Range |
0-190 |
0-310 |
0-120 |
63.2% |
1-075 |
ATR |
0-237 |
0-242 |
0-005 |
2.2% |
0-000 |
Volume |
1,171,819 |
1,455,703 |
283,884 |
24.2% |
5,182,344 |
|
Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-168 |
136-042 |
134-106 |
|
R3 |
135-178 |
135-052 |
134-020 |
|
R2 |
134-188 |
134-188 |
133-312 |
|
R1 |
134-062 |
134-062 |
133-283 |
134-125 |
PP |
133-198 |
133-198 |
133-198 |
133-230 |
S1 |
133-072 |
133-072 |
133-227 |
133-135 |
S2 |
132-208 |
132-208 |
133-198 |
|
S3 |
131-218 |
132-082 |
133-170 |
|
S4 |
130-228 |
131-092 |
133-084 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-122 |
136-263 |
134-152 |
|
R3 |
136-047 |
135-188 |
134-044 |
|
R2 |
134-292 |
134-292 |
134-007 |
|
R1 |
134-113 |
134-113 |
133-291 |
134-202 |
PP |
133-217 |
133-217 |
133-217 |
133-261 |
S1 |
133-038 |
133-038 |
133-219 |
133-128 |
S2 |
132-142 |
132-142 |
133-183 |
|
S3 |
131-067 |
131-283 |
133-146 |
|
S4 |
129-312 |
130-208 |
133-038 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134-075 |
132-315 |
1-080 |
0.9% |
0-265 |
0.6% |
65% |
False |
False |
1,305,714 |
10 |
134-075 |
130-215 |
3-180 |
2.7% |
1-013 |
0.8% |
88% |
False |
False |
1,515,037 |
20 |
134-075 |
130-215 |
3-180 |
2.7% |
0-243 |
0.6% |
88% |
False |
False |
1,337,945 |
40 |
134-075 |
129-055 |
5-020 |
3.8% |
0-201 |
0.5% |
91% |
False |
False |
1,026,286 |
60 |
134-075 |
128-285 |
5-110 |
4.0% |
0-180 |
0.4% |
92% |
False |
False |
685,805 |
80 |
134-075 |
128-140 |
5-255 |
4.3% |
0-154 |
0.4% |
92% |
False |
False |
514,497 |
100 |
134-075 |
127-310 |
6-085 |
4.7% |
0-124 |
0.3% |
93% |
False |
False |
411,598 |
120 |
134-075 |
127-045 |
7-030 |
5.3% |
0-103 |
0.2% |
94% |
False |
False |
342,998 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138-042 |
2.618 |
136-177 |
1.618 |
135-187 |
1.000 |
134-315 |
0.618 |
134-197 |
HIGH |
134-005 |
0.618 |
133-207 |
0.500 |
133-170 |
0.382 |
133-133 |
LOW |
133-015 |
0.618 |
132-143 |
1.000 |
132-025 |
1.618 |
131-153 |
2.618 |
130-163 |
4.250 |
128-298 |
|
|
Fisher Pivots for day following 08-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
133-227 |
133-238 |
PP |
133-198 |
133-222 |
S1 |
133-170 |
133-205 |
|