ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 11-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
133-220 |
133-275 |
0-055 |
0.1% |
133-095 |
High |
134-005 |
133-285 |
-0-040 |
-0.1% |
134-075 |
Low |
133-015 |
133-045 |
0-030 |
0.1% |
133-000 |
Close |
133-255 |
133-050 |
-0-205 |
-0.5% |
133-255 |
Range |
0-310 |
0-240 |
-0-070 |
-22.6% |
1-075 |
ATR |
0-242 |
0-242 |
0-000 |
-0.1% |
0-000 |
Volume |
1,455,703 |
932,748 |
-522,955 |
-35.9% |
5,182,344 |
|
Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-207 |
135-048 |
133-182 |
|
R3 |
134-287 |
134-128 |
133-116 |
|
R2 |
134-047 |
134-047 |
133-094 |
|
R1 |
133-208 |
133-208 |
133-072 |
133-168 |
PP |
133-127 |
133-127 |
133-127 |
133-106 |
S1 |
132-288 |
132-288 |
133-028 |
132-248 |
S2 |
132-207 |
132-207 |
133-006 |
|
S3 |
131-287 |
132-048 |
132-304 |
|
S4 |
131-047 |
131-128 |
132-238 |
|
|
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 |
133-000 |
1-075 |
0.9% |
0-253 |
0.6% |
13% |
False |
False |
1,223,018 |
10 |
134-075 |
132-140 |
1-255 |
1.3% |
0-244 |
0.6% |
40% |
False |
False |
1,295,628 |
20 |
134-075 |
130-215 |
3-180 |
2.7% |
0-246 |
0.6% |
70% |
False |
False |
1,329,721 |
40 |
134-075 |
129-055 |
5-020 |
3.8% |
0-203 |
0.5% |
79% |
False |
False |
1,049,225 |
60 |
134-075 |
128-285 |
5-110 |
4.0% |
0-183 |
0.4% |
80% |
False |
False |
701,324 |
80 |
134-075 |
128-140 |
5-255 |
4.4% |
0-157 |
0.4% |
81% |
False |
False |
526,157 |
100 |
134-075 |
127-310 |
6-085 |
4.7% |
0-126 |
0.3% |
83% |
False |
False |
420,925 |
120 |
134-075 |
127-050 |
7-025 |
5.3% |
0-105 |
0.2% |
85% |
False |
False |
350,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137-025 |
2.618 |
135-273 |
1.618 |
135-033 |
1.000 |
134-205 |
0.618 |
134-113 |
HIGH |
133-285 |
0.618 |
133-193 |
0.500 |
133-165 |
0.382 |
133-137 |
LOW |
133-045 |
0.618 |
132-217 |
1.000 |
132-125 |
1.618 |
131-297 |
2.618 |
131-057 |
4.250 |
129-305 |
|
|
Fisher Pivots for day following 11-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
133-165 |
133-170 |
PP |
133-127 |
133-130 |
S1 |
133-088 |
133-090 |
|