ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 13-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
133-050 |
132-155 |
-0-215 |
-0.5% |
133-095 |
High |
133-080 |
132-300 |
-0-100 |
-0.2% |
134-075 |
Low |
132-115 |
132-150 |
0-035 |
0.1% |
133-000 |
Close |
132-165 |
132-265 |
0-100 |
0.2% |
133-255 |
Range |
0-285 |
0-150 |
-0-135 |
-47.4% |
1-075 |
ATR |
0-245 |
0-238 |
-0-007 |
-2.8% |
0-000 |
Volume |
1,431,378 |
1,201,572 |
-229,806 |
-16.1% |
5,182,344 |
|
Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-048 |
133-307 |
133-028 |
|
R3 |
133-218 |
133-157 |
132-306 |
|
R2 |
133-068 |
133-068 |
132-292 |
|
R1 |
133-007 |
133-007 |
132-279 |
133-038 |
PP |
132-238 |
132-238 |
132-238 |
132-254 |
S1 |
132-177 |
132-177 |
132-251 |
132-208 |
S2 |
132-088 |
132-088 |
132-238 |
|
S3 |
131-258 |
132-027 |
132-224 |
|
S4 |
131-108 |
131-197 |
132-182 |
|
|
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 |
134-005 |
132-115 |
1-210 |
1.2% |
0-235 |
0.6% |
28% |
False |
False |
1,238,644 |
10 |
134-075 |
132-115 |
1-280 |
1.4% |
0-246 |
0.6% |
25% |
False |
False |
1,313,615 |
20 |
134-075 |
130-215 |
3-180 |
2.7% |
0-253 |
0.6% |
61% |
False |
False |
1,326,267 |
40 |
134-075 |
129-055 |
5-020 |
3.8% |
0-206 |
0.5% |
72% |
False |
False |
1,113,619 |
60 |
134-075 |
128-285 |
5-110 |
4.0% |
0-187 |
0.4% |
74% |
False |
False |
745,170 |
80 |
134-075 |
128-140 |
5-255 |
4.4% |
0-161 |
0.4% |
76% |
False |
False |
559,068 |
100 |
134-075 |
127-310 |
6-085 |
4.7% |
0-130 |
0.3% |
78% |
False |
False |
447,255 |
120 |
134-075 |
127-050 |
7-025 |
5.3% |
0-109 |
0.3% |
80% |
False |
False |
372,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-298 |
2.618 |
134-053 |
1.618 |
133-223 |
1.000 |
133-130 |
0.618 |
133-073 |
HIGH |
132-300 |
0.618 |
132-243 |
0.500 |
132-225 |
0.382 |
132-207 |
LOW |
132-150 |
0.618 |
132-057 |
1.000 |
132-000 |
1.618 |
131-227 |
2.618 |
131-077 |
4.250 |
130-152 |
|
|
Fisher Pivots for day following 13-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
132-252 |
133-040 |
PP |
132-238 |
133-008 |
S1 |
132-225 |
132-297 |
|