ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 15-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2016 |
15-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
132-235 |
132-110 |
-0-125 |
-0.3% |
133-275 |
High |
132-290 |
132-165 |
-0-125 |
-0.3% |
133-285 |
Low |
132-060 |
131-250 |
-0-130 |
-0.3% |
131-250 |
Close |
132-125 |
131-280 |
-0-165 |
-0.4% |
131-280 |
Range |
0-230 |
0-235 |
0-005 |
2.2% |
2-035 |
ATR |
0-238 |
0-237 |
0-000 |
-0.1% |
0-000 |
Volume |
1,366,292 |
1,236,322 |
-129,970 |
-9.5% |
6,168,312 |
|
Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-083 |
133-257 |
132-089 |
|
R3 |
133-168 |
133-022 |
132-025 |
|
R2 |
132-253 |
132-253 |
132-003 |
|
R1 |
132-107 |
132-107 |
131-302 |
132-062 |
PP |
132-018 |
132-018 |
132-018 |
131-316 |
S1 |
131-192 |
131-192 |
131-258 |
131-148 |
S2 |
131-103 |
131-103 |
131-237 |
|
S3 |
130-188 |
130-277 |
131-215 |
|
S4 |
129-273 |
130-042 |
131-151 |
|
|
Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138-270 |
137-150 |
133-011 |
|
R3 |
136-235 |
135-115 |
132-146 |
|
R2 |
134-200 |
134-200 |
132-084 |
|
R1 |
133-080 |
133-080 |
132-022 |
132-282 |
PP |
132-165 |
132-165 |
132-165 |
132-106 |
S1 |
131-045 |
131-045 |
131-218 |
130-248 |
S2 |
130-130 |
130-130 |
131-156 |
|
S3 |
128-095 |
129-010 |
131-094 |
|
S4 |
126-060 |
126-295 |
130-229 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-285 |
131-250 |
2-035 |
1.6% |
0-228 |
0.5% |
4% |
False |
True |
1,233,662 |
10 |
134-075 |
131-250 |
2-145 |
1.9% |
0-246 |
0.6% |
4% |
False |
True |
1,269,688 |
20 |
134-075 |
130-215 |
3-180 |
2.7% |
0-256 |
0.6% |
34% |
False |
False |
1,324,425 |
40 |
134-075 |
129-055 |
5-020 |
3.8% |
0-206 |
0.5% |
53% |
False |
False |
1,174,492 |
60 |
134-075 |
128-285 |
5-110 |
4.1% |
0-190 |
0.4% |
56% |
False |
False |
788,486 |
80 |
134-075 |
128-235 |
5-160 |
4.2% |
0-165 |
0.4% |
57% |
False |
False |
591,599 |
100 |
134-075 |
127-310 |
6-085 |
4.8% |
0-135 |
0.3% |
62% |
False |
False |
473,281 |
120 |
134-075 |
127-190 |
6-205 |
5.0% |
0-112 |
0.3% |
64% |
False |
False |
394,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-204 |
2.618 |
134-140 |
1.618 |
133-225 |
1.000 |
133-080 |
0.618 |
132-310 |
HIGH |
132-165 |
0.618 |
132-075 |
0.500 |
132-048 |
0.382 |
132-020 |
LOW |
131-250 |
0.618 |
131-105 |
1.000 |
131-015 |
1.618 |
130-190 |
2.618 |
129-275 |
4.250 |
128-211 |
|
|
Fisher Pivots for day following 15-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
132-048 |
132-115 |
PP |
132-018 |
132-063 |
S1 |
131-309 |
132-012 |
|