ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 18-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
132-110 |
131-300 |
-0-130 |
-0.3% |
133-275 |
High |
132-165 |
132-080 |
-0-085 |
-0.2% |
133-285 |
Low |
131-250 |
131-235 |
-0-015 |
0.0% |
131-250 |
Close |
131-280 |
132-010 |
0-050 |
0.1% |
131-280 |
Range |
0-235 |
0-165 |
-0-070 |
-29.8% |
2-035 |
ATR |
0-237 |
0-232 |
-0-005 |
-2.2% |
0-000 |
Volume |
1,236,322 |
854,813 |
-381,509 |
-30.9% |
6,168,312 |
|
Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-177 |
133-098 |
132-101 |
|
R3 |
133-012 |
132-253 |
132-055 |
|
R2 |
132-167 |
132-167 |
132-040 |
|
R1 |
132-088 |
132-088 |
132-025 |
132-128 |
PP |
132-002 |
132-002 |
132-002 |
132-021 |
S1 |
131-243 |
131-243 |
131-315 |
131-282 |
S2 |
131-157 |
131-157 |
131-300 |
|
S3 |
130-312 |
131-078 |
131-285 |
|
S4 |
130-147 |
130-233 |
131-239 |
|
|
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 |
133-080 |
131-235 |
1-165 |
1.1% |
0-213 |
0.5% |
20% |
False |
True |
1,218,075 |
10 |
134-075 |
131-235 |
2-160 |
1.9% |
0-233 |
0.6% |
12% |
False |
True |
1,220,546 |
20 |
134-075 |
130-215 |
3-180 |
2.7% |
0-258 |
0.6% |
38% |
False |
False |
1,308,658 |
40 |
134-075 |
129-055 |
5-020 |
3.8% |
0-206 |
0.5% |
56% |
False |
False |
1,192,444 |
60 |
134-075 |
128-285 |
5-110 |
4.0% |
0-190 |
0.5% |
59% |
False |
False |
802,693 |
80 |
134-075 |
128-245 |
5-150 |
4.1% |
0-166 |
0.4% |
60% |
False |
False |
602,284 |
100 |
134-075 |
127-310 |
6-085 |
4.7% |
0-137 |
0.3% |
65% |
False |
False |
481,829 |
120 |
134-075 |
127-205 |
6-190 |
5.0% |
0-114 |
0.3% |
67% |
False |
False |
401,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-141 |
2.618 |
133-192 |
1.618 |
133-027 |
1.000 |
132-245 |
0.618 |
132-182 |
HIGH |
132-080 |
0.618 |
132-017 |
0.500 |
131-318 |
0.382 |
131-298 |
LOW |
131-235 |
0.618 |
131-133 |
1.000 |
131-070 |
1.618 |
130-288 |
2.618 |
130-123 |
4.250 |
129-174 |
|
|
Fisher Pivots for day following 18-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
132-006 |
132-102 |
PP |
132-002 |
132-072 |
S1 |
131-318 |
132-041 |
|