ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 19-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2016 |
19-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
131-300 |
132-015 |
0-035 |
0.1% |
133-275 |
High |
132-080 |
132-130 |
0-050 |
0.1% |
133-285 |
Low |
131-235 |
132-000 |
0-085 |
0.2% |
131-250 |
Close |
132-010 |
132-075 |
0-065 |
0.2% |
131-280 |
Range |
0-165 |
0-130 |
-0-035 |
-21.2% |
2-035 |
ATR |
0-232 |
0-225 |
-0-007 |
-3.1% |
0-000 |
Volume |
854,813 |
887,408 |
32,595 |
3.8% |
6,168,312 |
|
Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-138 |
133-077 |
132-146 |
|
R3 |
133-008 |
132-267 |
132-111 |
|
R2 |
132-198 |
132-198 |
132-099 |
|
R1 |
132-137 |
132-137 |
132-087 |
132-168 |
PP |
132-068 |
132-068 |
132-068 |
132-084 |
S1 |
132-007 |
132-007 |
132-063 |
132-038 |
S2 |
131-258 |
131-258 |
132-051 |
|
S3 |
131-128 |
131-197 |
132-039 |
|
S4 |
130-318 |
131-067 |
132-004 |
|
|
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 |
132-300 |
131-235 |
1-065 |
0.9% |
0-182 |
0.4% |
42% |
False |
False |
1,109,281 |
10 |
134-075 |
131-235 |
2-160 |
1.9% |
0-214 |
0.5% |
20% |
False |
False |
1,197,180 |
20 |
134-075 |
130-215 |
3-180 |
2.7% |
0-258 |
0.6% |
44% |
False |
False |
1,302,794 |
40 |
134-075 |
129-055 |
5-020 |
3.8% |
0-207 |
0.5% |
60% |
False |
False |
1,213,154 |
60 |
134-075 |
128-285 |
5-110 |
4.0% |
0-190 |
0.5% |
63% |
False |
False |
817,466 |
80 |
134-075 |
128-245 |
5-150 |
4.1% |
0-167 |
0.4% |
63% |
False |
False |
613,376 |
100 |
134-075 |
127-310 |
6-085 |
4.7% |
0-138 |
0.3% |
68% |
False |
False |
490,703 |
120 |
134-075 |
127-255 |
6-140 |
4.9% |
0-115 |
0.3% |
69% |
False |
False |
408,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-042 |
2.618 |
133-150 |
1.618 |
133-020 |
1.000 |
132-260 |
0.618 |
132-210 |
HIGH |
132-130 |
0.618 |
132-080 |
0.500 |
132-065 |
0.382 |
132-050 |
LOW |
132-000 |
0.618 |
131-240 |
1.000 |
131-190 |
1.618 |
131-110 |
2.618 |
130-300 |
4.250 |
130-088 |
|
|
Fisher Pivots for day following 19-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
132-072 |
132-063 |
PP |
132-068 |
132-052 |
S1 |
132-065 |
132-040 |
|