ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 22-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
131-310 |
132-095 |
0-105 |
0.2% |
131-300 |
High |
132-110 |
132-165 |
0-055 |
0.1% |
132-165 |
Low |
131-195 |
131-290 |
0-095 |
0.2% |
131-195 |
Close |
132-075 |
132-040 |
-0-035 |
-0.1% |
132-040 |
Range |
0-235 |
0-195 |
-0-040 |
-17.0% |
0-290 |
ATR |
0-221 |
0-219 |
-0-002 |
-0.8% |
0-000 |
Volume |
1,282,566 |
993,882 |
-288,684 |
-22.5% |
4,856,880 |
|
Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-003 |
133-217 |
132-147 |
|
R3 |
133-128 |
133-022 |
132-094 |
|
R2 |
132-253 |
132-253 |
132-076 |
|
R1 |
132-147 |
132-147 |
132-058 |
132-102 |
PP |
132-058 |
132-058 |
132-058 |
132-036 |
S1 |
131-272 |
131-272 |
132-022 |
131-228 |
S2 |
131-183 |
131-183 |
132-004 |
|
S3 |
130-308 |
131-077 |
131-306 |
|
S4 |
130-113 |
130-202 |
131-253 |
|
|
Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-257 |
134-118 |
132-200 |
|
R3 |
133-287 |
133-148 |
132-120 |
|
R2 |
132-317 |
132-317 |
132-093 |
|
R1 |
132-178 |
132-178 |
132-067 |
132-248 |
PP |
132-027 |
132-027 |
132-027 |
132-061 |
S1 |
131-208 |
131-208 |
132-013 |
131-278 |
S2 |
131-057 |
131-057 |
131-307 |
|
S3 |
130-087 |
130-238 |
131-280 |
|
S4 |
129-117 |
129-268 |
131-200 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132-165 |
131-195 |
0-290 |
0.7% |
0-175 |
0.4% |
57% |
True |
False |
971,376 |
10 |
133-285 |
131-195 |
2-090 |
1.7% |
0-202 |
0.5% |
23% |
False |
False |
1,102,519 |
20 |
134-075 |
130-215 |
3-180 |
2.7% |
0-267 |
0.6% |
41% |
False |
False |
1,308,778 |
40 |
134-075 |
129-055 |
5-020 |
3.8% |
0-212 |
0.5% |
58% |
False |
False |
1,222,919 |
60 |
134-075 |
129-055 |
5-020 |
3.8% |
0-194 |
0.5% |
58% |
False |
False |
869,155 |
80 |
134-075 |
128-285 |
5-110 |
4.0% |
0-170 |
0.4% |
61% |
False |
False |
652,303 |
100 |
134-075 |
127-310 |
6-085 |
4.7% |
0-144 |
0.3% |
66% |
False |
False |
521,850 |
120 |
134-075 |
127-310 |
6-085 |
4.7% |
0-120 |
0.3% |
66% |
False |
False |
434,875 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-034 |
2.618 |
134-036 |
1.618 |
133-161 |
1.000 |
133-040 |
0.618 |
132-286 |
HIGH |
132-165 |
0.618 |
132-091 |
0.500 |
132-068 |
0.382 |
132-044 |
LOW |
131-290 |
0.618 |
131-169 |
1.000 |
131-095 |
1.618 |
130-294 |
2.618 |
130-099 |
4.250 |
129-101 |
|
|
Fisher Pivots for day following 22-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
132-068 |
132-033 |
PP |
132-058 |
132-027 |
S1 |
132-049 |
132-020 |
|