ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 25-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
132-095 |
132-040 |
-0-055 |
-0.1% |
131-300 |
High |
132-165 |
132-085 |
-0-080 |
-0.2% |
132-165 |
Low |
131-290 |
131-285 |
-0-005 |
0.0% |
131-195 |
Close |
132-040 |
132-020 |
-0-020 |
0.0% |
132-040 |
Range |
0-195 |
0-120 |
-0-075 |
-38.5% |
0-290 |
ATR |
0-219 |
0-212 |
-0-007 |
-3.2% |
0-000 |
Volume |
993,882 |
732,638 |
-261,244 |
-26.3% |
4,856,880 |
|
Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-063 |
133-002 |
132-086 |
|
R3 |
132-263 |
132-202 |
132-053 |
|
R2 |
132-143 |
132-143 |
132-042 |
|
R1 |
132-082 |
132-082 |
132-031 |
132-052 |
PP |
132-023 |
132-023 |
132-023 |
132-009 |
S1 |
131-282 |
131-282 |
132-009 |
131-252 |
S2 |
131-223 |
131-223 |
131-318 |
|
S3 |
131-103 |
131-162 |
131-307 |
|
S4 |
130-303 |
131-042 |
131-274 |
|
|
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% |
0-166 |
0.4% |
50% |
False |
False |
946,941 |
10 |
133-080 |
131-195 |
1-205 |
1.2% |
0-190 |
0.4% |
28% |
False |
False |
1,082,508 |
20 |
134-075 |
131-195 |
2-200 |
2.0% |
0-216 |
0.5% |
17% |
False |
False |
1,189,068 |
40 |
134-075 |
129-055 |
5-020 |
3.8% |
0-211 |
0.5% |
57% |
False |
False |
1,210,447 |
60 |
134-075 |
129-055 |
5-020 |
3.8% |
0-193 |
0.5% |
57% |
False |
False |
881,307 |
80 |
134-075 |
128-285 |
5-110 |
4.0% |
0-171 |
0.4% |
59% |
False |
False |
661,460 |
100 |
134-075 |
127-310 |
6-085 |
4.7% |
0-144 |
0.3% |
65% |
False |
False |
529,176 |
120 |
134-075 |
127-310 |
6-085 |
4.7% |
0-121 |
0.3% |
65% |
False |
False |
440,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-275 |
2.618 |
133-079 |
1.618 |
132-279 |
1.000 |
132-205 |
0.618 |
132-159 |
HIGH |
132-085 |
0.618 |
132-039 |
0.500 |
132-025 |
0.382 |
132-011 |
LOW |
131-285 |
0.618 |
131-211 |
1.000 |
131-165 |
1.618 |
131-091 |
2.618 |
130-291 |
4.250 |
130-095 |
|
|
Fisher Pivots for day following 25-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
132-025 |
132-020 |
PP |
132-023 |
132-020 |
S1 |
132-022 |
132-020 |
|