ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 26-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2016 |
26-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
132-040 |
132-010 |
-0-030 |
-0.1% |
131-300 |
High |
132-085 |
132-110 |
0-025 |
0.1% |
132-165 |
Low |
131-285 |
131-275 |
-0-010 |
0.0% |
131-195 |
Close |
132-020 |
132-040 |
0-020 |
0.0% |
132-040 |
Range |
0-120 |
0-155 |
0-035 |
29.2% |
0-290 |
ATR |
0-212 |
0-208 |
-0-004 |
-1.9% |
0-000 |
Volume |
732,638 |
1,023,027 |
290,389 |
39.6% |
4,856,880 |
|
Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-180 |
133-105 |
132-125 |
|
R3 |
133-025 |
132-270 |
132-083 |
|
R2 |
132-190 |
132-190 |
132-068 |
|
R1 |
132-115 |
132-115 |
132-054 |
132-152 |
PP |
132-035 |
132-035 |
132-035 |
132-054 |
S1 |
131-280 |
131-280 |
132-026 |
131-318 |
S2 |
131-200 |
131-200 |
132-012 |
|
S3 |
131-045 |
131-125 |
131-317 |
|
S4 |
130-210 |
130-290 |
131-275 |
|
|
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% |
0-171 |
0.4% |
57% |
False |
False |
974,064 |
10 |
132-300 |
131-195 |
1-105 |
1.0% |
0-176 |
0.4% |
39% |
False |
False |
1,041,673 |
20 |
134-075 |
131-195 |
2-200 |
2.0% |
0-212 |
0.5% |
20% |
False |
False |
1,174,392 |
40 |
134-075 |
129-055 |
5-020 |
3.8% |
0-211 |
0.5% |
58% |
False |
False |
1,214,991 |
60 |
134-075 |
129-055 |
5-020 |
3.8% |
0-194 |
0.5% |
58% |
False |
False |
898,306 |
80 |
134-075 |
128-285 |
5-110 |
4.0% |
0-172 |
0.4% |
61% |
False |
False |
674,248 |
100 |
134-075 |
127-310 |
6-085 |
4.7% |
0-146 |
0.3% |
66% |
False |
False |
539,406 |
120 |
134-075 |
127-310 |
6-085 |
4.7% |
0-122 |
0.3% |
66% |
False |
False |
449,505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-129 |
2.618 |
133-196 |
1.618 |
133-041 |
1.000 |
132-265 |
0.618 |
132-206 |
HIGH |
132-110 |
0.618 |
132-051 |
0.500 |
132-032 |
0.382 |
132-014 |
LOW |
131-275 |
0.618 |
131-179 |
1.000 |
131-120 |
1.618 |
131-024 |
2.618 |
130-189 |
4.250 |
129-256 |
|
|
Fisher Pivots for day following 26-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
132-038 |
132-060 |
PP |
132-035 |
132-053 |
S1 |
132-032 |
132-047 |
|