ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 28-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
132-045 |
132-205 |
0-160 |
0.4% |
131-300 |
High |
132-215 |
132-240 |
0-025 |
0.1% |
132-165 |
Low |
131-265 |
132-110 |
0-165 |
0.4% |
131-195 |
Close |
132-175 |
132-180 |
0-005 |
0.0% |
132-040 |
Range |
0-270 |
0-130 |
-0-140 |
-51.9% |
0-290 |
ATR |
0-212 |
0-206 |
-0-006 |
-2.8% |
0-000 |
Volume |
1,171,110 |
1,109,267 |
-61,843 |
-5.3% |
4,856,880 |
|
Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-247 |
133-183 |
132-252 |
|
R3 |
133-117 |
133-053 |
132-216 |
|
R2 |
132-307 |
132-307 |
132-204 |
|
R1 |
132-243 |
132-243 |
132-192 |
132-210 |
PP |
132-177 |
132-177 |
132-177 |
132-160 |
S1 |
132-113 |
132-113 |
132-168 |
132-080 |
S2 |
132-047 |
132-047 |
132-156 |
|
S3 |
131-237 |
131-303 |
132-144 |
|
S4 |
131-107 |
131-173 |
132-108 |
|
|
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 |
132-240 |
131-265 |
0-295 |
0.7% |
0-174 |
0.4% |
80% |
True |
False |
1,005,984 |
10 |
132-240 |
131-195 |
1-045 |
0.9% |
0-178 |
0.4% |
84% |
True |
False |
1,012,924 |
20 |
134-075 |
131-195 |
2-200 |
2.0% |
0-214 |
0.5% |
36% |
False |
False |
1,176,683 |
40 |
134-075 |
129-180 |
4-215 |
3.5% |
0-213 |
0.5% |
64% |
False |
False |
1,203,150 |
60 |
134-075 |
129-055 |
5-020 |
3.8% |
0-194 |
0.5% |
67% |
False |
False |
935,992 |
80 |
134-075 |
128-285 |
5-110 |
4.0% |
0-175 |
0.4% |
69% |
False |
False |
702,748 |
100 |
134-075 |
127-310 |
6-085 |
4.7% |
0-150 |
0.4% |
73% |
False |
False |
562,210 |
120 |
134-075 |
127-310 |
6-085 |
4.7% |
0-125 |
0.3% |
73% |
False |
False |
468,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-152 |
2.618 |
133-260 |
1.618 |
133-130 |
1.000 |
133-050 |
0.618 |
133-000 |
HIGH |
132-240 |
0.618 |
132-190 |
0.500 |
132-175 |
0.382 |
132-160 |
LOW |
132-110 |
0.618 |
132-030 |
1.000 |
131-300 |
1.618 |
131-220 |
2.618 |
131-090 |
4.250 |
130-198 |
|
|
Fisher Pivots for day following 28-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
132-178 |
132-151 |
PP |
132-177 |
132-122 |
S1 |
132-175 |
132-092 |
|