ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 29-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2016 |
29-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
132-205 |
132-210 |
0-005 |
0.0% |
132-040 |
High |
132-240 |
133-045 |
0-125 |
0.3% |
133-045 |
Low |
132-110 |
132-035 |
-0-075 |
-0.2% |
131-265 |
Close |
132-180 |
133-015 |
0-155 |
0.4% |
133-015 |
Range |
0-130 |
1-010 |
0-200 |
153.8% |
1-100 |
ATR |
0-206 |
0-215 |
0-009 |
4.3% |
0-000 |
Volume |
1,109,267 |
1,584,235 |
474,968 |
42.8% |
5,620,277 |
|
Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-275 |
135-155 |
133-196 |
|
R3 |
134-265 |
134-145 |
133-106 |
|
R2 |
133-255 |
133-255 |
133-076 |
|
R1 |
133-135 |
133-135 |
133-045 |
133-195 |
PP |
132-245 |
132-245 |
132-245 |
132-275 |
S1 |
132-125 |
132-125 |
132-305 |
132-185 |
S2 |
131-235 |
131-235 |
132-274 |
|
S3 |
130-225 |
131-115 |
132-244 |
|
S4 |
129-215 |
130-105 |
132-154 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-195 |
136-045 |
133-246 |
|
R3 |
135-095 |
134-265 |
133-130 |
|
R2 |
133-315 |
133-315 |
133-092 |
|
R1 |
133-165 |
133-165 |
133-054 |
133-240 |
PP |
132-215 |
132-215 |
132-215 |
132-252 |
S1 |
132-065 |
132-065 |
132-296 |
132-140 |
S2 |
131-115 |
131-115 |
132-258 |
|
S3 |
130-015 |
130-285 |
132-220 |
|
S4 |
128-235 |
129-185 |
132-104 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-045 |
131-265 |
1-100 |
1.0% |
0-201 |
0.5% |
93% |
True |
False |
1,124,055 |
10 |
133-045 |
131-195 |
1-170 |
1.2% |
0-188 |
0.4% |
94% |
True |
False |
1,047,715 |
20 |
134-075 |
131-195 |
2-200 |
2.0% |
0-217 |
0.5% |
55% |
False |
False |
1,158,701 |
40 |
134-075 |
129-270 |
4-125 |
3.3% |
0-218 |
0.5% |
73% |
False |
False |
1,215,186 |
60 |
134-075 |
129-055 |
5-020 |
3.8% |
0-197 |
0.5% |
77% |
False |
False |
962,290 |
80 |
134-075 |
128-285 |
5-110 |
4.0% |
0-178 |
0.4% |
78% |
False |
False |
722,518 |
100 |
134-075 |
127-310 |
6-085 |
4.7% |
0-153 |
0.4% |
81% |
False |
False |
578,052 |
120 |
134-075 |
127-310 |
6-085 |
4.7% |
0-128 |
0.3% |
81% |
False |
False |
481,710 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137-168 |
2.618 |
135-269 |
1.618 |
134-259 |
1.000 |
134-055 |
0.618 |
133-249 |
HIGH |
133-045 |
0.618 |
132-239 |
0.500 |
132-200 |
0.382 |
132-161 |
LOW |
132-035 |
0.618 |
131-151 |
1.000 |
131-025 |
1.618 |
130-141 |
2.618 |
129-131 |
4.250 |
127-232 |
|
|
Fisher Pivots for day following 29-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
132-290 |
132-275 |
PP |
132-245 |
132-215 |
S1 |
132-200 |
132-155 |
|