ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 02-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
133-040 |
132-190 |
-0-170 |
-0.4% |
132-040 |
High |
133-040 |
132-230 |
-0-130 |
-0.3% |
133-045 |
Low |
132-180 |
132-065 |
-0-115 |
-0.3% |
131-265 |
Close |
132-255 |
132-175 |
-0-080 |
-0.2% |
133-015 |
Range |
0-180 |
0-165 |
-0-015 |
-8.3% |
1-100 |
ATR |
0-213 |
0-211 |
-0-002 |
-0.8% |
0-000 |
Volume |
1,025,550 |
1,420,550 |
395,000 |
38.5% |
5,620,277 |
|
Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-012 |
133-258 |
132-266 |
|
R3 |
133-167 |
133-093 |
132-220 |
|
R2 |
133-002 |
133-002 |
132-205 |
|
R1 |
132-248 |
132-248 |
132-190 |
132-202 |
PP |
132-157 |
132-157 |
132-157 |
132-134 |
S1 |
132-083 |
132-083 |
132-160 |
132-038 |
S2 |
131-312 |
131-312 |
132-145 |
|
S3 |
131-147 |
131-238 |
132-130 |
|
S4 |
130-302 |
131-073 |
132-084 |
|
|
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% |
0-215 |
0.5% |
55% |
False |
False |
1,262,142 |
10 |
133-045 |
131-195 |
1-170 |
1.2% |
0-193 |
0.5% |
61% |
False |
False |
1,118,103 |
20 |
134-075 |
131-195 |
2-200 |
2.0% |
0-204 |
0.5% |
36% |
False |
False |
1,157,642 |
40 |
134-075 |
130-215 |
3-180 |
2.7% |
0-214 |
0.5% |
53% |
False |
False |
1,208,286 |
60 |
134-075 |
129-055 |
5-020 |
3.8% |
0-196 |
0.5% |
67% |
False |
False |
1,002,716 |
80 |
134-075 |
128-285 |
5-110 |
4.0% |
0-180 |
0.4% |
68% |
False |
False |
753,053 |
100 |
134-075 |
127-310 |
6-085 |
4.7% |
0-157 |
0.4% |
73% |
False |
False |
602,513 |
120 |
134-075 |
127-310 |
6-085 |
4.7% |
0-131 |
0.3% |
73% |
False |
False |
502,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-291 |
2.618 |
134-022 |
1.618 |
133-177 |
1.000 |
133-075 |
0.618 |
133-012 |
HIGH |
132-230 |
0.618 |
132-167 |
0.500 |
132-148 |
0.382 |
132-128 |
LOW |
132-065 |
0.618 |
131-283 |
1.000 |
131-220 |
1.618 |
131-118 |
2.618 |
130-273 |
4.250 |
130-004 |
|
|
Fisher Pivots for day following 02-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
132-166 |
132-200 |
PP |
132-157 |
132-192 |
S1 |
132-148 |
132-183 |
|