ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 03-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2016 |
03-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
132-190 |
132-130 |
-0-060 |
-0.1% |
132-040 |
High |
132-230 |
132-205 |
-0-025 |
-0.1% |
133-045 |
Low |
132-065 |
132-085 |
0-020 |
0.0% |
131-265 |
Close |
132-175 |
132-185 |
0-010 |
0.0% |
133-015 |
Range |
0-165 |
0-120 |
-0-045 |
-27.3% |
1-100 |
ATR |
0-211 |
0-205 |
-0-007 |
-3.1% |
0-000 |
Volume |
1,420,550 |
1,022,489 |
-398,061 |
-28.0% |
5,620,277 |
|
Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-198 |
133-152 |
132-251 |
|
R3 |
133-078 |
133-032 |
132-218 |
|
R2 |
132-278 |
132-278 |
132-207 |
|
R1 |
132-232 |
132-232 |
132-196 |
132-255 |
PP |
132-158 |
132-158 |
132-158 |
132-170 |
S1 |
132-112 |
132-112 |
132-174 |
132-135 |
S2 |
132-038 |
132-038 |
132-163 |
|
S3 |
131-238 |
131-312 |
132-152 |
|
S4 |
131-118 |
131-192 |
132-119 |
|
|
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 |
132-035 |
1-010 |
0.8% |
0-185 |
0.4% |
45% |
False |
False |
1,232,418 |
10 |
133-045 |
131-195 |
1-170 |
1.2% |
0-190 |
0.4% |
63% |
False |
False |
1,136,531 |
20 |
134-005 |
131-195 |
2-130 |
1.8% |
0-199 |
0.5% |
40% |
False |
False |
1,137,079 |
40 |
134-075 |
130-215 |
3-180 |
2.7% |
0-214 |
0.5% |
54% |
False |
False |
1,217,275 |
60 |
134-075 |
129-055 |
5-020 |
3.8% |
0-195 |
0.5% |
67% |
False |
False |
1,019,595 |
80 |
134-075 |
128-285 |
5-110 |
4.0% |
0-180 |
0.4% |
69% |
False |
False |
765,818 |
100 |
134-075 |
128-010 |
6-065 |
4.7% |
0-158 |
0.4% |
73% |
False |
False |
612,738 |
120 |
134-075 |
127-310 |
6-085 |
4.7% |
0-132 |
0.3% |
74% |
False |
False |
510,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-075 |
2.618 |
133-199 |
1.618 |
133-079 |
1.000 |
133-005 |
0.618 |
132-279 |
HIGH |
132-205 |
0.618 |
132-159 |
0.500 |
132-145 |
0.382 |
132-131 |
LOW |
132-085 |
0.618 |
132-011 |
1.000 |
131-285 |
1.618 |
131-211 |
2.618 |
131-091 |
4.250 |
130-215 |
|
|
Fisher Pivots for day following 03-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
132-172 |
132-212 |
PP |
132-158 |
132-203 |
S1 |
132-145 |
132-194 |
|