ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 04-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2016 |
04-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
132-130 |
132-185 |
0-055 |
0.1% |
132-040 |
High |
132-205 |
133-030 |
0-145 |
0.3% |
133-045 |
Low |
132-085 |
132-145 |
0-060 |
0.1% |
131-265 |
Close |
132-185 |
132-305 |
0-120 |
0.3% |
133-015 |
Range |
0-120 |
0-205 |
0-085 |
70.8% |
1-100 |
ATR |
0-205 |
0-205 |
0-000 |
0.0% |
0-000 |
Volume |
1,022,489 |
1,115,628 |
93,139 |
9.1% |
5,620,277 |
|
Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-242 |
134-158 |
133-098 |
|
R3 |
134-037 |
133-273 |
133-041 |
|
R2 |
133-152 |
133-152 |
133-023 |
|
R1 |
133-068 |
133-068 |
133-004 |
133-110 |
PP |
132-267 |
132-267 |
132-267 |
132-288 |
S1 |
132-183 |
132-183 |
132-286 |
132-225 |
S2 |
132-062 |
132-062 |
132-267 |
|
S3 |
131-177 |
131-298 |
132-249 |
|
S4 |
130-292 |
131-093 |
132-192 |
|
|
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% |
0-200 |
0.5% |
82% |
False |
False |
1,233,690 |
10 |
133-045 |
131-265 |
1-100 |
1.0% |
0-187 |
0.4% |
86% |
False |
False |
1,119,837 |
20 |
134-005 |
131-195 |
2-130 |
1.8% |
0-200 |
0.5% |
56% |
False |
False |
1,134,269 |
40 |
134-075 |
130-215 |
3-180 |
2.7% |
0-217 |
0.5% |
64% |
False |
False |
1,225,334 |
60 |
134-075 |
129-055 |
5-020 |
3.8% |
0-198 |
0.5% |
75% |
False |
False |
1,038,150 |
80 |
134-075 |
128-285 |
5-110 |
4.0% |
0-182 |
0.4% |
76% |
False |
False |
779,738 |
100 |
134-075 |
128-010 |
6-065 |
4.7% |
0-160 |
0.4% |
79% |
False |
False |
623,895 |
120 |
134-075 |
127-310 |
6-085 |
4.7% |
0-134 |
0.3% |
80% |
False |
False |
519,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-261 |
2.618 |
134-247 |
1.618 |
134-042 |
1.000 |
133-235 |
0.618 |
133-157 |
HIGH |
133-030 |
0.618 |
132-272 |
0.500 |
132-248 |
0.382 |
132-223 |
LOW |
132-145 |
0.618 |
132-018 |
1.000 |
131-260 |
1.618 |
131-133 |
2.618 |
130-248 |
4.250 |
129-234 |
|
|
Fisher Pivots for day following 04-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
132-286 |
132-272 |
PP |
132-267 |
132-240 |
S1 |
132-248 |
132-208 |
|