ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 05-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2016 |
05-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
132-185 |
133-005 |
0-140 |
0.3% |
133-040 |
High |
133-030 |
133-020 |
-0-010 |
0.0% |
133-040 |
Low |
132-145 |
132-015 |
-0-130 |
-0.3% |
132-015 |
Close |
132-305 |
132-045 |
-0-260 |
-0.6% |
132-045 |
Range |
0-205 |
1-005 |
0-120 |
58.5% |
1-025 |
ATR |
0-205 |
0-213 |
0-009 |
4.2% |
0-000 |
Volume |
1,115,628 |
1,315,208 |
199,580 |
17.9% |
5,899,425 |
|
Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-148 |
134-262 |
132-224 |
|
R3 |
134-143 |
133-257 |
132-134 |
|
R2 |
133-138 |
133-138 |
132-105 |
|
R1 |
132-252 |
132-252 |
132-075 |
132-192 |
PP |
132-133 |
132-133 |
132-133 |
132-104 |
S1 |
131-247 |
131-247 |
132-015 |
131-188 |
S2 |
131-128 |
131-128 |
131-305 |
|
S3 |
130-123 |
130-242 |
131-276 |
|
S4 |
129-118 |
129-237 |
131-186 |
|
|
Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-215 |
134-315 |
132-235 |
|
R3 |
134-190 |
133-290 |
132-140 |
|
R2 |
133-165 |
133-165 |
132-108 |
|
R1 |
132-265 |
132-265 |
132-077 |
132-202 |
PP |
132-140 |
132-140 |
132-140 |
132-109 |
S1 |
131-240 |
131-240 |
132-013 |
131-178 |
S2 |
131-115 |
131-115 |
131-302 |
|
S3 |
130-090 |
130-215 |
131-270 |
|
S4 |
129-065 |
129-190 |
131-175 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-040 |
132-015 |
1-025 |
0.8% |
0-199 |
0.5% |
9% |
False |
True |
1,179,885 |
10 |
133-045 |
131-265 |
1-100 |
1.0% |
0-200 |
0.5% |
24% |
False |
False |
1,151,970 |
20 |
133-285 |
131-195 |
2-090 |
1.7% |
0-201 |
0.5% |
23% |
False |
False |
1,127,244 |
40 |
134-075 |
130-215 |
3-180 |
2.7% |
0-222 |
0.5% |
41% |
False |
False |
1,232,595 |
60 |
134-075 |
129-055 |
5-020 |
3.8% |
0-201 |
0.5% |
59% |
False |
False |
1,059,938 |
80 |
134-075 |
128-285 |
5-110 |
4.0% |
0-185 |
0.4% |
61% |
False |
False |
796,165 |
100 |
134-075 |
128-140 |
5-255 |
4.4% |
0-163 |
0.4% |
64% |
False |
False |
637,047 |
120 |
134-075 |
127-310 |
6-085 |
4.7% |
0-136 |
0.3% |
67% |
False |
False |
530,872 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137-121 |
2.618 |
135-231 |
1.618 |
134-226 |
1.000 |
134-025 |
0.618 |
133-221 |
HIGH |
133-020 |
0.618 |
132-216 |
0.500 |
132-178 |
0.382 |
132-139 |
LOW |
132-015 |
0.618 |
131-134 |
1.000 |
131-010 |
1.618 |
130-129 |
2.618 |
129-124 |
4.250 |
127-234 |
|
|
Fisher Pivots for day following 05-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
132-178 |
132-182 |
PP |
132-133 |
132-137 |
S1 |
132-089 |
132-091 |
|