ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 08-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
133-005 |
132-015 |
-0-310 |
-0.7% |
133-040 |
High |
133-020 |
132-065 |
-0-275 |
-0.6% |
133-040 |
Low |
132-015 |
131-255 |
-0-080 |
-0.2% |
132-015 |
Close |
132-045 |
132-015 |
-0-030 |
-0.1% |
132-045 |
Range |
1-005 |
0-130 |
-0-195 |
-60.0% |
1-025 |
ATR |
0-213 |
0-207 |
-0-006 |
-2.8% |
0-000 |
Volume |
1,315,208 |
978,792 |
-336,416 |
-25.6% |
5,899,425 |
|
Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-075 |
133-015 |
132-086 |
|
R3 |
132-265 |
132-205 |
132-051 |
|
R2 |
132-135 |
132-135 |
132-039 |
|
R1 |
132-075 |
132-075 |
132-027 |
132-080 |
PP |
132-005 |
132-005 |
132-005 |
132-008 |
S1 |
131-265 |
131-265 |
132-003 |
131-270 |
S2 |
131-195 |
131-195 |
131-311 |
|
S3 |
131-065 |
131-135 |
131-299 |
|
S4 |
130-255 |
131-005 |
131-264 |
|
|
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 |
133-030 |
131-255 |
1-095 |
1.0% |
0-189 |
0.4% |
19% |
False |
True |
1,170,533 |
10 |
133-045 |
131-255 |
1-110 |
1.0% |
0-201 |
0.5% |
19% |
False |
True |
1,176,585 |
20 |
133-080 |
131-195 |
1-205 |
1.2% |
0-195 |
0.5% |
27% |
False |
False |
1,129,546 |
40 |
134-075 |
130-215 |
3-180 |
2.7% |
0-220 |
0.5% |
39% |
False |
False |
1,229,634 |
60 |
134-075 |
129-055 |
5-020 |
3.8% |
0-201 |
0.5% |
57% |
False |
False |
1,075,999 |
80 |
134-075 |
128-285 |
5-110 |
4.0% |
0-186 |
0.4% |
59% |
False |
False |
808,379 |
100 |
134-075 |
128-140 |
5-255 |
4.4% |
0-164 |
0.4% |
62% |
False |
False |
646,835 |
120 |
134-075 |
127-310 |
6-085 |
4.7% |
0-138 |
0.3% |
65% |
False |
False |
539,029 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-298 |
2.618 |
133-085 |
1.618 |
132-275 |
1.000 |
132-195 |
0.618 |
132-145 |
HIGH |
132-065 |
0.618 |
132-015 |
0.500 |
132-000 |
0.382 |
131-305 |
LOW |
131-255 |
0.618 |
131-175 |
1.000 |
131-125 |
1.618 |
131-045 |
2.618 |
130-235 |
4.250 |
130-022 |
|
|
Fisher Pivots for day following 08-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
132-010 |
132-142 |
PP |
132-005 |
132-100 |
S1 |
132-000 |
132-058 |
|