ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 09-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2016 |
09-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
132-015 |
131-315 |
-0-020 |
0.0% |
133-040 |
High |
132-065 |
132-135 |
0-070 |
0.2% |
133-040 |
Low |
131-255 |
131-295 |
0-040 |
0.1% |
132-015 |
Close |
132-015 |
132-110 |
0-095 |
0.2% |
132-045 |
Range |
0-130 |
0-160 |
0-030 |
23.1% |
1-025 |
ATR |
0-207 |
0-204 |
-0-003 |
-1.6% |
0-000 |
Volume |
978,792 |
924,123 |
-54,669 |
-5.6% |
5,899,425 |
|
Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-233 |
133-172 |
132-198 |
|
R3 |
133-073 |
133-012 |
132-154 |
|
R2 |
132-233 |
132-233 |
132-139 |
|
R1 |
132-172 |
132-172 |
132-125 |
132-202 |
PP |
132-073 |
132-073 |
132-073 |
132-089 |
S1 |
132-012 |
132-012 |
132-095 |
132-042 |
S2 |
131-233 |
131-233 |
132-081 |
|
S3 |
131-073 |
131-172 |
132-066 |
|
S4 |
130-233 |
131-012 |
132-022 |
|
|
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% |
0-188 |
0.4% |
42% |
False |
False |
1,071,248 |
10 |
133-045 |
131-255 |
1-110 |
1.0% |
0-202 |
0.5% |
41% |
False |
False |
1,166,695 |
20 |
133-045 |
131-195 |
1-170 |
1.2% |
0-189 |
0.4% |
48% |
False |
False |
1,104,184 |
40 |
134-075 |
130-215 |
3-180 |
2.7% |
0-222 |
0.5% |
47% |
False |
False |
1,225,173 |
60 |
134-075 |
129-055 |
5-020 |
3.8% |
0-201 |
0.5% |
63% |
False |
False |
1,091,008 |
80 |
134-075 |
128-285 |
5-110 |
4.0% |
0-187 |
0.4% |
65% |
False |
False |
819,918 |
100 |
134-075 |
128-140 |
5-255 |
4.4% |
0-165 |
0.4% |
67% |
False |
False |
656,076 |
120 |
134-075 |
127-310 |
6-085 |
4.7% |
0-139 |
0.3% |
70% |
False |
False |
546,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-175 |
2.618 |
133-234 |
1.618 |
133-074 |
1.000 |
132-295 |
0.618 |
132-234 |
HIGH |
132-135 |
0.618 |
132-074 |
0.500 |
132-055 |
0.382 |
132-036 |
LOW |
131-295 |
0.618 |
131-196 |
1.000 |
131-135 |
1.618 |
131-036 |
2.618 |
130-196 |
4.250 |
129-255 |
|
|
Fisher Pivots for day following 09-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
132-092 |
132-138 |
PP |
132-073 |
132-128 |
S1 |
132-055 |
132-119 |
|