ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 16-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
132-175 |
132-070 |
-0-105 |
-0.2% |
132-015 |
High |
132-225 |
132-205 |
-0-020 |
0.0% |
132-290 |
Low |
132-055 |
131-280 |
-0-095 |
-0.2% |
131-255 |
Close |
132-080 |
132-000 |
-0-080 |
-0.2% |
132-170 |
Range |
0-170 |
0-245 |
0-075 |
44.1% |
1-035 |
ATR |
0-206 |
0-209 |
0-003 |
1.3% |
0-000 |
Volume |
779,593 |
1,459,939 |
680,346 |
87.3% |
5,120,204 |
|
Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-150 |
134-000 |
132-135 |
|
R3 |
133-225 |
133-075 |
132-067 |
|
R2 |
132-300 |
132-300 |
132-045 |
|
R1 |
132-150 |
132-150 |
132-022 |
132-102 |
PP |
132-055 |
132-055 |
132-055 |
132-031 |
S1 |
131-225 |
131-225 |
131-298 |
131-178 |
S2 |
131-130 |
131-130 |
131-275 |
|
S3 |
130-205 |
130-300 |
131-253 |
|
S4 |
129-280 |
130-055 |
131-185 |
|
|
Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-237 |
135-078 |
133-045 |
|
R3 |
134-202 |
134-043 |
132-268 |
|
R2 |
133-167 |
133-167 |
132-235 |
|
R1 |
133-008 |
133-008 |
132-203 |
133-088 |
PP |
132-132 |
132-132 |
132-132 |
132-171 |
S1 |
131-293 |
131-293 |
132-137 |
132-052 |
S2 |
131-097 |
131-097 |
132-105 |
|
S3 |
130-062 |
130-258 |
132-072 |
|
S4 |
129-027 |
129-223 |
131-295 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132-290 |
131-280 |
1-010 |
0.8% |
0-219 |
0.5% |
12% |
False |
True |
1,091,364 |
10 |
133-030 |
131-255 |
1-095 |
1.0% |
0-204 |
0.5% |
16% |
False |
False |
1,081,306 |
20 |
133-045 |
131-195 |
1-170 |
1.2% |
0-198 |
0.5% |
26% |
False |
False |
1,099,704 |
40 |
134-075 |
130-215 |
3-180 |
2.7% |
0-228 |
0.5% |
37% |
False |
False |
1,201,249 |
60 |
134-075 |
129-055 |
5-020 |
3.8% |
0-204 |
0.5% |
56% |
False |
False |
1,175,338 |
80 |
134-075 |
128-285 |
5-110 |
4.0% |
0-192 |
0.5% |
58% |
False |
False |
888,025 |
100 |
134-075 |
128-245 |
5-150 |
4.1% |
0-173 |
0.4% |
59% |
False |
False |
710,642 |
120 |
134-075 |
127-310 |
6-085 |
4.7% |
0-148 |
0.4% |
64% |
False |
False |
592,203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-286 |
2.618 |
134-206 |
1.618 |
133-281 |
1.000 |
133-130 |
0.618 |
133-036 |
HIGH |
132-205 |
0.618 |
132-111 |
0.500 |
132-082 |
0.382 |
132-054 |
LOW |
131-280 |
0.618 |
131-129 |
1.000 |
131-035 |
1.618 |
130-204 |
2.618 |
129-279 |
4.250 |
128-199 |
|
|
Fisher Pivots for day following 16-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
132-082 |
132-125 |
PP |
132-055 |
132-083 |
S1 |
132-028 |
132-042 |
|