ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 17-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
132-070 |
132-000 |
-0-070 |
-0.2% |
132-015 |
High |
132-205 |
132-125 |
-0-080 |
-0.2% |
132-290 |
Low |
131-280 |
131-265 |
-0-015 |
0.0% |
131-255 |
Close |
132-000 |
132-035 |
0-035 |
0.1% |
132-170 |
Range |
0-245 |
0-180 |
-0-065 |
-26.5% |
1-035 |
ATR |
0-209 |
0-207 |
-0-002 |
-1.0% |
0-000 |
Volume |
1,459,939 |
1,112,006 |
-347,933 |
-23.8% |
5,120,204 |
|
Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-255 |
133-165 |
132-134 |
|
R3 |
133-075 |
132-305 |
132-084 |
|
R2 |
132-215 |
132-215 |
132-068 |
|
R1 |
132-125 |
132-125 |
132-052 |
132-170 |
PP |
132-035 |
132-035 |
132-035 |
132-058 |
S1 |
131-265 |
131-265 |
132-018 |
131-310 |
S2 |
131-175 |
131-175 |
132-002 |
|
S3 |
130-315 |
131-085 |
131-306 |
|
S4 |
130-135 |
130-225 |
131-256 |
|
|
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 |
131-265 |
1-025 |
0.8% |
0-225 |
0.5% |
26% |
False |
True |
1,108,290 |
10 |
133-030 |
131-255 |
1-095 |
1.0% |
0-210 |
0.5% |
24% |
False |
False |
1,090,257 |
20 |
133-045 |
131-195 |
1-170 |
1.2% |
0-200 |
0.5% |
33% |
False |
False |
1,113,394 |
40 |
134-075 |
130-215 |
3-180 |
2.7% |
0-229 |
0.5% |
40% |
False |
False |
1,204,501 |
60 |
134-075 |
129-055 |
5-020 |
3.8% |
0-205 |
0.5% |
58% |
False |
False |
1,187,686 |
80 |
134-075 |
128-285 |
5-110 |
4.0% |
0-194 |
0.5% |
60% |
False |
False |
901,897 |
100 |
134-075 |
128-285 |
5-110 |
4.0% |
0-174 |
0.4% |
60% |
False |
False |
721,760 |
120 |
134-075 |
127-310 |
6-085 |
4.7% |
0-149 |
0.4% |
66% |
False |
False |
601,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-250 |
2.618 |
133-276 |
1.618 |
133-096 |
1.000 |
132-305 |
0.618 |
132-236 |
HIGH |
132-125 |
0.618 |
132-056 |
0.500 |
132-035 |
0.382 |
132-014 |
LOW |
131-265 |
0.618 |
131-154 |
1.000 |
131-085 |
1.618 |
130-294 |
2.618 |
130-114 |
4.250 |
129-140 |
|
|
Fisher Pivots for day following 17-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
132-035 |
132-085 |
PP |
132-035 |
132-068 |
S1 |
132-035 |
132-052 |
|