ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 18-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
132-000 |
132-070 |
0-070 |
0.2% |
132-015 |
High |
132-125 |
132-155 |
0-030 |
0.1% |
132-290 |
Low |
131-265 |
132-025 |
0-080 |
0.2% |
131-255 |
Close |
132-035 |
132-120 |
0-085 |
0.2% |
132-170 |
Range |
0-180 |
0-130 |
-0-050 |
-27.8% |
1-035 |
ATR |
0-207 |
0-201 |
-0-005 |
-2.7% |
0-000 |
Volume |
1,112,006 |
884,807 |
-227,199 |
-20.4% |
5,120,204 |
|
Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-170 |
133-115 |
132-192 |
|
R3 |
133-040 |
132-305 |
132-156 |
|
R2 |
132-230 |
132-230 |
132-144 |
|
R1 |
132-175 |
132-175 |
132-132 |
132-202 |
PP |
132-100 |
132-100 |
132-100 |
132-114 |
S1 |
132-045 |
132-045 |
132-108 |
132-072 |
S2 |
131-290 |
131-290 |
132-096 |
|
S3 |
131-160 |
131-235 |
132-084 |
|
S4 |
131-030 |
131-105 |
132-048 |
|
|
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% |
0-201 |
0.5% |
51% |
False |
False |
1,084,875 |
10 |
133-020 |
131-255 |
1-085 |
1.0% |
0-202 |
0.5% |
46% |
False |
False |
1,067,175 |
20 |
133-045 |
131-255 |
1-110 |
1.0% |
0-194 |
0.5% |
43% |
False |
False |
1,093,506 |
40 |
134-075 |
130-215 |
3-180 |
2.7% |
0-230 |
0.5% |
48% |
False |
False |
1,203,699 |
60 |
134-075 |
129-055 |
5-020 |
3.8% |
0-205 |
0.5% |
63% |
False |
False |
1,185,900 |
80 |
134-075 |
129-040 |
5-035 |
3.9% |
0-194 |
0.5% |
64% |
False |
False |
912,916 |
100 |
134-075 |
128-285 |
5-110 |
4.0% |
0-173 |
0.4% |
65% |
False |
False |
730,604 |
120 |
134-075 |
127-310 |
6-085 |
4.7% |
0-151 |
0.4% |
70% |
False |
False |
608,843 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-068 |
2.618 |
133-175 |
1.618 |
133-045 |
1.000 |
132-285 |
0.618 |
132-235 |
HIGH |
132-155 |
0.618 |
132-105 |
0.500 |
132-090 |
0.382 |
132-075 |
LOW |
132-025 |
0.618 |
131-265 |
1.000 |
131-215 |
1.618 |
131-135 |
2.618 |
131-005 |
4.250 |
130-112 |
|
|
Fisher Pivots for day following 18-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
132-110 |
132-105 |
PP |
132-100 |
132-090 |
S1 |
132-090 |
132-075 |
|