ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 19-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
132-070 |
132-135 |
0-065 |
0.2% |
132-175 |
High |
132-155 |
132-140 |
-0-015 |
0.0% |
132-225 |
Low |
132-025 |
131-265 |
-0-080 |
-0.2% |
131-265 |
Close |
132-120 |
131-305 |
-0-135 |
-0.3% |
131-305 |
Range |
0-130 |
0-195 |
0-065 |
50.0% |
0-280 |
ATR |
0-201 |
0-201 |
0-000 |
-0.2% |
0-000 |
Volume |
884,807 |
987,238 |
102,431 |
11.6% |
5,223,583 |
|
Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-288 |
133-172 |
132-092 |
|
R3 |
133-093 |
132-297 |
132-039 |
|
R2 |
132-218 |
132-218 |
132-021 |
|
R1 |
132-102 |
132-102 |
132-003 |
132-062 |
PP |
132-023 |
132-023 |
132-023 |
132-004 |
S1 |
131-227 |
131-227 |
131-287 |
131-188 |
S2 |
131-148 |
131-148 |
131-269 |
|
S3 |
130-273 |
131-032 |
131-251 |
|
S4 |
130-078 |
130-157 |
131-198 |
|
|
Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-252 |
134-078 |
132-139 |
|
R3 |
133-292 |
133-118 |
132-062 |
|
R2 |
133-012 |
133-012 |
132-036 |
|
R1 |
132-158 |
132-158 |
132-011 |
132-105 |
PP |
132-052 |
132-052 |
132-052 |
132-025 |
S1 |
131-198 |
131-198 |
131-279 |
131-145 |
S2 |
131-092 |
131-092 |
131-254 |
|
S3 |
130-132 |
130-238 |
131-228 |
|
S4 |
129-172 |
129-278 |
131-151 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132-225 |
131-265 |
0-280 |
0.7% |
0-184 |
0.4% |
14% |
False |
True |
1,044,716 |
10 |
132-290 |
131-255 |
1-035 |
0.8% |
0-189 |
0.4% |
14% |
False |
False |
1,034,378 |
20 |
133-045 |
131-255 |
1-110 |
1.0% |
0-194 |
0.5% |
12% |
False |
False |
1,093,174 |
40 |
134-075 |
130-215 |
3-180 |
2.7% |
0-231 |
0.5% |
36% |
False |
False |
1,200,976 |
60 |
134-075 |
129-055 |
5-020 |
3.8% |
0-206 |
0.5% |
55% |
False |
False |
1,179,670 |
80 |
134-075 |
129-055 |
5-020 |
3.8% |
0-194 |
0.5% |
55% |
False |
False |
925,160 |
100 |
134-075 |
128-285 |
5-110 |
4.0% |
0-175 |
0.4% |
57% |
False |
False |
740,477 |
120 |
134-075 |
127-310 |
6-085 |
4.7% |
0-152 |
0.4% |
64% |
False |
False |
617,070 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-009 |
2.618 |
134-011 |
1.618 |
133-136 |
1.000 |
133-015 |
0.618 |
132-261 |
HIGH |
132-140 |
0.618 |
132-066 |
0.500 |
132-042 |
0.382 |
132-019 |
LOW |
131-265 |
0.618 |
131-144 |
1.000 |
131-070 |
1.618 |
130-269 |
2.618 |
130-074 |
4.250 |
129-076 |
|
|
Fisher Pivots for day following 19-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
132-042 |
132-050 |
PP |
132-023 |
132-028 |
S1 |
132-004 |
132-007 |
|