ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 22-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
132-135 |
131-285 |
-0-170 |
-0.4% |
132-175 |
High |
132-140 |
132-100 |
-0-040 |
-0.1% |
132-225 |
Low |
131-265 |
131-220 |
-0-045 |
-0.1% |
131-265 |
Close |
131-305 |
132-090 |
0-105 |
0.2% |
131-305 |
Range |
0-195 |
0-200 |
0-005 |
2.6% |
0-280 |
ATR |
0-201 |
0-201 |
0-000 |
0.0% |
0-000 |
Volume |
987,238 |
946,754 |
-40,484 |
-4.1% |
5,223,583 |
|
Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-310 |
133-240 |
132-200 |
|
R3 |
133-110 |
133-040 |
132-145 |
|
R2 |
132-230 |
132-230 |
132-127 |
|
R1 |
132-160 |
132-160 |
132-108 |
132-195 |
PP |
132-030 |
132-030 |
132-030 |
132-048 |
S1 |
131-280 |
131-280 |
132-072 |
131-315 |
S2 |
131-150 |
131-150 |
132-053 |
|
S3 |
130-270 |
131-080 |
132-035 |
|
S4 |
130-070 |
130-200 |
131-300 |
|
|
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 |
132-205 |
131-220 |
0-305 |
0.7% |
0-190 |
0.4% |
62% |
False |
True |
1,078,148 |
10 |
132-290 |
131-220 |
1-070 |
0.9% |
0-196 |
0.5% |
49% |
False |
True |
1,031,174 |
20 |
133-045 |
131-220 |
1-145 |
1.1% |
0-198 |
0.5% |
41% |
False |
True |
1,103,880 |
40 |
134-075 |
131-195 |
2-200 |
2.0% |
0-208 |
0.5% |
26% |
False |
False |
1,146,474 |
60 |
134-075 |
129-055 |
5-020 |
3.8% |
0-207 |
0.5% |
61% |
False |
False |
1,174,925 |
80 |
134-075 |
129-055 |
5-020 |
3.8% |
0-195 |
0.5% |
61% |
False |
False |
936,950 |
100 |
134-075 |
128-285 |
5-110 |
4.0% |
0-176 |
0.4% |
63% |
False |
False |
749,944 |
120 |
134-075 |
127-310 |
6-085 |
4.7% |
0-153 |
0.4% |
69% |
False |
False |
624,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-310 |
2.618 |
133-304 |
1.618 |
133-104 |
1.000 |
132-300 |
0.618 |
132-224 |
HIGH |
132-100 |
0.618 |
132-024 |
0.500 |
132-000 |
0.382 |
131-296 |
LOW |
131-220 |
0.618 |
131-096 |
1.000 |
131-020 |
1.618 |
130-216 |
2.618 |
130-016 |
4.250 |
129-010 |
|
|
Fisher Pivots for day following 22-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
132-060 |
132-069 |
PP |
132-030 |
132-048 |
S1 |
132-000 |
132-028 |
|