ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 23-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
131-285 |
132-085 |
0-120 |
0.3% |
132-175 |
High |
132-100 |
132-135 |
0-035 |
0.1% |
132-225 |
Low |
131-220 |
132-015 |
0-115 |
0.3% |
131-265 |
Close |
132-090 |
132-070 |
-0-020 |
0.0% |
131-305 |
Range |
0-200 |
0-120 |
-0-080 |
-40.0% |
0-280 |
ATR |
0-201 |
0-195 |
-0-006 |
-2.9% |
0-000 |
Volume |
946,754 |
1,052,529 |
105,775 |
11.2% |
5,223,583 |
|
Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-113 |
133-052 |
132-136 |
|
R3 |
132-313 |
132-252 |
132-103 |
|
R2 |
132-193 |
132-193 |
132-092 |
|
R1 |
132-132 |
132-132 |
132-081 |
132-102 |
PP |
132-073 |
132-073 |
132-073 |
132-059 |
S1 |
132-012 |
132-012 |
132-059 |
131-302 |
S2 |
131-273 |
131-273 |
132-048 |
|
S3 |
131-153 |
131-212 |
132-037 |
|
S4 |
131-033 |
131-092 |
132-004 |
|
|
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 |
132-155 |
131-220 |
0-255 |
0.6% |
0-165 |
0.4% |
67% |
False |
False |
996,666 |
10 |
132-290 |
131-220 |
1-070 |
0.9% |
0-192 |
0.5% |
44% |
False |
False |
1,044,015 |
20 |
133-045 |
131-220 |
1-145 |
1.1% |
0-197 |
0.5% |
37% |
False |
False |
1,105,355 |
40 |
134-075 |
131-195 |
2-200 |
2.0% |
0-204 |
0.5% |
23% |
False |
False |
1,139,874 |
60 |
134-075 |
129-055 |
5-020 |
3.8% |
0-206 |
0.5% |
60% |
False |
False |
1,178,446 |
80 |
134-075 |
129-055 |
5-020 |
3.8% |
0-194 |
0.5% |
60% |
False |
False |
950,068 |
100 |
134-075 |
128-285 |
5-110 |
4.0% |
0-177 |
0.4% |
62% |
False |
False |
760,469 |
120 |
134-075 |
127-310 |
6-085 |
4.7% |
0-154 |
0.4% |
68% |
False |
False |
633,731 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-005 |
2.618 |
133-129 |
1.618 |
133-009 |
1.000 |
132-255 |
0.618 |
132-209 |
HIGH |
132-135 |
0.618 |
132-089 |
0.500 |
132-075 |
0.382 |
132-061 |
LOW |
132-015 |
0.618 |
131-261 |
1.000 |
131-215 |
1.618 |
131-141 |
2.618 |
131-021 |
4.250 |
130-145 |
|
|
Fisher Pivots for day following 23-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
132-075 |
132-053 |
PP |
132-073 |
132-037 |
S1 |
132-072 |
132-020 |
|