ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 25-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
132-090 |
132-060 |
-0-030 |
-0.1% |
132-175 |
High |
132-115 |
132-095 |
-0-020 |
0.0% |
132-225 |
Low |
132-035 |
132-000 |
-0-035 |
-0.1% |
131-265 |
Close |
132-070 |
132-020 |
-0-050 |
-0.1% |
131-305 |
Range |
0-080 |
0-095 |
0-015 |
18.8% |
0-280 |
ATR |
0-187 |
0-180 |
-0-007 |
-3.5% |
0-000 |
Volume |
1,300,976 |
2,063,603 |
762,627 |
58.6% |
5,223,583 |
|
Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-003 |
132-267 |
132-072 |
|
R3 |
132-228 |
132-172 |
132-046 |
|
R2 |
132-133 |
132-133 |
132-037 |
|
R1 |
132-077 |
132-077 |
132-029 |
132-058 |
PP |
132-038 |
132-038 |
132-038 |
132-029 |
S1 |
131-302 |
131-302 |
132-011 |
131-282 |
S2 |
131-263 |
131-263 |
132-003 |
|
S3 |
131-168 |
131-207 |
131-314 |
|
S4 |
131-073 |
131-112 |
131-288 |
|
|
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 |
132-140 |
131-220 |
0-240 |
0.6% |
0-138 |
0.3% |
50% |
False |
False |
1,270,220 |
10 |
132-290 |
131-220 |
1-070 |
0.9% |
0-170 |
0.4% |
31% |
False |
False |
1,177,547 |
20 |
133-045 |
131-220 |
1-145 |
1.1% |
0-186 |
0.4% |
26% |
False |
False |
1,159,565 |
40 |
134-075 |
131-195 |
2-200 |
2.0% |
0-200 |
0.5% |
17% |
False |
False |
1,168,124 |
60 |
134-075 |
129-180 |
4-215 |
3.5% |
0-204 |
0.5% |
54% |
False |
False |
1,188,622 |
80 |
134-075 |
129-055 |
5-020 |
3.8% |
0-192 |
0.5% |
57% |
False |
False |
991,885 |
100 |
134-075 |
128-285 |
5-110 |
4.0% |
0-177 |
0.4% |
59% |
False |
False |
794,111 |
120 |
134-075 |
127-310 |
6-085 |
4.7% |
0-156 |
0.4% |
65% |
False |
False |
661,769 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-179 |
2.618 |
133-024 |
1.618 |
132-249 |
1.000 |
132-190 |
0.618 |
132-154 |
HIGH |
132-095 |
0.618 |
132-059 |
0.500 |
132-048 |
0.382 |
132-036 |
LOW |
132-000 |
0.618 |
131-261 |
1.000 |
131-225 |
1.618 |
131-166 |
2.618 |
131-071 |
4.250 |
130-236 |
|
|
Fisher Pivots for day following 25-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
132-048 |
132-068 |
PP |
132-038 |
132-052 |
S1 |
132-029 |
132-036 |
|