ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 30-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
131-120 |
131-310 |
0-190 |
0.5% |
131-285 |
High |
132-000 |
132-010 |
0-010 |
0.0% |
132-140 |
Low |
131-095 |
131-220 |
0-125 |
0.3% |
131-115 |
Close |
131-305 |
131-285 |
-0-020 |
0.0% |
131-120 |
Range |
0-225 |
0-110 |
-0-115 |
-51.1% |
1-025 |
ATR |
0-194 |
0-188 |
-0-006 |
-3.1% |
0-000 |
Volume |
1,642,229 |
986,143 |
-656,086 |
-40.0% |
8,122,921 |
|
Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-288 |
132-237 |
132-026 |
|
R3 |
132-178 |
132-127 |
131-315 |
|
R2 |
132-068 |
132-068 |
131-305 |
|
R1 |
132-017 |
132-017 |
131-295 |
131-308 |
PP |
131-278 |
131-278 |
131-278 |
131-264 |
S1 |
131-227 |
131-227 |
131-275 |
131-198 |
S2 |
131-168 |
131-168 |
131-265 |
|
S3 |
131-058 |
131-117 |
131-255 |
|
S4 |
130-268 |
131-007 |
131-224 |
|
|
Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-307 |
134-078 |
131-310 |
|
R3 |
133-282 |
133-053 |
131-215 |
|
R2 |
132-257 |
132-257 |
131-183 |
|
R1 |
132-028 |
132-028 |
131-152 |
131-290 |
PP |
131-232 |
131-232 |
131-232 |
131-202 |
S1 |
131-003 |
131-003 |
131-088 |
130-265 |
S2 |
130-207 |
130-207 |
131-057 |
|
S3 |
129-182 |
129-298 |
131-025 |
|
S4 |
128-157 |
128-273 |
130-250 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132-140 |
131-095 |
1-045 |
0.9% |
0-171 |
0.4% |
52% |
False |
False |
1,750,402 |
10 |
132-155 |
131-095 |
1-060 |
0.9% |
0-168 |
0.4% |
50% |
False |
False |
1,373,534 |
20 |
133-030 |
131-095 |
1-255 |
1.4% |
0-186 |
0.4% |
33% |
False |
False |
1,227,420 |
40 |
134-075 |
131-095 |
2-300 |
2.2% |
0-195 |
0.5% |
20% |
False |
False |
1,192,531 |
60 |
134-075 |
130-215 |
3-180 |
2.7% |
0-204 |
0.5% |
34% |
False |
False |
1,214,664 |
80 |
134-075 |
129-055 |
5-020 |
3.8% |
0-193 |
0.5% |
54% |
False |
False |
1,058,892 |
100 |
134-075 |
128-285 |
5-110 |
4.1% |
0-181 |
0.4% |
56% |
False |
False |
847,927 |
120 |
134-075 |
127-310 |
6-085 |
4.8% |
0-161 |
0.4% |
63% |
False |
False |
706,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-158 |
2.618 |
132-298 |
1.618 |
132-188 |
1.000 |
132-120 |
0.618 |
132-078 |
HIGH |
132-010 |
0.618 |
131-288 |
0.500 |
131-275 |
0.382 |
131-262 |
LOW |
131-220 |
0.618 |
131-152 |
1.000 |
131-110 |
1.618 |
131-042 |
2.618 |
130-252 |
4.250 |
130-072 |
|
|
Fisher Pivots for day following 30-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
131-282 |
131-282 |
PP |
131-278 |
131-280 |
S1 |
131-275 |
131-278 |
|