ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 31-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
131-310 |
131-295 |
-0-015 |
0.0% |
131-285 |
High |
132-010 |
132-025 |
0-015 |
0.0% |
132-140 |
Low |
131-220 |
131-230 |
0-010 |
0.0% |
131-115 |
Close |
131-285 |
131-280 |
-0-005 |
0.0% |
131-120 |
Range |
0-110 |
0-115 |
0-005 |
4.5% |
1-025 |
ATR |
0-188 |
0-183 |
-0-005 |
-2.8% |
0-000 |
Volume |
986,143 |
256,770 |
-729,373 |
-74.0% |
8,122,921 |
|
Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-310 |
132-250 |
132-023 |
|
R3 |
132-195 |
132-135 |
131-312 |
|
R2 |
132-080 |
132-080 |
131-301 |
|
R1 |
132-020 |
132-020 |
131-291 |
131-312 |
PP |
131-285 |
131-285 |
131-285 |
131-271 |
S1 |
131-225 |
131-225 |
131-269 |
131-198 |
S2 |
131-170 |
131-170 |
131-259 |
|
S3 |
131-055 |
131-110 |
131-248 |
|
S4 |
130-260 |
130-315 |
131-217 |
|
|
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% |
0-178 |
0.4% |
51% |
False |
False |
1,541,560 |
10 |
132-155 |
131-095 |
1-060 |
0.9% |
0-162 |
0.4% |
49% |
False |
False |
1,288,010 |
20 |
133-030 |
131-095 |
1-255 |
1.4% |
0-186 |
0.4% |
32% |
False |
False |
1,189,134 |
40 |
134-005 |
131-095 |
2-230 |
2.1% |
0-192 |
0.5% |
21% |
False |
False |
1,163,106 |
60 |
134-075 |
130-215 |
3-180 |
2.7% |
0-204 |
0.5% |
34% |
False |
False |
1,207,895 |
80 |
134-075 |
129-055 |
5-020 |
3.8% |
0-193 |
0.5% |
53% |
False |
False |
1,061,980 |
100 |
134-075 |
128-285 |
5-110 |
4.1% |
0-181 |
0.4% |
56% |
False |
False |
850,481 |
120 |
134-075 |
128-010 |
6-065 |
4.7% |
0-162 |
0.4% |
62% |
False |
False |
708,804 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-194 |
2.618 |
133-006 |
1.618 |
132-211 |
1.000 |
132-140 |
0.618 |
132-096 |
HIGH |
132-025 |
0.618 |
131-301 |
0.500 |
131-288 |
0.382 |
131-274 |
LOW |
131-230 |
0.618 |
131-159 |
1.000 |
131-115 |
1.618 |
131-044 |
2.618 |
130-249 |
4.250 |
130-061 |
|
|
Fisher Pivots for day following 31-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
131-288 |
131-260 |
PP |
131-285 |
131-240 |
S1 |
131-282 |
131-220 |
|