ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 01-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
131-295 |
131-235 |
-0-060 |
-0.1% |
131-285 |
High |
132-025 |
132-005 |
-0-020 |
0.0% |
132-140 |
Low |
131-230 |
131-125 |
-0-105 |
-0.2% |
131-115 |
Close |
131-280 |
131-285 |
0-005 |
0.0% |
131-120 |
Range |
0-115 |
0-200 |
0-085 |
73.9% |
1-025 |
ATR |
0-183 |
0-184 |
0-001 |
0.7% |
0-000 |
Volume |
256,770 |
191,897 |
-64,873 |
-25.3% |
8,122,921 |
|
Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-205 |
133-125 |
132-075 |
|
R3 |
133-005 |
132-245 |
132-020 |
|
R2 |
132-125 |
132-125 |
132-002 |
|
R1 |
132-045 |
132-045 |
131-303 |
132-085 |
PP |
131-245 |
131-245 |
131-245 |
131-265 |
S1 |
131-165 |
131-165 |
131-267 |
131-205 |
S2 |
131-045 |
131-045 |
131-248 |
|
S3 |
130-165 |
130-285 |
131-230 |
|
S4 |
129-285 |
130-085 |
131-175 |
|
|
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% |
0-199 |
0.5% |
52% |
False |
False |
1,167,219 |
10 |
132-140 |
131-095 |
1-045 |
0.9% |
0-168 |
0.4% |
52% |
False |
False |
1,218,719 |
20 |
133-020 |
131-095 |
1-245 |
1.3% |
0-185 |
0.4% |
34% |
False |
False |
1,142,947 |
40 |
134-005 |
131-095 |
2-230 |
2.1% |
0-193 |
0.5% |
22% |
False |
False |
1,138,608 |
60 |
134-075 |
130-215 |
3-180 |
2.7% |
0-206 |
0.5% |
34% |
False |
False |
1,197,872 |
80 |
134-075 |
129-055 |
5-020 |
3.8% |
0-194 |
0.5% |
54% |
False |
False |
1,064,349 |
100 |
134-075 |
128-285 |
5-110 |
4.1% |
0-183 |
0.4% |
56% |
False |
False |
852,380 |
120 |
134-075 |
128-010 |
6-065 |
4.7% |
0-164 |
0.4% |
62% |
False |
False |
710,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-215 |
2.618 |
133-209 |
1.618 |
133-009 |
1.000 |
132-205 |
0.618 |
132-129 |
HIGH |
132-005 |
0.618 |
131-249 |
0.500 |
131-225 |
0.382 |
131-201 |
LOW |
131-125 |
0.618 |
131-001 |
1.000 |
130-245 |
1.618 |
130-121 |
2.618 |
129-241 |
4.250 |
128-235 |
|
|
Fisher Pivots for day following 01-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
131-265 |
131-268 |
PP |
131-245 |
131-252 |
S1 |
131-225 |
131-235 |
|