ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 02-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2016 |
02-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
131-235 |
131-265 |
0-030 |
0.1% |
131-120 |
High |
132-005 |
132-085 |
0-080 |
0.2% |
132-085 |
Low |
131-125 |
131-150 |
0-025 |
0.1% |
131-095 |
Close |
131-285 |
131-230 |
-0-055 |
-0.1% |
131-230 |
Range |
0-200 |
0-255 |
0-055 |
27.5% |
0-310 |
ATR |
0-184 |
0-189 |
0-005 |
2.7% |
0-000 |
Volume |
191,897 |
51,220 |
-140,677 |
-73.3% |
3,128,259 |
|
Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-067 |
133-243 |
132-050 |
|
R3 |
133-132 |
132-308 |
131-300 |
|
R2 |
132-197 |
132-197 |
131-277 |
|
R1 |
132-053 |
132-053 |
131-253 |
131-318 |
PP |
131-262 |
131-262 |
131-262 |
131-234 |
S1 |
131-118 |
131-118 |
131-207 |
131-062 |
S2 |
131-007 |
131-007 |
131-183 |
|
S3 |
130-072 |
130-183 |
131-160 |
|
S4 |
129-137 |
129-248 |
131-090 |
|
|
Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-213 |
134-052 |
132-080 |
|
R3 |
133-223 |
133-062 |
131-315 |
|
R2 |
132-233 |
132-233 |
131-287 |
|
R1 |
132-072 |
132-072 |
131-258 |
132-152 |
PP |
131-243 |
131-243 |
131-243 |
131-284 |
S1 |
131-082 |
131-082 |
131-202 |
131-162 |
S2 |
130-253 |
130-253 |
131-173 |
|
S3 |
129-263 |
130-092 |
131-145 |
|
S4 |
128-273 |
129-102 |
131-060 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132-085 |
131-095 |
0-310 |
0.7% |
0-181 |
0.4% |
44% |
True |
False |
625,651 |
10 |
132-140 |
131-095 |
1-045 |
0.9% |
0-174 |
0.4% |
37% |
False |
False |
1,125,118 |
20 |
132-290 |
131-095 |
1-195 |
1.2% |
0-182 |
0.4% |
26% |
False |
False |
1,079,748 |
40 |
133-285 |
131-095 |
2-190 |
2.0% |
0-191 |
0.5% |
16% |
False |
False |
1,103,496 |
60 |
134-075 |
130-215 |
3-180 |
2.7% |
0-209 |
0.5% |
29% |
False |
False |
1,181,646 |
80 |
134-075 |
129-055 |
5-020 |
3.8% |
0-196 |
0.5% |
50% |
False |
False |
1,064,891 |
100 |
134-075 |
128-285 |
5-110 |
4.1% |
0-184 |
0.4% |
53% |
False |
False |
852,881 |
120 |
134-075 |
128-140 |
5-255 |
4.4% |
0-166 |
0.4% |
57% |
False |
False |
710,830 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-209 |
2.618 |
134-113 |
1.618 |
133-178 |
1.000 |
133-020 |
0.618 |
132-243 |
HIGH |
132-085 |
0.618 |
131-308 |
0.500 |
131-278 |
0.382 |
131-247 |
LOW |
131-150 |
0.618 |
130-312 |
1.000 |
130-215 |
1.618 |
130-057 |
2.618 |
129-122 |
4.250 |
128-026 |
|
|
Fisher Pivots for day following 02-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
131-278 |
131-265 |
PP |
131-262 |
131-253 |
S1 |
131-246 |
131-242 |
|