ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 06-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2016 |
06-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
131-265 |
131-215 |
-0-050 |
-0.1% |
131-120 |
High |
132-085 |
132-115 |
0-030 |
0.1% |
132-085 |
Low |
131-150 |
131-180 |
0-030 |
0.1% |
131-095 |
Close |
131-230 |
132-095 |
0-185 |
0.4% |
131-230 |
Range |
0-255 |
0-255 |
0-000 |
0.0% |
0-310 |
ATR |
0-189 |
0-194 |
0-005 |
2.5% |
0-000 |
Volume |
51,220 |
46,677 |
-4,543 |
-8.9% |
3,128,259 |
|
Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-148 |
134-057 |
132-235 |
|
R3 |
133-213 |
133-122 |
132-165 |
|
R2 |
132-278 |
132-278 |
132-142 |
|
R1 |
132-187 |
132-187 |
132-118 |
132-232 |
PP |
132-023 |
132-023 |
132-023 |
132-046 |
S1 |
131-252 |
131-252 |
132-072 |
131-298 |
S2 |
131-088 |
131-088 |
132-048 |
|
S3 |
130-153 |
130-317 |
132-025 |
|
S4 |
129-218 |
130-062 |
131-275 |
|
|
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 |
132-115 |
131-125 |
0-310 |
0.7% |
0-187 |
0.4% |
94% |
True |
False |
306,541 |
10 |
132-140 |
131-095 |
1-045 |
0.9% |
0-180 |
0.4% |
88% |
False |
False |
1,035,110 |
20 |
132-290 |
131-095 |
1-195 |
1.2% |
0-188 |
0.4% |
62% |
False |
False |
1,033,142 |
40 |
133-080 |
131-095 |
1-305 |
1.5% |
0-192 |
0.5% |
51% |
False |
False |
1,081,344 |
60 |
134-075 |
130-215 |
3-180 |
2.7% |
0-210 |
0.5% |
46% |
False |
False |
1,164,137 |
80 |
134-075 |
129-055 |
5-020 |
3.8% |
0-198 |
0.5% |
62% |
False |
False |
1,065,285 |
100 |
134-075 |
128-285 |
5-110 |
4.0% |
0-187 |
0.4% |
64% |
False |
False |
853,332 |
120 |
134-075 |
128-140 |
5-255 |
4.4% |
0-168 |
0.4% |
67% |
False |
False |
711,219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-239 |
2.618 |
134-143 |
1.618 |
133-208 |
1.000 |
133-050 |
0.618 |
132-273 |
HIGH |
132-115 |
0.618 |
132-018 |
0.500 |
131-308 |
0.382 |
131-277 |
LOW |
131-180 |
0.618 |
131-022 |
1.000 |
130-245 |
1.618 |
130-087 |
2.618 |
129-152 |
4.250 |
128-056 |
|
|
Fisher Pivots for day following 06-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
132-059 |
132-050 |
PP |
132-023 |
132-005 |
S1 |
131-308 |
131-280 |
|