ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 07-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
131-215 |
132-105 |
0-210 |
0.5% |
131-120 |
High |
132-115 |
132-155 |
0-040 |
0.1% |
132-085 |
Low |
131-180 |
132-070 |
0-210 |
0.5% |
131-095 |
Close |
132-095 |
132-095 |
0-000 |
0.0% |
131-230 |
Range |
0-255 |
0-085 |
-0-170 |
-66.7% |
0-310 |
ATR |
0-194 |
0-186 |
-0-008 |
-4.0% |
0-000 |
Volume |
46,677 |
57,778 |
11,101 |
23.8% |
3,128,259 |
|
Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-042 |
132-313 |
132-142 |
|
R3 |
132-277 |
132-228 |
132-118 |
|
R2 |
132-192 |
132-192 |
132-111 |
|
R1 |
132-143 |
132-143 |
132-103 |
132-125 |
PP |
132-107 |
132-107 |
132-107 |
132-098 |
S1 |
132-058 |
132-058 |
132-087 |
132-040 |
S2 |
132-022 |
132-022 |
132-079 |
|
S3 |
131-257 |
131-293 |
132-072 |
|
S4 |
131-172 |
131-208 |
132-048 |
|
|
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 |
132-155 |
131-125 |
1-030 |
0.8% |
0-182 |
0.4% |
83% |
True |
False |
120,868 |
10 |
132-155 |
131-095 |
1-060 |
0.9% |
0-176 |
0.4% |
84% |
True |
False |
935,635 |
20 |
132-290 |
131-095 |
1-195 |
1.2% |
0-184 |
0.4% |
62% |
False |
False |
989,825 |
40 |
133-045 |
131-095 |
1-270 |
1.4% |
0-187 |
0.4% |
54% |
False |
False |
1,047,004 |
60 |
134-075 |
130-215 |
3-180 |
2.7% |
0-209 |
0.5% |
46% |
False |
False |
1,146,724 |
80 |
134-075 |
129-055 |
5-020 |
3.8% |
0-197 |
0.5% |
62% |
False |
False |
1,065,712 |
100 |
134-075 |
128-285 |
5-110 |
4.0% |
0-187 |
0.4% |
64% |
False |
False |
853,899 |
120 |
134-075 |
128-140 |
5-255 |
4.4% |
0-168 |
0.4% |
67% |
False |
False |
711,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-196 |
2.618 |
133-058 |
1.618 |
132-293 |
1.000 |
132-240 |
0.618 |
132-208 |
HIGH |
132-155 |
0.618 |
132-123 |
0.500 |
132-112 |
0.382 |
132-102 |
LOW |
132-070 |
0.618 |
132-017 |
1.000 |
131-305 |
1.618 |
131-252 |
2.618 |
131-167 |
4.250 |
131-029 |
|
|
Fisher Pivots for day following 07-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
132-112 |
132-061 |
PP |
132-107 |
132-027 |
S1 |
132-101 |
131-312 |
|