ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 08-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
132-105 |
132-090 |
-0-015 |
0.0% |
131-120 |
High |
132-155 |
132-115 |
-0-040 |
-0.1% |
132-085 |
Low |
132-070 |
131-200 |
-0-190 |
-0.4% |
131-095 |
Close |
132-095 |
131-215 |
-0-200 |
-0.5% |
131-230 |
Range |
0-085 |
0-235 |
0-150 |
176.5% |
0-310 |
ATR |
0-186 |
0-190 |
0-003 |
1.9% |
0-000 |
Volume |
57,778 |
23,808 |
-33,970 |
-58.8% |
3,128,259 |
|
Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-028 |
133-197 |
132-024 |
|
R3 |
133-113 |
132-282 |
131-280 |
|
R2 |
132-198 |
132-198 |
131-258 |
|
R1 |
132-047 |
132-047 |
131-237 |
132-005 |
PP |
131-283 |
131-283 |
131-283 |
131-262 |
S1 |
131-132 |
131-132 |
131-193 |
131-090 |
S2 |
131-048 |
131-048 |
131-172 |
|
S3 |
130-133 |
130-217 |
131-150 |
|
S4 |
129-218 |
129-302 |
131-086 |
|
|
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% |
0-206 |
0.5% |
26% |
False |
False |
74,276 |
10 |
132-155 |
131-095 |
1-060 |
0.9% |
0-192 |
0.5% |
32% |
False |
False |
807,918 |
20 |
132-290 |
131-095 |
1-195 |
1.2% |
0-188 |
0.4% |
23% |
False |
False |
939,646 |
40 |
133-045 |
131-095 |
1-270 |
1.4% |
0-189 |
0.4% |
20% |
False |
False |
1,017,560 |
60 |
134-075 |
130-215 |
3-180 |
2.7% |
0-210 |
0.5% |
28% |
False |
False |
1,120,462 |
80 |
134-075 |
129-055 |
5-020 |
3.8% |
0-197 |
0.5% |
49% |
False |
False |
1,065,589 |
100 |
134-075 |
128-285 |
5-110 |
4.1% |
0-188 |
0.4% |
52% |
False |
False |
854,126 |
120 |
134-075 |
128-140 |
5-255 |
4.4% |
0-170 |
0.4% |
56% |
False |
False |
711,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-154 |
2.618 |
134-090 |
1.618 |
133-175 |
1.000 |
133-030 |
0.618 |
132-260 |
HIGH |
132-115 |
0.618 |
132-025 |
0.500 |
131-318 |
0.382 |
131-290 |
LOW |
131-200 |
0.618 |
131-055 |
1.000 |
130-285 |
1.618 |
130-140 |
2.618 |
129-225 |
4.250 |
128-161 |
|
|
Fisher Pivots for day following 08-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
131-318 |
132-008 |
PP |
131-283 |
131-290 |
S1 |
131-249 |
131-252 |
|