ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 09-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
132-090 |
131-245 |
-0-165 |
-0.4% |
131-215 |
High |
132-115 |
131-270 |
-0-165 |
-0.4% |
132-155 |
Low |
131-200 |
131-085 |
-0-115 |
-0.3% |
131-085 |
Close |
131-215 |
131-100 |
-0-115 |
-0.3% |
131-100 |
Range |
0-235 |
0-185 |
-0-050 |
-21.3% |
1-070 |
ATR |
0-190 |
0-189 |
0-000 |
-0.2% |
0-000 |
Volume |
23,808 |
25,620 |
1,812 |
7.6% |
153,883 |
|
Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-067 |
132-268 |
131-202 |
|
R3 |
132-202 |
132-083 |
131-151 |
|
R2 |
132-017 |
132-017 |
131-134 |
|
R1 |
131-218 |
131-218 |
131-117 |
131-185 |
PP |
131-152 |
131-152 |
131-152 |
131-135 |
S1 |
131-033 |
131-033 |
131-083 |
131-000 |
S2 |
130-287 |
130-287 |
131-066 |
|
S3 |
130-102 |
130-168 |
131-049 |
|
S4 |
129-237 |
129-303 |
130-318 |
|
|
Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-110 |
134-175 |
131-314 |
|
R3 |
134-040 |
133-105 |
131-207 |
|
R2 |
132-290 |
132-290 |
131-172 |
|
R1 |
132-035 |
132-035 |
131-136 |
131-288 |
PP |
131-220 |
131-220 |
131-220 |
131-186 |
S1 |
130-285 |
130-285 |
131-064 |
130-218 |
S2 |
130-150 |
130-150 |
131-028 |
|
S3 |
129-080 |
129-215 |
130-313 |
|
S4 |
128-010 |
128-145 |
130-206 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132-155 |
131-085 |
1-070 |
0.9% |
0-203 |
0.5% |
4% |
False |
True |
41,020 |
10 |
132-155 |
131-085 |
1-070 |
0.9% |
0-201 |
0.5% |
4% |
False |
True |
604,120 |
20 |
132-290 |
131-085 |
1-205 |
1.2% |
0-185 |
0.4% |
3% |
False |
True |
890,834 |
40 |
133-045 |
131-085 |
1-280 |
1.4% |
0-188 |
0.4% |
3% |
False |
True |
984,043 |
60 |
134-075 |
130-215 |
3-180 |
2.7% |
0-210 |
0.5% |
18% |
False |
False |
1,101,906 |
80 |
134-075 |
129-055 |
5-020 |
3.9% |
0-198 |
0.5% |
42% |
False |
False |
1,065,417 |
100 |
134-075 |
128-285 |
5-110 |
4.1% |
0-189 |
0.4% |
45% |
False |
False |
854,366 |
120 |
134-075 |
128-140 |
5-255 |
4.4% |
0-171 |
0.4% |
50% |
False |
False |
712,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-096 |
2.618 |
133-114 |
1.618 |
132-249 |
1.000 |
132-135 |
0.618 |
132-064 |
HIGH |
131-270 |
0.618 |
131-199 |
0.500 |
131-178 |
0.382 |
131-156 |
LOW |
131-085 |
0.618 |
130-291 |
1.000 |
130-220 |
1.618 |
130-106 |
2.618 |
129-241 |
4.250 |
128-259 |
|
|
Fisher Pivots for day following 09-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
131-178 |
131-280 |
PP |
131-152 |
131-220 |
S1 |
131-126 |
131-160 |
|