ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 12-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
131-245 |
131-080 |
-0-165 |
-0.4% |
131-215 |
High |
131-270 |
131-185 |
-0-085 |
-0.2% |
132-155 |
Low |
131-085 |
131-050 |
-0-035 |
-0.1% |
131-085 |
Close |
131-100 |
131-145 |
0-045 |
0.1% |
131-100 |
Range |
0-185 |
0-135 |
-0-050 |
-27.0% |
1-070 |
ATR |
0-189 |
0-186 |
-0-004 |
-2.1% |
0-000 |
Volume |
25,620 |
7,411 |
-18,209 |
-71.1% |
153,883 |
|
Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-212 |
132-153 |
131-219 |
|
R3 |
132-077 |
132-018 |
131-182 |
|
R2 |
131-262 |
131-262 |
131-170 |
|
R1 |
131-203 |
131-203 |
131-157 |
131-232 |
PP |
131-127 |
131-127 |
131-127 |
131-141 |
S1 |
131-068 |
131-068 |
131-133 |
131-098 |
S2 |
130-312 |
130-312 |
131-120 |
|
S3 |
130-177 |
130-253 |
131-108 |
|
S4 |
130-042 |
130-118 |
131-071 |
|
|
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 |
131-050 |
1-105 |
1.0% |
0-179 |
0.4% |
22% |
False |
True |
32,258 |
10 |
132-155 |
131-050 |
1-105 |
1.0% |
0-180 |
0.4% |
22% |
False |
True |
328,955 |
20 |
132-225 |
131-050 |
1-175 |
1.2% |
0-178 |
0.4% |
19% |
False |
True |
831,802 |
40 |
133-045 |
131-050 |
1-315 |
1.5% |
0-185 |
0.4% |
15% |
False |
True |
953,321 |
60 |
134-075 |
130-215 |
3-180 |
2.7% |
0-209 |
0.5% |
22% |
False |
False |
1,077,022 |
80 |
134-075 |
129-055 |
5-020 |
3.9% |
0-196 |
0.5% |
45% |
False |
False |
1,063,906 |
100 |
134-075 |
128-285 |
5-110 |
4.1% |
0-188 |
0.4% |
48% |
False |
False |
854,420 |
120 |
134-075 |
128-235 |
5-160 |
4.2% |
0-172 |
0.4% |
49% |
False |
False |
712,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-119 |
2.618 |
132-218 |
1.618 |
132-083 |
1.000 |
132-000 |
0.618 |
131-268 |
HIGH |
131-185 |
0.618 |
131-133 |
0.500 |
131-118 |
0.382 |
131-102 |
LOW |
131-050 |
0.618 |
130-287 |
1.000 |
130-235 |
1.618 |
130-152 |
2.618 |
130-017 |
4.250 |
129-116 |
|
|
Fisher Pivots for day following 12-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
131-136 |
131-242 |
PP |
131-127 |
131-210 |
S1 |
131-118 |
131-178 |
|