ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 13-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
131-080 |
131-160 |
0-080 |
0.2% |
131-215 |
High |
131-185 |
131-235 |
0-050 |
0.1% |
132-155 |
Low |
131-050 |
130-260 |
-0-110 |
-0.3% |
131-085 |
Close |
131-145 |
130-310 |
-0-155 |
-0.4% |
131-100 |
Range |
0-135 |
0-295 |
0-160 |
118.5% |
1-070 |
ATR |
0-186 |
0-193 |
0-008 |
4.2% |
0-000 |
Volume |
7,411 |
31,255 |
23,844 |
321.7% |
153,883 |
|
Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-300 |
133-120 |
131-152 |
|
R3 |
133-005 |
132-145 |
131-071 |
|
R2 |
132-030 |
132-030 |
131-044 |
|
R1 |
131-170 |
131-170 |
131-017 |
131-112 |
PP |
131-055 |
131-055 |
131-055 |
131-026 |
S1 |
130-195 |
130-195 |
130-283 |
130-138 |
S2 |
130-080 |
130-080 |
130-256 |
|
S3 |
129-105 |
129-220 |
130-229 |
|
S4 |
128-130 |
128-245 |
130-148 |
|
|
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 |
130-260 |
1-215 |
1.3% |
0-187 |
0.4% |
9% |
False |
True |
29,174 |
10 |
132-155 |
130-260 |
1-215 |
1.3% |
0-187 |
0.4% |
9% |
False |
True |
167,857 |
20 |
132-205 |
130-260 |
1-265 |
1.4% |
0-184 |
0.4% |
9% |
False |
True |
794,385 |
40 |
133-045 |
130-260 |
2-105 |
1.8% |
0-188 |
0.4% |
7% |
False |
True |
932,732 |
60 |
134-075 |
130-215 |
3-180 |
2.7% |
0-211 |
0.5% |
8% |
False |
False |
1,058,040 |
80 |
134-075 |
129-055 |
5-020 |
3.9% |
0-197 |
0.5% |
35% |
False |
False |
1,062,588 |
100 |
134-075 |
128-285 |
5-110 |
4.1% |
0-190 |
0.5% |
39% |
False |
False |
854,708 |
120 |
134-075 |
128-245 |
5-150 |
4.2% |
0-173 |
0.4% |
40% |
False |
False |
712,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-209 |
2.618 |
134-047 |
1.618 |
133-072 |
1.000 |
132-210 |
0.618 |
132-097 |
HIGH |
131-235 |
0.618 |
131-122 |
0.500 |
131-088 |
0.382 |
131-053 |
LOW |
130-260 |
0.618 |
130-078 |
1.000 |
129-285 |
1.618 |
129-103 |
2.618 |
128-128 |
4.250 |
126-286 |
|
|
Fisher Pivots for day following 13-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
131-088 |
131-105 |
PP |
131-055 |
131-067 |
S1 |
131-022 |
131-028 |
|