ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 14-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
131-160 |
131-010 |
-0-150 |
-0.4% |
131-215 |
High |
131-235 |
131-150 |
-0-085 |
-0.2% |
132-155 |
Low |
130-260 |
130-300 |
0-040 |
0.1% |
131-085 |
Close |
130-310 |
131-140 |
0-150 |
0.4% |
131-100 |
Range |
0-295 |
0-170 |
-0-125 |
-42.4% |
1-070 |
ATR |
0-193 |
0-192 |
-0-002 |
-0.9% |
0-000 |
Volume |
31,255 |
38,703 |
7,448 |
23.8% |
153,883 |
|
Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-280 |
132-220 |
131-234 |
|
R3 |
132-110 |
132-050 |
131-187 |
|
R2 |
131-260 |
131-260 |
131-171 |
|
R1 |
131-200 |
131-200 |
131-156 |
131-230 |
PP |
131-090 |
131-090 |
131-090 |
131-105 |
S1 |
131-030 |
131-030 |
131-124 |
131-060 |
S2 |
130-240 |
130-240 |
131-109 |
|
S3 |
130-070 |
130-180 |
131-093 |
|
S4 |
129-220 |
130-010 |
131-046 |
|
|
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 |
132-115 |
130-260 |
1-175 |
1.2% |
0-204 |
0.5% |
40% |
False |
False |
25,359 |
10 |
132-155 |
130-260 |
1-215 |
1.3% |
0-193 |
0.5% |
37% |
False |
False |
73,113 |
20 |
132-155 |
130-260 |
1-215 |
1.3% |
0-180 |
0.4% |
37% |
False |
False |
723,324 |
40 |
133-045 |
130-260 |
2-105 |
1.8% |
0-189 |
0.5% |
27% |
False |
False |
911,514 |
60 |
134-075 |
130-215 |
3-180 |
2.7% |
0-212 |
0.5% |
21% |
False |
False |
1,041,941 |
80 |
134-075 |
129-055 |
5-020 |
3.9% |
0-198 |
0.5% |
45% |
False |
False |
1,062,334 |
100 |
134-075 |
128-285 |
5-110 |
4.1% |
0-190 |
0.5% |
48% |
False |
False |
855,085 |
120 |
134-075 |
128-245 |
5-150 |
4.2% |
0-175 |
0.4% |
49% |
False |
False |
712,756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-232 |
2.618 |
132-275 |
1.618 |
132-105 |
1.000 |
132-000 |
0.618 |
131-255 |
HIGH |
131-150 |
0.618 |
131-085 |
0.500 |
131-065 |
0.382 |
131-045 |
LOW |
130-300 |
0.618 |
130-195 |
1.000 |
130-130 |
1.618 |
130-025 |
2.618 |
129-175 |
4.250 |
128-218 |
|
|
Fisher Pivots for day following 14-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
131-115 |
131-122 |
PP |
131-090 |
131-105 |
S1 |
131-065 |
131-088 |
|