ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 15-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
131-010 |
131-120 |
0-110 |
0.3% |
131-215 |
High |
131-150 |
131-260 |
0-110 |
0.3% |
132-155 |
Low |
130-300 |
131-040 |
0-060 |
0.1% |
131-085 |
Close |
131-140 |
131-145 |
0-005 |
0.0% |
131-100 |
Range |
0-170 |
0-220 |
0-050 |
29.4% |
1-070 |
ATR |
0-192 |
0-194 |
0-002 |
1.1% |
0-000 |
Volume |
38,703 |
12,250 |
-26,453 |
-68.3% |
153,883 |
|
Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-168 |
133-057 |
131-266 |
|
R3 |
132-268 |
132-157 |
131-206 |
|
R2 |
132-048 |
132-048 |
131-185 |
|
R1 |
131-257 |
131-257 |
131-165 |
131-312 |
PP |
131-148 |
131-148 |
131-148 |
131-176 |
S1 |
131-037 |
131-037 |
131-125 |
131-092 |
S2 |
130-248 |
130-248 |
131-105 |
|
S3 |
130-028 |
130-137 |
131-084 |
|
S4 |
129-128 |
129-237 |
131-024 |
|
|
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 |
131-270 |
130-260 |
1-010 |
0.8% |
0-201 |
0.5% |
62% |
False |
False |
23,047 |
10 |
132-155 |
130-260 |
1-215 |
1.3% |
0-204 |
0.5% |
38% |
False |
False |
48,661 |
20 |
132-155 |
130-260 |
1-215 |
1.3% |
0-182 |
0.4% |
38% |
False |
False |
668,336 |
40 |
133-045 |
130-260 |
2-105 |
1.8% |
0-191 |
0.5% |
28% |
False |
False |
890,865 |
60 |
134-075 |
130-215 |
3-180 |
2.7% |
0-214 |
0.5% |
22% |
False |
False |
1,025,779 |
80 |
134-075 |
129-055 |
5-020 |
3.9% |
0-200 |
0.5% |
45% |
False |
False |
1,057,849 |
100 |
134-075 |
128-285 |
5-110 |
4.1% |
0-191 |
0.5% |
48% |
False |
False |
855,185 |
120 |
134-075 |
128-285 |
5-110 |
4.1% |
0-175 |
0.4% |
48% |
False |
False |
712,856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-235 |
2.618 |
133-196 |
1.618 |
132-296 |
1.000 |
132-160 |
0.618 |
132-076 |
HIGH |
131-260 |
0.618 |
131-176 |
0.500 |
131-150 |
0.382 |
131-124 |
LOW |
131-040 |
0.618 |
130-224 |
1.000 |
130-140 |
1.618 |
130-004 |
2.618 |
129-104 |
4.250 |
128-065 |
|
|
Fisher Pivots for day following 15-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
131-150 |
131-130 |
PP |
131-148 |
131-115 |
S1 |
131-147 |
131-100 |
|