ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 16-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
131-120 |
131-185 |
0-065 |
0.2% |
131-080 |
High |
131-260 |
131-265 |
0-005 |
0.0% |
131-265 |
Low |
131-040 |
131-125 |
0-085 |
0.2% |
130-260 |
Close |
131-145 |
131-130 |
-0-015 |
0.0% |
131-130 |
Range |
0-220 |
0-140 |
-0-080 |
-36.4% |
1-005 |
ATR |
0-194 |
0-190 |
-0-004 |
-2.0% |
0-000 |
Volume |
12,250 |
2,441 |
-9,809 |
-80.1% |
92,060 |
|
Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-273 |
132-182 |
131-207 |
|
R3 |
132-133 |
132-042 |
131-168 |
|
R2 |
131-313 |
131-313 |
131-156 |
|
R1 |
131-222 |
131-222 |
131-143 |
131-198 |
PP |
131-173 |
131-173 |
131-173 |
131-161 |
S1 |
131-082 |
131-082 |
131-117 |
131-058 |
S2 |
131-033 |
131-033 |
131-104 |
|
S3 |
130-213 |
130-262 |
131-092 |
|
S4 |
130-073 |
130-122 |
131-053 |
|
|
Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-127 |
133-293 |
131-309 |
|
R3 |
133-122 |
132-288 |
131-219 |
|
R2 |
132-117 |
132-117 |
131-190 |
|
R1 |
131-283 |
131-283 |
131-160 |
132-040 |
PP |
131-112 |
131-112 |
131-112 |
131-150 |
S1 |
130-278 |
130-278 |
131-100 |
131-035 |
S2 |
130-107 |
130-107 |
131-070 |
|
S3 |
129-102 |
129-273 |
131-041 |
|
S4 |
128-097 |
128-268 |
130-271 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-265 |
130-260 |
1-005 |
0.8% |
0-192 |
0.5% |
58% |
True |
False |
18,412 |
10 |
132-155 |
130-260 |
1-215 |
1.3% |
0-198 |
0.5% |
36% |
False |
False |
29,716 |
20 |
132-155 |
130-260 |
1-215 |
1.3% |
0-183 |
0.4% |
36% |
False |
False |
624,218 |
40 |
133-045 |
130-260 |
2-105 |
1.8% |
0-189 |
0.4% |
26% |
False |
False |
858,862 |
60 |
134-075 |
130-215 |
3-180 |
2.7% |
0-215 |
0.5% |
21% |
False |
False |
1,010,539 |
80 |
134-075 |
129-055 |
5-020 |
3.9% |
0-199 |
0.5% |
44% |
False |
False |
1,045,479 |
100 |
134-075 |
129-040 |
5-035 |
3.9% |
0-192 |
0.5% |
45% |
False |
False |
855,176 |
120 |
134-075 |
128-285 |
5-110 |
4.1% |
0-175 |
0.4% |
47% |
False |
False |
712,873 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-220 |
2.618 |
132-312 |
1.618 |
132-172 |
1.000 |
132-085 |
0.618 |
132-032 |
HIGH |
131-265 |
0.618 |
131-212 |
0.500 |
131-195 |
0.382 |
131-178 |
LOW |
131-125 |
0.618 |
131-038 |
1.000 |
130-305 |
1.618 |
130-218 |
2.618 |
130-078 |
4.250 |
129-170 |
|
|
Fisher Pivots for day following 16-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
131-195 |
131-128 |
PP |
131-173 |
131-125 |
S1 |
131-152 |
131-122 |
|