ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 01-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2016 |
01-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
131-285 |
132-050 |
0-085 |
0.2% |
132-170 |
High |
132-055 |
132-130 |
0-075 |
0.2% |
132-170 |
Low |
131-285 |
132-050 |
0-085 |
0.2% |
131-250 |
Close |
132-015 |
132-050 |
0-035 |
0.1% |
132-050 |
Range |
0-090 |
0-080 |
-0-010 |
-11.1% |
0-240 |
ATR |
0-171 |
0-167 |
-0-004 |
-2.4% |
0-000 |
Volume |
8 |
2,508 |
2,500 |
31,250.0% |
2,676 |
|
Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-317 |
132-263 |
132-094 |
|
R3 |
132-237 |
132-183 |
132-072 |
|
R2 |
132-157 |
132-157 |
132-065 |
|
R1 |
132-103 |
132-103 |
132-057 |
132-090 |
PP |
132-077 |
132-077 |
132-077 |
132-070 |
S1 |
132-023 |
132-023 |
132-043 |
132-010 |
S2 |
131-317 |
131-317 |
132-035 |
|
S3 |
131-237 |
131-263 |
132-028 |
|
S4 |
131-157 |
131-183 |
132-006 |
|
|
Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-130 |
134-010 |
132-182 |
|
R3 |
133-210 |
133-090 |
132-116 |
|
R2 |
132-290 |
132-290 |
132-094 |
|
R1 |
132-170 |
132-170 |
132-072 |
132-110 |
PP |
132-050 |
132-050 |
132-050 |
132-020 |
S1 |
131-250 |
131-250 |
132-028 |
131-190 |
S2 |
131-130 |
131-130 |
132-006 |
|
S3 |
130-210 |
131-010 |
131-304 |
|
S4 |
129-290 |
130-090 |
131-238 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132-170 |
131-250 |
0-240 |
0.6% |
0-085 |
0.2% |
50% |
False |
False |
535 |
10 |
133-060 |
130-015 |
3-045 |
2.4% |
0-161 |
0.4% |
67% |
False |
False |
269 |
20 |
133-060 |
130-015 |
3-045 |
2.4% |
0-116 |
0.3% |
67% |
False |
False |
135 |
40 |
133-060 |
128-195 |
4-185 |
3.5% |
0-058 |
0.1% |
77% |
False |
False |
67 |
60 |
133-060 |
128-045 |
5-015 |
3.8% |
0-039 |
0.1% |
80% |
False |
False |
45 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-150 |
2.618 |
133-019 |
1.618 |
132-259 |
1.000 |
132-210 |
0.618 |
132-179 |
HIGH |
132-130 |
0.618 |
132-099 |
0.500 |
132-090 |
0.382 |
132-081 |
LOW |
132-050 |
0.618 |
132-001 |
1.000 |
131-290 |
1.618 |
131-241 |
2.618 |
131-161 |
4.250 |
131-030 |
|
|
Fisher Pivots for day following 01-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
132-090 |
132-043 |
PP |
132-077 |
132-037 |
S1 |
132-063 |
132-030 |
|