ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 05-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2016 |
05-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
132-050 |
132-200 |
0-150 |
0.4% |
132-170 |
High |
132-130 |
133-020 |
0-210 |
0.5% |
132-170 |
Low |
132-050 |
132-200 |
0-150 |
0.4% |
131-250 |
Close |
132-050 |
133-000 |
0-270 |
0.6% |
132-050 |
Range |
0-080 |
0-140 |
0-060 |
75.0% |
0-240 |
ATR |
0-167 |
0-176 |
0-009 |
5.2% |
0-000 |
Volume |
2,508 |
471 |
-2,037 |
-81.2% |
2,676 |
|
Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-067 |
134-013 |
133-077 |
|
R3 |
133-247 |
133-193 |
133-038 |
|
R2 |
133-107 |
133-107 |
133-026 |
|
R1 |
133-053 |
133-053 |
133-013 |
133-080 |
PP |
132-287 |
132-287 |
132-287 |
132-300 |
S1 |
132-233 |
132-233 |
132-307 |
132-260 |
S2 |
132-147 |
132-147 |
132-294 |
|
S3 |
132-007 |
132-093 |
132-282 |
|
S4 |
131-187 |
131-273 |
132-243 |
|
|
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 |
133-020 |
131-250 |
1-090 |
1.0% |
0-113 |
0.3% |
95% |
True |
False |
629 |
10 |
133-060 |
130-015 |
3-045 |
2.4% |
0-175 |
0.4% |
94% |
False |
False |
316 |
20 |
133-060 |
130-015 |
3-045 |
2.4% |
0-123 |
0.3% |
94% |
False |
False |
159 |
40 |
133-060 |
128-195 |
4-185 |
3.4% |
0-061 |
0.1% |
96% |
False |
False |
79 |
60 |
133-060 |
128-045 |
5-015 |
3.8% |
0-041 |
0.1% |
96% |
False |
False |
53 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-295 |
2.618 |
134-067 |
1.618 |
133-247 |
1.000 |
133-160 |
0.618 |
133-107 |
HIGH |
133-020 |
0.618 |
132-287 |
0.500 |
132-270 |
0.382 |
132-253 |
LOW |
132-200 |
0.618 |
132-113 |
1.000 |
132-060 |
1.618 |
131-293 |
2.618 |
131-153 |
4.250 |
130-245 |
|
|
Fisher Pivots for day following 05-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
132-303 |
132-264 |
PP |
132-287 |
132-208 |
S1 |
132-270 |
132-152 |
|