ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 07-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2016 |
07-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
133-005 |
132-250 |
-0-075 |
-0.2% |
132-170 |
High |
133-095 |
132-265 |
-0-150 |
-0.4% |
132-170 |
Low |
132-250 |
132-190 |
-0-060 |
-0.1% |
131-250 |
Close |
132-255 |
132-260 |
0-005 |
0.0% |
132-050 |
Range |
0-165 |
0-075 |
-0-090 |
-54.6% |
0-240 |
ATR |
0-175 |
0-168 |
-0-007 |
-4.1% |
0-000 |
Volume |
1,122 |
15 |
-1,107 |
-98.7% |
2,676 |
|
Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-143 |
133-117 |
132-301 |
|
R3 |
133-068 |
133-042 |
132-281 |
|
R2 |
132-313 |
132-313 |
132-274 |
|
R1 |
132-287 |
132-287 |
132-267 |
132-300 |
PP |
132-238 |
132-238 |
132-238 |
132-245 |
S1 |
132-212 |
132-212 |
132-253 |
132-225 |
S2 |
132-163 |
132-163 |
132-246 |
|
S3 |
132-088 |
132-137 |
132-239 |
|
S4 |
132-013 |
132-062 |
132-219 |
|
|
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 |
133-095 |
131-285 |
1-130 |
1.1% |
0-110 |
0.3% |
66% |
False |
False |
824 |
10 |
133-095 |
130-015 |
3-080 |
2.4% |
0-199 |
0.5% |
85% |
False |
False |
429 |
20 |
133-095 |
130-015 |
3-080 |
2.4% |
0-130 |
0.3% |
85% |
False |
False |
215 |
40 |
133-095 |
128-195 |
4-220 |
3.5% |
0-067 |
0.2% |
90% |
False |
False |
107 |
60 |
133-095 |
128-045 |
5-050 |
3.9% |
0-045 |
0.1% |
91% |
False |
False |
71 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-264 |
2.618 |
133-141 |
1.618 |
133-066 |
1.000 |
133-020 |
0.618 |
132-311 |
HIGH |
132-265 |
0.618 |
132-236 |
0.500 |
132-228 |
0.382 |
132-219 |
LOW |
132-190 |
0.618 |
132-144 |
1.000 |
132-115 |
1.618 |
132-069 |
2.618 |
131-314 |
4.250 |
131-191 |
|
|
Fisher Pivots for day following 07-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
132-249 |
132-303 |
PP |
132-238 |
132-288 |
S1 |
132-228 |
132-274 |
|