ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 08-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
132-250 |
132-125 |
-0-125 |
-0.3% |
132-200 |
High |
132-265 |
132-295 |
0-030 |
0.1% |
133-095 |
Low |
132-190 |
132-080 |
-0-110 |
-0.3% |
132-080 |
Close |
132-260 |
132-285 |
0-025 |
0.1% |
132-285 |
Range |
0-075 |
0-215 |
0-140 |
186.8% |
1-015 |
ATR |
0-168 |
0-172 |
0-003 |
2.0% |
0-000 |
Volume |
15 |
144 |
129 |
860.0% |
1,752 |
|
Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-225 |
134-150 |
133-083 |
|
R3 |
134-010 |
133-255 |
133-024 |
|
R2 |
133-115 |
133-115 |
133-004 |
|
R1 |
133-040 |
133-040 |
132-305 |
133-078 |
PP |
132-220 |
132-220 |
132-220 |
132-239 |
S1 |
132-145 |
132-145 |
132-265 |
132-182 |
S2 |
132-005 |
132-005 |
132-246 |
|
S3 |
131-110 |
131-250 |
132-226 |
|
S4 |
130-215 |
131-035 |
132-167 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-305 |
135-150 |
133-149 |
|
R3 |
134-290 |
134-135 |
133-057 |
|
R2 |
133-275 |
133-275 |
133-026 |
|
R1 |
133-120 |
133-120 |
132-316 |
133-198 |
PP |
132-260 |
132-260 |
132-260 |
132-299 |
S1 |
132-105 |
132-105 |
132-254 |
132-182 |
S2 |
131-245 |
131-245 |
132-224 |
|
S3 |
130-230 |
131-090 |
132-193 |
|
S4 |
129-215 |
130-075 |
132-101 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-095 |
132-050 |
1-045 |
0.9% |
0-135 |
0.3% |
64% |
False |
False |
852 |
10 |
133-095 |
130-055 |
3-040 |
2.4% |
0-198 |
0.5% |
87% |
False |
False |
443 |
20 |
133-095 |
130-015 |
3-080 |
2.4% |
0-138 |
0.3% |
87% |
False |
False |
222 |
40 |
133-095 |
128-195 |
4-220 |
3.5% |
0-073 |
0.2% |
91% |
False |
False |
111 |
60 |
133-095 |
128-045 |
5-050 |
3.9% |
0-049 |
0.1% |
92% |
False |
False |
74 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-249 |
2.618 |
134-218 |
1.618 |
134-003 |
1.000 |
133-190 |
0.618 |
133-108 |
HIGH |
132-295 |
0.618 |
132-213 |
0.500 |
132-188 |
0.382 |
132-162 |
LOW |
132-080 |
0.618 |
131-267 |
1.000 |
131-185 |
1.618 |
131-052 |
2.618 |
130-157 |
4.250 |
129-126 |
|
|
Fisher Pivots for day following 08-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
132-252 |
132-272 |
PP |
132-220 |
132-260 |
S1 |
132-188 |
132-248 |
|