ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 11-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
132-125 |
132-255 |
0-130 |
0.3% |
132-200 |
High |
132-295 |
132-255 |
-0-040 |
-0.1% |
133-095 |
Low |
132-080 |
132-085 |
0-005 |
0.0% |
132-080 |
Close |
132-285 |
132-090 |
-0-195 |
-0.5% |
132-285 |
Range |
0-215 |
0-170 |
-0-045 |
-20.9% |
1-015 |
ATR |
0-172 |
0-174 |
0-002 |
1.2% |
0-000 |
Volume |
144 |
854 |
710 |
493.1% |
1,752 |
|
Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-013 |
133-222 |
132-184 |
|
R3 |
133-163 |
133-052 |
132-137 |
|
R2 |
132-313 |
132-313 |
132-121 |
|
R1 |
132-202 |
132-202 |
132-106 |
132-173 |
PP |
132-143 |
132-143 |
132-143 |
132-129 |
S1 |
132-032 |
132-032 |
132-074 |
132-002 |
S2 |
131-293 |
131-293 |
132-059 |
|
S3 |
131-123 |
131-182 |
132-043 |
|
S4 |
130-273 |
131-012 |
131-317 |
|
|
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 |
132-080 |
1-015 |
0.8% |
0-153 |
0.4% |
3% |
False |
False |
521 |
10 |
133-095 |
131-250 |
1-165 |
1.1% |
0-119 |
0.3% |
33% |
False |
False |
528 |
20 |
133-095 |
130-015 |
3-080 |
2.5% |
0-137 |
0.3% |
69% |
False |
False |
265 |
40 |
133-095 |
128-195 |
4-220 |
3.5% |
0-077 |
0.2% |
78% |
False |
False |
132 |
60 |
133-095 |
128-045 |
5-050 |
3.9% |
0-051 |
0.1% |
80% |
False |
False |
88 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-018 |
2.618 |
134-060 |
1.618 |
133-210 |
1.000 |
133-105 |
0.618 |
133-040 |
HIGH |
132-255 |
0.618 |
132-190 |
0.500 |
132-170 |
0.382 |
132-150 |
LOW |
132-085 |
0.618 |
131-300 |
1.000 |
131-235 |
1.618 |
131-130 |
2.618 |
130-280 |
4.250 |
130-002 |
|
|
Fisher Pivots for day following 11-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
132-170 |
132-188 |
PP |
132-143 |
132-155 |
S1 |
132-117 |
132-123 |
|