ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 12-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
132-255 |
132-065 |
-0-190 |
-0.4% |
132-200 |
High |
132-255 |
132-065 |
-0-190 |
-0.4% |
133-095 |
Low |
132-085 |
131-195 |
-0-210 |
-0.5% |
132-080 |
Close |
132-090 |
131-195 |
-0-215 |
-0.5% |
132-285 |
Range |
0-170 |
0-190 |
0-020 |
11.7% |
1-015 |
ATR |
0-174 |
0-177 |
0-003 |
1.7% |
0-000 |
Volume |
854 |
2,398 |
1,544 |
180.8% |
1,752 |
|
Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-188 |
133-062 |
131-299 |
|
R3 |
132-318 |
132-192 |
131-247 |
|
R2 |
132-128 |
132-128 |
131-230 |
|
R1 |
132-002 |
132-002 |
131-212 |
131-290 |
PP |
131-258 |
131-258 |
131-258 |
131-243 |
S1 |
131-132 |
131-132 |
131-178 |
131-100 |
S2 |
131-068 |
131-068 |
131-160 |
|
S3 |
130-198 |
130-262 |
131-143 |
|
S4 |
130-008 |
130-072 |
131-091 |
|
|
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 |
131-195 |
1-220 |
1.3% |
0-163 |
0.4% |
0% |
False |
True |
906 |
10 |
133-095 |
131-195 |
1-220 |
1.3% |
0-138 |
0.3% |
0% |
False |
True |
768 |
20 |
133-095 |
130-015 |
3-080 |
2.5% |
0-147 |
0.3% |
48% |
False |
False |
384 |
40 |
133-095 |
128-195 |
4-220 |
3.6% |
0-082 |
0.2% |
64% |
False |
False |
192 |
60 |
133-095 |
128-045 |
5-050 |
3.9% |
0-055 |
0.1% |
67% |
False |
False |
128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-232 |
2.618 |
133-242 |
1.618 |
133-052 |
1.000 |
132-255 |
0.618 |
132-182 |
HIGH |
132-065 |
0.618 |
131-312 |
0.500 |
131-290 |
0.382 |
131-268 |
LOW |
131-195 |
0.618 |
131-078 |
1.000 |
131-005 |
1.618 |
130-208 |
2.618 |
130-018 |
4.250 |
129-028 |
|
|
Fisher Pivots for day following 12-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
131-290 |
132-085 |
PP |
131-258 |
132-015 |
S1 |
131-227 |
131-265 |
|