ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 13-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
132-065 |
131-240 |
-0-145 |
-0.3% |
132-200 |
High |
132-065 |
132-000 |
-0-065 |
-0.2% |
133-095 |
Low |
131-195 |
131-240 |
0-045 |
0.1% |
132-080 |
Close |
131-195 |
131-295 |
0-100 |
0.2% |
132-285 |
Range |
0-190 |
0-080 |
-0-110 |
-57.9% |
1-015 |
ATR |
0-177 |
0-173 |
-0-004 |
-2.1% |
0-000 |
Volume |
2,398 |
9 |
-2,389 |
-99.6% |
1,752 |
|
Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-205 |
132-170 |
132-019 |
|
R3 |
132-125 |
132-090 |
131-317 |
|
R2 |
132-045 |
132-045 |
131-310 |
|
R1 |
132-010 |
132-010 |
131-302 |
132-028 |
PP |
131-285 |
131-285 |
131-285 |
131-294 |
S1 |
131-250 |
131-250 |
131-288 |
131-268 |
S2 |
131-205 |
131-205 |
131-280 |
|
S3 |
131-125 |
131-170 |
131-273 |
|
S4 |
131-045 |
131-090 |
131-251 |
|
|
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 |
132-295 |
131-195 |
1-100 |
1.0% |
0-146 |
0.3% |
24% |
False |
False |
684 |
10 |
133-095 |
131-195 |
1-220 |
1.3% |
0-136 |
0.3% |
19% |
False |
False |
763 |
20 |
133-095 |
130-015 |
3-080 |
2.5% |
0-149 |
0.4% |
58% |
False |
False |
385 |
40 |
133-095 |
128-195 |
4-220 |
3.6% |
0-084 |
0.2% |
71% |
False |
False |
193 |
60 |
133-095 |
128-045 |
5-050 |
3.9% |
0-056 |
0.1% |
73% |
False |
False |
128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-020 |
2.618 |
132-209 |
1.618 |
132-129 |
1.000 |
132-080 |
0.618 |
132-049 |
HIGH |
132-000 |
0.618 |
131-289 |
0.500 |
131-280 |
0.382 |
131-271 |
LOW |
131-240 |
0.618 |
131-191 |
1.000 |
131-160 |
1.618 |
131-111 |
2.618 |
131-031 |
4.250 |
130-220 |
|
|
Fisher Pivots for day following 13-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
131-290 |
132-065 |
PP |
131-285 |
132-035 |
S1 |
131-280 |
132-005 |
|