ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 14-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
131-240 |
131-165 |
-0-075 |
-0.2% |
132-200 |
High |
132-000 |
131-300 |
-0-020 |
0.0% |
133-095 |
Low |
131-240 |
131-095 |
-0-145 |
-0.3% |
132-080 |
Close |
131-295 |
131-145 |
-0-150 |
-0.4% |
132-285 |
Range |
0-080 |
0-205 |
0-125 |
156.2% |
1-015 |
ATR |
0-173 |
0-175 |
0-002 |
1.3% |
0-000 |
Volume |
9 |
372 |
363 |
4,033.3% |
1,752 |
|
Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-155 |
133-035 |
131-258 |
|
R3 |
132-270 |
132-150 |
131-201 |
|
R2 |
132-065 |
132-065 |
131-183 |
|
R1 |
131-265 |
131-265 |
131-164 |
131-222 |
PP |
131-180 |
131-180 |
131-180 |
131-159 |
S1 |
131-060 |
131-060 |
131-126 |
131-018 |
S2 |
130-295 |
130-295 |
131-107 |
|
S3 |
130-090 |
130-175 |
131-089 |
|
S4 |
129-205 |
129-290 |
131-032 |
|
|
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 |
131-095 |
1-200 |
1.2% |
0-172 |
0.4% |
10% |
False |
True |
755 |
10 |
133-095 |
131-095 |
2-000 |
1.5% |
0-141 |
0.3% |
8% |
False |
True |
790 |
20 |
133-095 |
130-015 |
3-080 |
2.5% |
0-158 |
0.4% |
43% |
False |
False |
403 |
40 |
133-095 |
128-195 |
4-220 |
3.6% |
0-089 |
0.2% |
61% |
False |
False |
202 |
60 |
133-095 |
128-045 |
5-050 |
3.9% |
0-059 |
0.1% |
64% |
False |
False |
134 |
80 |
133-095 |
128-045 |
5-050 |
3.9% |
0-044 |
0.1% |
64% |
False |
False |
101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-211 |
2.618 |
133-197 |
1.618 |
132-312 |
1.000 |
132-185 |
0.618 |
132-107 |
HIGH |
131-300 |
0.618 |
131-222 |
0.500 |
131-198 |
0.382 |
131-173 |
LOW |
131-095 |
0.618 |
130-288 |
1.000 |
130-210 |
1.618 |
130-083 |
2.618 |
129-198 |
4.250 |
128-184 |
|
|
Fisher Pivots for day following 14-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
131-198 |
131-240 |
PP |
131-180 |
131-208 |
S1 |
131-162 |
131-177 |
|