ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 15-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2016 |
15-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
131-165 |
131-040 |
-0-125 |
-0.3% |
132-255 |
High |
131-300 |
131-180 |
-0-120 |
-0.3% |
132-255 |
Low |
131-095 |
130-280 |
-0-135 |
-0.3% |
130-280 |
Close |
131-145 |
130-305 |
-0-160 |
-0.4% |
130-305 |
Range |
0-205 |
0-220 |
0-015 |
7.3% |
1-295 |
ATR |
0-175 |
0-178 |
0-003 |
1.8% |
0-000 |
Volume |
372 |
404 |
32 |
8.6% |
4,037 |
|
Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-062 |
132-243 |
131-106 |
|
R3 |
132-162 |
132-023 |
131-045 |
|
R2 |
131-262 |
131-262 |
131-025 |
|
R1 |
131-123 |
131-123 |
131-005 |
131-082 |
PP |
131-042 |
131-042 |
131-042 |
131-021 |
S1 |
130-223 |
130-223 |
130-285 |
130-182 |
S2 |
130-142 |
130-142 |
130-265 |
|
S3 |
129-242 |
130-003 |
130-244 |
|
S4 |
129-022 |
129-103 |
130-184 |
|
|
Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-098 |
136-017 |
132-003 |
|
R3 |
135-123 |
134-042 |
131-154 |
|
R2 |
133-148 |
133-148 |
131-098 |
|
R1 |
132-067 |
132-067 |
131-041 |
131-280 |
PP |
131-173 |
131-173 |
131-173 |
131-120 |
S1 |
130-092 |
130-092 |
130-249 |
129-305 |
S2 |
129-198 |
129-198 |
130-192 |
|
S3 |
127-223 |
128-117 |
130-136 |
|
S4 |
125-248 |
126-142 |
129-287 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132-255 |
130-280 |
1-295 |
1.5% |
0-173 |
0.4% |
4% |
False |
True |
807 |
10 |
133-095 |
130-280 |
2-135 |
1.8% |
0-154 |
0.4% |
3% |
False |
True |
829 |
20 |
133-095 |
130-015 |
3-080 |
2.5% |
0-164 |
0.4% |
28% |
False |
False |
423 |
40 |
133-095 |
128-240 |
4-175 |
3.5% |
0-094 |
0.2% |
48% |
False |
False |
212 |
60 |
133-095 |
128-045 |
5-050 |
3.9% |
0-063 |
0.2% |
55% |
False |
False |
141 |
80 |
133-095 |
128-045 |
5-050 |
3.9% |
0-047 |
0.1% |
55% |
False |
False |
106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-155 |
2.618 |
133-116 |
1.618 |
132-216 |
1.000 |
132-080 |
0.618 |
131-316 |
HIGH |
131-180 |
0.618 |
131-096 |
0.500 |
131-070 |
0.382 |
131-044 |
LOW |
130-280 |
0.618 |
130-144 |
1.000 |
130-060 |
1.618 |
129-244 |
2.618 |
129-024 |
4.250 |
127-305 |
|
|
Fisher Pivots for day following 15-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
131-070 |
131-140 |
PP |
131-042 |
131-088 |
S1 |
131-013 |
131-037 |
|