ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 18-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
131-040 |
131-020 |
-0-020 |
0.0% |
132-255 |
High |
131-180 |
131-085 |
-0-095 |
-0.2% |
132-255 |
Low |
130-280 |
130-265 |
-0-015 |
0.0% |
130-280 |
Close |
130-305 |
131-030 |
0-045 |
0.1% |
130-305 |
Range |
0-220 |
0-140 |
-0-080 |
-36.4% |
1-295 |
ATR |
0-178 |
0-176 |
-0-003 |
-1.5% |
0-000 |
Volume |
404 |
471 |
67 |
16.6% |
4,037 |
|
Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-120 |
132-055 |
131-107 |
|
R3 |
131-300 |
131-235 |
131-069 |
|
R2 |
131-160 |
131-160 |
131-056 |
|
R1 |
131-095 |
131-095 |
131-043 |
131-128 |
PP |
131-020 |
131-020 |
131-020 |
131-036 |
S1 |
130-275 |
130-275 |
131-017 |
130-308 |
S2 |
130-200 |
130-200 |
131-004 |
|
S3 |
130-060 |
130-135 |
130-312 |
|
S4 |
129-240 |
129-315 |
130-273 |
|
|
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 |
132-065 |
130-265 |
1-120 |
1.0% |
0-167 |
0.4% |
19% |
False |
True |
730 |
10 |
133-095 |
130-265 |
2-150 |
1.9% |
0-160 |
0.4% |
11% |
False |
True |
626 |
20 |
133-095 |
130-015 |
3-080 |
2.5% |
0-160 |
0.4% |
32% |
False |
False |
447 |
40 |
133-095 |
128-240 |
4-175 |
3.5% |
0-098 |
0.2% |
52% |
False |
False |
224 |
60 |
133-095 |
128-045 |
5-050 |
3.9% |
0-065 |
0.2% |
57% |
False |
False |
149 |
80 |
133-095 |
128-045 |
5-050 |
3.9% |
0-049 |
0.1% |
57% |
False |
False |
112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-040 |
2.618 |
132-132 |
1.618 |
131-312 |
1.000 |
131-225 |
0.618 |
131-172 |
HIGH |
131-085 |
0.618 |
131-032 |
0.500 |
131-015 |
0.382 |
130-318 |
LOW |
130-265 |
0.618 |
130-178 |
1.000 |
130-125 |
1.618 |
130-038 |
2.618 |
129-218 |
4.250 |
128-310 |
|
|
Fisher Pivots for day following 18-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
131-025 |
131-122 |
PP |
131-020 |
131-092 |
S1 |
131-015 |
131-061 |
|