ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 19-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2016 |
19-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
131-020 |
131-090 |
0-070 |
0.2% |
132-255 |
High |
131-085 |
131-115 |
0-030 |
0.1% |
132-255 |
Low |
130-265 |
131-065 |
0-120 |
0.3% |
130-280 |
Close |
131-030 |
131-095 |
0-065 |
0.2% |
130-305 |
Range |
0-140 |
0-050 |
-0-090 |
-64.3% |
1-295 |
ATR |
0-176 |
0-169 |
-0-006 |
-3.7% |
0-000 |
Volume |
471 |
638 |
167 |
35.5% |
4,037 |
|
Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-242 |
131-218 |
131-123 |
|
R3 |
131-192 |
131-168 |
131-109 |
|
R2 |
131-142 |
131-142 |
131-104 |
|
R1 |
131-118 |
131-118 |
131-100 |
131-130 |
PP |
131-092 |
131-092 |
131-092 |
131-098 |
S1 |
131-068 |
131-068 |
131-090 |
131-080 |
S2 |
131-042 |
131-042 |
131-086 |
|
S3 |
130-312 |
131-018 |
131-081 |
|
S4 |
130-262 |
130-288 |
131-067 |
|
|
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 |
132-000 |
130-265 |
1-055 |
0.9% |
0-139 |
0.3% |
40% |
False |
False |
378 |
10 |
133-095 |
130-265 |
2-150 |
1.9% |
0-151 |
0.4% |
19% |
False |
False |
642 |
20 |
133-095 |
130-015 |
3-080 |
2.5% |
0-163 |
0.4% |
38% |
False |
False |
479 |
40 |
133-095 |
128-240 |
4-175 |
3.5% |
0-099 |
0.2% |
56% |
False |
False |
240 |
60 |
133-095 |
128-045 |
5-050 |
3.9% |
0-066 |
0.2% |
61% |
False |
False |
160 |
80 |
133-095 |
128-045 |
5-050 |
3.9% |
0-050 |
0.1% |
61% |
False |
False |
120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-008 |
2.618 |
131-246 |
1.618 |
131-196 |
1.000 |
131-165 |
0.618 |
131-146 |
HIGH |
131-115 |
0.618 |
131-096 |
0.500 |
131-090 |
0.382 |
131-084 |
LOW |
131-065 |
0.618 |
131-034 |
1.000 |
131-015 |
1.618 |
130-304 |
2.618 |
130-254 |
4.250 |
130-172 |
|
|
Fisher Pivots for day following 19-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
131-093 |
131-084 |
PP |
131-092 |
131-073 |
S1 |
131-090 |
131-062 |
|