ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 20-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2016 |
20-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
131-090 |
131-090 |
0-000 |
0.0% |
132-255 |
High |
131-115 |
131-120 |
0-005 |
0.0% |
132-255 |
Low |
131-065 |
130-305 |
-0-080 |
-0.2% |
130-280 |
Close |
131-095 |
131-015 |
-0-080 |
-0.2% |
130-305 |
Range |
0-050 |
0-135 |
0-085 |
169.9% |
1-295 |
ATR |
0-169 |
0-167 |
-0-002 |
-1.4% |
0-000 |
Volume |
638 |
319 |
-319 |
-50.0% |
4,037 |
|
Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-125 |
132-045 |
131-089 |
|
R3 |
131-310 |
131-230 |
131-052 |
|
R2 |
131-175 |
131-175 |
131-040 |
|
R1 |
131-095 |
131-095 |
131-027 |
131-068 |
PP |
131-040 |
131-040 |
131-040 |
131-026 |
S1 |
130-280 |
130-280 |
131-003 |
130-252 |
S2 |
130-225 |
130-225 |
130-310 |
|
S3 |
130-090 |
130-145 |
130-298 |
|
S4 |
129-275 |
130-010 |
130-261 |
|
|
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 |
131-300 |
130-265 |
1-035 |
0.8% |
0-150 |
0.4% |
20% |
False |
False |
440 |
10 |
132-295 |
130-265 |
2-030 |
1.6% |
0-148 |
0.4% |
10% |
False |
False |
562 |
20 |
133-095 |
130-015 |
3-080 |
2.5% |
0-170 |
0.4% |
31% |
False |
False |
495 |
40 |
133-095 |
128-240 |
4-175 |
3.5% |
0-103 |
0.2% |
51% |
False |
False |
248 |
60 |
133-095 |
128-045 |
5-050 |
3.9% |
0-068 |
0.2% |
56% |
False |
False |
165 |
80 |
133-095 |
128-045 |
5-050 |
3.9% |
0-051 |
0.1% |
56% |
False |
False |
124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-054 |
2.618 |
132-153 |
1.618 |
132-018 |
1.000 |
131-255 |
0.618 |
131-203 |
HIGH |
131-120 |
0.618 |
131-068 |
0.500 |
131-052 |
0.382 |
131-037 |
LOW |
130-305 |
0.618 |
130-222 |
1.000 |
130-170 |
1.618 |
130-087 |
2.618 |
129-272 |
4.250 |
129-051 |
|
|
Fisher Pivots for day following 20-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
131-052 |
131-032 |
PP |
131-040 |
131-027 |
S1 |
131-028 |
131-021 |
|