ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 21-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2016 |
21-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
131-090 |
130-310 |
-0-100 |
-0.2% |
132-255 |
High |
131-120 |
131-120 |
0-000 |
0.0% |
132-255 |
Low |
130-305 |
130-220 |
-0-085 |
-0.2% |
130-280 |
Close |
131-015 |
131-095 |
0-080 |
0.2% |
130-305 |
Range |
0-135 |
0-220 |
0-085 |
63.0% |
1-295 |
ATR |
0-167 |
0-171 |
0-004 |
2.3% |
0-000 |
Volume |
319 |
1,464 |
1,145 |
358.9% |
4,037 |
|
Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-058 |
132-297 |
131-216 |
|
R3 |
132-158 |
132-077 |
131-156 |
|
R2 |
131-258 |
131-258 |
131-135 |
|
R1 |
131-177 |
131-177 |
131-115 |
131-218 |
PP |
131-038 |
131-038 |
131-038 |
131-059 |
S1 |
130-277 |
130-277 |
131-075 |
130-318 |
S2 |
130-138 |
130-138 |
131-055 |
|
S3 |
129-238 |
130-057 |
131-035 |
|
S4 |
129-018 |
129-157 |
130-294 |
|
|
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 |
131-180 |
130-220 |
0-280 |
0.7% |
0-153 |
0.4% |
70% |
False |
True |
659 |
10 |
132-295 |
130-220 |
2-075 |
1.7% |
0-163 |
0.4% |
27% |
False |
True |
707 |
20 |
133-095 |
130-015 |
3-080 |
2.5% |
0-181 |
0.4% |
38% |
False |
False |
568 |
40 |
133-095 |
128-240 |
4-175 |
3.5% |
0-108 |
0.3% |
56% |
False |
False |
284 |
60 |
133-095 |
128-195 |
4-220 |
3.6% |
0-072 |
0.2% |
57% |
False |
False |
189 |
80 |
133-095 |
128-045 |
5-050 |
3.9% |
0-054 |
0.1% |
61% |
False |
False |
142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-095 |
2.618 |
133-056 |
1.618 |
132-156 |
1.000 |
132-020 |
0.618 |
131-256 |
HIGH |
131-120 |
0.618 |
131-036 |
0.500 |
131-010 |
0.382 |
130-304 |
LOW |
130-220 |
0.618 |
130-084 |
1.000 |
130-000 |
1.618 |
129-184 |
2.618 |
128-284 |
4.250 |
127-245 |
|
|
Fisher Pivots for day following 21-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
131-067 |
131-067 |
PP |
131-038 |
131-038 |
S1 |
131-010 |
131-010 |
|