ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 22-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
130-310 |
131-165 |
0-175 |
0.4% |
131-020 |
High |
131-120 |
131-180 |
0-060 |
0.1% |
131-180 |
Low |
130-220 |
131-000 |
0-100 |
0.2% |
130-220 |
Close |
131-095 |
131-060 |
-0-035 |
-0.1% |
131-060 |
Range |
0-220 |
0-180 |
-0-040 |
-18.2% |
0-280 |
ATR |
0-171 |
0-171 |
0-001 |
0.4% |
0-000 |
Volume |
1,464 |
271 |
-1,193 |
-81.5% |
3,163 |
|
Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-300 |
132-200 |
131-159 |
|
R3 |
132-120 |
132-020 |
131-110 |
|
R2 |
131-260 |
131-260 |
131-093 |
|
R1 |
131-160 |
131-160 |
131-076 |
131-120 |
PP |
131-080 |
131-080 |
131-080 |
131-060 |
S1 |
130-300 |
130-300 |
131-044 |
130-260 |
S2 |
130-220 |
130-220 |
131-027 |
|
S3 |
130-040 |
130-120 |
131-010 |
|
S4 |
129-180 |
129-260 |
130-281 |
|
|
Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-247 |
133-113 |
131-214 |
|
R3 |
132-287 |
132-153 |
131-137 |
|
R2 |
132-007 |
132-007 |
131-111 |
|
R1 |
131-193 |
131-193 |
131-086 |
131-260 |
PP |
131-047 |
131-047 |
131-047 |
131-080 |
S1 |
130-233 |
130-233 |
131-034 |
130-300 |
S2 |
130-087 |
130-087 |
131-009 |
|
S3 |
129-127 |
129-273 |
130-303 |
|
S4 |
128-167 |
128-313 |
130-226 |
|
|
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% |
0-145 |
0.3% |
57% |
True |
False |
632 |
10 |
132-255 |
130-220 |
2-035 |
1.6% |
0-159 |
0.4% |
24% |
False |
False |
720 |
20 |
133-095 |
130-055 |
3-040 |
2.4% |
0-179 |
0.4% |
32% |
False |
False |
581 |
40 |
133-095 |
128-295 |
4-120 |
3.3% |
0-113 |
0.3% |
52% |
False |
False |
291 |
60 |
133-095 |
128-195 |
4-220 |
3.6% |
0-075 |
0.2% |
55% |
False |
False |
194 |
80 |
133-095 |
128-045 |
5-050 |
3.9% |
0-056 |
0.1% |
59% |
False |
False |
145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-305 |
2.618 |
133-011 |
1.618 |
132-151 |
1.000 |
132-040 |
0.618 |
131-291 |
HIGH |
131-180 |
0.618 |
131-111 |
0.500 |
131-090 |
0.382 |
131-069 |
LOW |
131-000 |
0.618 |
130-209 |
1.000 |
130-140 |
1.618 |
130-029 |
2.618 |
129-169 |
4.250 |
128-195 |
|
|
Fisher Pivots for day following 22-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
131-090 |
131-053 |
PP |
131-080 |
131-047 |
S1 |
131-070 |
131-040 |
|