ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 25-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
131-165 |
131-020 |
-0-145 |
-0.3% |
131-020 |
High |
131-180 |
131-095 |
-0-085 |
-0.2% |
131-180 |
Low |
131-000 |
130-310 |
-0-010 |
0.0% |
130-220 |
Close |
131-060 |
131-035 |
-0-025 |
-0.1% |
131-060 |
Range |
0-180 |
0-105 |
-0-075 |
-41.7% |
0-280 |
ATR |
0-171 |
0-166 |
-0-005 |
-2.8% |
0-000 |
Volume |
271 |
2,607 |
2,336 |
862.0% |
3,163 |
|
Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-035 |
131-300 |
131-093 |
|
R3 |
131-250 |
131-195 |
131-064 |
|
R2 |
131-145 |
131-145 |
131-054 |
|
R1 |
131-090 |
131-090 |
131-045 |
131-118 |
PP |
131-040 |
131-040 |
131-040 |
131-054 |
S1 |
130-305 |
130-305 |
131-025 |
131-013 |
S2 |
130-255 |
130-255 |
131-016 |
|
S3 |
130-150 |
130-200 |
131-006 |
|
S4 |
130-045 |
130-095 |
130-297 |
|
|
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% |
0-138 |
0.3% |
48% |
False |
False |
1,059 |
10 |
132-065 |
130-220 |
1-165 |
1.2% |
0-152 |
0.4% |
28% |
False |
False |
895 |
20 |
133-095 |
130-220 |
2-195 |
2.0% |
0-136 |
0.3% |
16% |
False |
False |
711 |
40 |
133-095 |
128-295 |
4-120 |
3.3% |
0-115 |
0.3% |
50% |
False |
False |
356 |
60 |
133-095 |
128-195 |
4-220 |
3.6% |
0-077 |
0.2% |
53% |
False |
False |
237 |
80 |
133-095 |
128-045 |
5-050 |
3.9% |
0-058 |
0.1% |
58% |
False |
False |
178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-221 |
2.618 |
132-050 |
1.618 |
131-265 |
1.000 |
131-200 |
0.618 |
131-160 |
HIGH |
131-095 |
0.618 |
131-055 |
0.500 |
131-043 |
0.382 |
131-030 |
LOW |
130-310 |
0.618 |
130-245 |
1.000 |
130-205 |
1.618 |
130-140 |
2.618 |
130-035 |
4.250 |
129-184 |
|
|
Fisher Pivots for day following 25-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
131-043 |
131-040 |
PP |
131-040 |
131-038 |
S1 |
131-038 |
131-037 |
|