ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 27-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
131-075 |
131-070 |
-0-005 |
0.0% |
131-020 |
High |
131-120 |
131-235 |
0-115 |
0.3% |
131-180 |
Low |
130-305 |
130-290 |
-0-015 |
0.0% |
130-220 |
Close |
131-060 |
131-195 |
0-135 |
0.3% |
131-060 |
Range |
0-135 |
0-265 |
0-130 |
96.3% |
0-280 |
ATR |
0-164 |
0-171 |
0-007 |
4.4% |
0-000 |
Volume |
1,753 |
4,652 |
2,899 |
165.4% |
3,163 |
|
Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-288 |
133-187 |
132-021 |
|
R3 |
133-023 |
132-242 |
131-268 |
|
R2 |
132-078 |
132-078 |
131-244 |
|
R1 |
131-297 |
131-297 |
131-219 |
132-028 |
PP |
131-133 |
131-133 |
131-133 |
131-159 |
S1 |
131-032 |
131-032 |
131-171 |
131-083 |
S2 |
130-188 |
130-188 |
131-146 |
|
S3 |
129-243 |
130-087 |
131-122 |
|
S4 |
128-298 |
129-142 |
131-049 |
|
|
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 |
131-235 |
130-220 |
1-015 |
0.8% |
0-181 |
0.4% |
88% |
True |
False |
2,149 |
10 |
131-300 |
130-220 |
1-080 |
0.9% |
0-166 |
0.4% |
74% |
False |
False |
1,295 |
20 |
133-095 |
130-220 |
2-195 |
2.0% |
0-151 |
0.4% |
35% |
False |
False |
1,029 |
40 |
133-095 |
128-295 |
4-120 |
3.3% |
0-125 |
0.3% |
61% |
False |
False |
516 |
60 |
133-095 |
128-195 |
4-220 |
3.6% |
0-083 |
0.2% |
64% |
False |
False |
344 |
80 |
133-095 |
128-045 |
5-050 |
3.9% |
0-063 |
0.1% |
67% |
False |
False |
258 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-081 |
2.618 |
133-289 |
1.618 |
133-024 |
1.000 |
132-180 |
0.618 |
132-079 |
HIGH |
131-235 |
0.618 |
131-134 |
0.500 |
131-103 |
0.382 |
131-071 |
LOW |
130-290 |
0.618 |
130-126 |
1.000 |
130-025 |
1.618 |
129-181 |
2.618 |
128-236 |
4.250 |
127-124 |
|
|
Fisher Pivots for day following 27-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
131-164 |
131-164 |
PP |
131-133 |
131-133 |
S1 |
131-103 |
131-103 |
|