ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 01-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2016 |
01-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
131-255 |
132-035 |
0-100 |
0.2% |
131-020 |
High |
132-055 |
132-050 |
-0-005 |
0.0% |
132-055 |
Low |
131-060 |
131-210 |
0-150 |
0.4% |
130-290 |
Close |
132-035 |
131-275 |
-0-080 |
-0.2% |
132-035 |
Range |
0-315 |
0-160 |
-0-155 |
-49.2% |
1-085 |
ATR |
0-179 |
0-177 |
-0-001 |
-0.7% |
0-000 |
Volume |
2,321 |
2,358 |
37 |
1.6% |
12,515 |
|
Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-125 |
133-040 |
132-043 |
|
R3 |
132-285 |
132-200 |
131-319 |
|
R2 |
132-125 |
132-125 |
131-304 |
|
R1 |
132-040 |
132-040 |
131-290 |
132-003 |
PP |
131-285 |
131-285 |
131-285 |
131-266 |
S1 |
131-200 |
131-200 |
131-260 |
131-163 |
S2 |
131-125 |
131-125 |
131-246 |
|
S3 |
130-285 |
131-040 |
131-231 |
|
S4 |
130-125 |
130-200 |
131-187 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-168 |
135-027 |
132-258 |
|
R3 |
134-083 |
133-262 |
132-146 |
|
R2 |
132-318 |
132-318 |
132-109 |
|
R1 |
132-177 |
132-177 |
132-072 |
132-248 |
PP |
131-233 |
131-233 |
131-233 |
131-269 |
S1 |
131-092 |
131-092 |
131-318 |
131-163 |
S2 |
130-148 |
130-148 |
131-281 |
|
S3 |
129-063 |
130-007 |
131-244 |
|
S4 |
127-298 |
128-242 |
131-132 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132-055 |
130-290 |
1-085 |
1.0% |
0-200 |
0.5% |
75% |
False |
False |
2,453 |
10 |
132-055 |
130-220 |
1-155 |
1.1% |
0-169 |
0.4% |
79% |
False |
False |
1,756 |
20 |
133-095 |
130-220 |
2-195 |
2.0% |
0-164 |
0.4% |
45% |
False |
False |
1,191 |
40 |
133-095 |
130-015 |
3-080 |
2.5% |
0-140 |
0.3% |
56% |
False |
False |
663 |
60 |
133-095 |
128-195 |
4-220 |
3.6% |
0-093 |
0.2% |
69% |
False |
False |
442 |
80 |
133-095 |
128-045 |
5-050 |
3.9% |
0-070 |
0.2% |
72% |
False |
False |
331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-090 |
2.618 |
133-149 |
1.618 |
132-309 |
1.000 |
132-210 |
0.618 |
132-149 |
HIGH |
132-050 |
0.618 |
131-309 |
0.500 |
131-290 |
0.382 |
131-271 |
LOW |
131-210 |
0.618 |
131-111 |
1.000 |
131-050 |
1.618 |
130-271 |
2.618 |
130-111 |
4.250 |
129-170 |
|
|
Fisher Pivots for day following 01-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
131-290 |
131-256 |
PP |
131-285 |
131-237 |
S1 |
131-280 |
131-218 |
|