ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 02-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
132-035 |
131-245 |
-0-110 |
-0.3% |
131-020 |
High |
132-050 |
131-245 |
-0-125 |
-0.3% |
132-055 |
Low |
131-210 |
131-085 |
-0-125 |
-0.3% |
130-290 |
Close |
131-275 |
131-195 |
-0-080 |
-0.2% |
132-035 |
Range |
0-160 |
0-160 |
0-000 |
0.0% |
1-085 |
ATR |
0-177 |
0-178 |
0-001 |
0.5% |
0-000 |
Volume |
2,358 |
1,747 |
-611 |
-25.9% |
12,515 |
|
Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-015 |
132-265 |
131-283 |
|
R3 |
132-175 |
132-105 |
131-239 |
|
R2 |
132-015 |
132-015 |
131-224 |
|
R1 |
131-265 |
131-265 |
131-210 |
131-220 |
PP |
131-175 |
131-175 |
131-175 |
131-152 |
S1 |
131-105 |
131-105 |
131-180 |
131-060 |
S2 |
131-015 |
131-015 |
131-166 |
|
S3 |
130-175 |
130-265 |
131-151 |
|
S4 |
130-015 |
130-105 |
131-107 |
|
|
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% |
0-205 |
0.5% |
56% |
False |
False |
2,452 |
10 |
132-055 |
130-220 |
1-155 |
1.1% |
0-180 |
0.4% |
62% |
False |
False |
1,867 |
20 |
133-095 |
130-220 |
2-195 |
2.0% |
0-165 |
0.4% |
35% |
False |
False |
1,255 |
40 |
133-095 |
130-015 |
3-080 |
2.5% |
0-144 |
0.3% |
48% |
False |
False |
707 |
60 |
133-095 |
128-195 |
4-220 |
3.6% |
0-096 |
0.2% |
64% |
False |
False |
471 |
80 |
133-095 |
128-045 |
5-050 |
3.9% |
0-072 |
0.2% |
67% |
False |
False |
353 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-285 |
2.618 |
133-024 |
1.618 |
132-184 |
1.000 |
132-085 |
0.618 |
132-024 |
HIGH |
131-245 |
0.618 |
131-184 |
0.500 |
131-165 |
0.382 |
131-146 |
LOW |
131-085 |
0.618 |
130-306 |
1.000 |
130-245 |
1.618 |
130-146 |
2.618 |
129-306 |
4.250 |
129-045 |
|
|
Fisher Pivots for day following 02-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
131-185 |
131-218 |
PP |
131-175 |
131-210 |
S1 |
131-165 |
131-203 |
|