ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 03-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2016 |
03-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
131-245 |
131-130 |
-0-115 |
-0.3% |
131-020 |
High |
131-245 |
131-220 |
-0-025 |
-0.1% |
132-055 |
Low |
131-085 |
131-110 |
0-025 |
0.1% |
130-290 |
Close |
131-195 |
131-205 |
0-010 |
0.0% |
132-035 |
Range |
0-160 |
0-110 |
-0-050 |
-31.3% |
1-085 |
ATR |
0-178 |
0-173 |
-0-005 |
-2.7% |
0-000 |
Volume |
1,747 |
2,206 |
459 |
26.3% |
12,515 |
|
Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-188 |
132-147 |
131-265 |
|
R3 |
132-078 |
132-037 |
131-235 |
|
R2 |
131-288 |
131-288 |
131-225 |
|
R1 |
131-247 |
131-247 |
131-215 |
131-267 |
PP |
131-178 |
131-178 |
131-178 |
131-189 |
S1 |
131-137 |
131-137 |
131-195 |
131-158 |
S2 |
131-068 |
131-068 |
131-185 |
|
S3 |
130-278 |
131-027 |
131-175 |
|
S4 |
130-168 |
130-237 |
131-145 |
|
|
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 |
131-060 |
0-315 |
0.7% |
0-174 |
0.4% |
46% |
False |
False |
1,962 |
10 |
132-055 |
130-220 |
1-155 |
1.1% |
0-177 |
0.4% |
64% |
False |
False |
2,056 |
20 |
132-295 |
130-220 |
2-075 |
1.7% |
0-163 |
0.4% |
43% |
False |
False |
1,309 |
40 |
133-095 |
130-015 |
3-080 |
2.5% |
0-147 |
0.3% |
49% |
False |
False |
762 |
60 |
133-095 |
128-195 |
4-220 |
3.6% |
0-098 |
0.2% |
65% |
False |
False |
508 |
80 |
133-095 |
128-045 |
5-050 |
3.9% |
0-073 |
0.2% |
68% |
False |
False |
381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-047 |
2.618 |
132-188 |
1.618 |
132-078 |
1.000 |
132-010 |
0.618 |
131-288 |
HIGH |
131-220 |
0.618 |
131-178 |
0.500 |
131-165 |
0.382 |
131-152 |
LOW |
131-110 |
0.618 |
131-042 |
1.000 |
131-000 |
1.618 |
130-252 |
2.618 |
130-142 |
4.250 |
129-283 |
|
|
Fisher Pivots for day following 03-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
131-192 |
131-228 |
PP |
131-178 |
131-220 |
S1 |
131-165 |
131-212 |
|