ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 04-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2016 |
04-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
131-130 |
131-190 |
0-060 |
0.1% |
131-020 |
High |
131-220 |
132-040 |
0-140 |
0.3% |
132-055 |
Low |
131-110 |
131-170 |
0-060 |
0.1% |
130-290 |
Close |
131-205 |
131-315 |
0-110 |
0.3% |
132-035 |
Range |
0-110 |
0-190 |
0-080 |
72.7% |
1-085 |
ATR |
0-173 |
0-174 |
0-001 |
0.7% |
0-000 |
Volume |
2,206 |
16,128 |
13,922 |
631.1% |
12,515 |
|
Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-212 |
133-133 |
132-099 |
|
R3 |
133-022 |
132-263 |
132-047 |
|
R2 |
132-152 |
132-152 |
132-030 |
|
R1 |
132-073 |
132-073 |
132-012 |
132-112 |
PP |
131-282 |
131-282 |
131-282 |
131-301 |
S1 |
131-203 |
131-203 |
131-298 |
131-243 |
S2 |
131-092 |
131-092 |
131-280 |
|
S3 |
130-222 |
131-013 |
131-263 |
|
S4 |
130-032 |
130-143 |
131-211 |
|
|
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% |
0-187 |
0.4% |
81% |
False |
False |
4,952 |
10 |
132-055 |
130-290 |
1-085 |
1.0% |
0-174 |
0.4% |
85% |
False |
False |
3,522 |
20 |
132-295 |
130-220 |
2-075 |
1.7% |
0-168 |
0.4% |
58% |
False |
False |
2,114 |
40 |
133-095 |
130-015 |
3-080 |
2.5% |
0-149 |
0.4% |
60% |
False |
False |
1,165 |
60 |
133-095 |
128-195 |
4-220 |
3.6% |
0-101 |
0.2% |
72% |
False |
False |
776 |
80 |
133-095 |
128-045 |
5-050 |
3.9% |
0-076 |
0.2% |
75% |
False |
False |
582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-207 |
2.618 |
133-217 |
1.618 |
133-027 |
1.000 |
132-230 |
0.618 |
132-157 |
HIGH |
132-040 |
0.618 |
131-287 |
0.500 |
131-265 |
0.382 |
131-243 |
LOW |
131-170 |
0.618 |
131-053 |
1.000 |
130-300 |
1.618 |
130-183 |
2.618 |
129-313 |
4.250 |
129-003 |
|
|
Fisher Pivots for day following 04-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
131-298 |
131-284 |
PP |
131-282 |
131-253 |
S1 |
131-265 |
131-222 |
|