ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 05-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2016 |
05-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
131-190 |
132-005 |
0-135 |
0.3% |
132-035 |
High |
132-040 |
132-025 |
-0-015 |
0.0% |
132-050 |
Low |
131-170 |
131-030 |
-0-140 |
-0.3% |
131-030 |
Close |
131-315 |
131-055 |
-0-260 |
-0.6% |
131-055 |
Range |
0-190 |
0-315 |
0-125 |
65.8% |
1-020 |
ATR |
0-174 |
0-185 |
0-010 |
5.8% |
0-000 |
Volume |
16,128 |
4,963 |
-11,165 |
-69.2% |
27,402 |
|
Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-128 |
133-247 |
131-228 |
|
R3 |
133-133 |
132-252 |
131-142 |
|
R2 |
132-138 |
132-138 |
131-113 |
|
R1 |
131-257 |
131-257 |
131-084 |
131-200 |
PP |
131-143 |
131-143 |
131-143 |
131-115 |
S1 |
130-262 |
130-262 |
131-026 |
130-205 |
S2 |
130-148 |
130-148 |
130-317 |
|
S3 |
129-153 |
129-267 |
130-288 |
|
S4 |
128-158 |
128-272 |
130-202 |
|
|
Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-212 |
133-313 |
131-242 |
|
R3 |
133-192 |
132-293 |
131-149 |
|
R2 |
132-172 |
132-172 |
131-117 |
|
R1 |
131-273 |
131-273 |
131-086 |
131-213 |
PP |
131-152 |
131-152 |
131-152 |
131-121 |
S1 |
130-253 |
130-253 |
131-024 |
130-193 |
S2 |
130-132 |
130-132 |
130-313 |
|
S3 |
129-112 |
129-233 |
130-282 |
|
S4 |
128-092 |
128-213 |
130-188 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132-050 |
131-030 |
1-020 |
0.8% |
0-187 |
0.4% |
7% |
False |
True |
5,480 |
10 |
132-055 |
130-290 |
1-085 |
1.0% |
0-188 |
0.4% |
21% |
False |
False |
3,991 |
20 |
132-255 |
130-220 |
2-035 |
1.6% |
0-173 |
0.4% |
23% |
False |
False |
2,355 |
40 |
133-095 |
130-015 |
3-080 |
2.5% |
0-156 |
0.4% |
35% |
False |
False |
1,289 |
60 |
133-095 |
128-195 |
4-220 |
3.6% |
0-106 |
0.3% |
55% |
False |
False |
859 |
80 |
133-095 |
128-045 |
5-050 |
3.9% |
0-080 |
0.2% |
59% |
False |
False |
644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-084 |
2.618 |
134-210 |
1.618 |
133-215 |
1.000 |
133-020 |
0.618 |
132-220 |
HIGH |
132-025 |
0.618 |
131-225 |
0.500 |
131-188 |
0.382 |
131-150 |
LOW |
131-030 |
0.618 |
130-155 |
1.000 |
130-035 |
1.618 |
129-160 |
2.618 |
128-165 |
4.250 |
126-291 |
|
|
Fisher Pivots for day following 05-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
131-188 |
131-195 |
PP |
131-143 |
131-148 |
S1 |
131-099 |
131-102 |
|