ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 08-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
132-005 |
131-005 |
-1-000 |
-0.8% |
132-035 |
High |
132-025 |
131-070 |
-0-275 |
-0.7% |
132-050 |
Low |
131-030 |
130-275 |
-0-075 |
-0.2% |
131-030 |
Close |
131-055 |
131-020 |
-0-035 |
-0.1% |
131-055 |
Range |
0-315 |
0-115 |
-0-200 |
-63.5% |
1-020 |
ATR |
0-185 |
0-180 |
-0-005 |
-2.7% |
0-000 |
Volume |
4,963 |
3,628 |
-1,335 |
-26.9% |
27,402 |
|
Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-040 |
131-305 |
131-083 |
|
R3 |
131-245 |
131-190 |
131-052 |
|
R2 |
131-130 |
131-130 |
131-041 |
|
R1 |
131-075 |
131-075 |
131-031 |
131-103 |
PP |
131-015 |
131-015 |
131-015 |
131-029 |
S1 |
130-280 |
130-280 |
131-009 |
130-308 |
S2 |
130-220 |
130-220 |
130-319 |
|
S3 |
130-105 |
130-165 |
130-308 |
|
S4 |
129-310 |
130-050 |
130-277 |
|
|
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 |
132-040 |
130-275 |
1-085 |
1.0% |
0-178 |
0.4% |
16% |
False |
True |
5,734 |
10 |
132-055 |
130-275 |
1-100 |
1.0% |
0-189 |
0.5% |
15% |
False |
True |
4,093 |
20 |
132-065 |
130-220 |
1-165 |
1.2% |
0-171 |
0.4% |
25% |
False |
False |
2,494 |
40 |
133-095 |
130-015 |
3-080 |
2.5% |
0-154 |
0.4% |
31% |
False |
False |
1,379 |
60 |
133-095 |
128-195 |
4-220 |
3.6% |
0-108 |
0.3% |
52% |
False |
False |
920 |
80 |
133-095 |
128-045 |
5-050 |
3.9% |
0-081 |
0.2% |
57% |
False |
False |
690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-239 |
2.618 |
132-051 |
1.618 |
131-256 |
1.000 |
131-185 |
0.618 |
131-141 |
HIGH |
131-070 |
0.618 |
131-026 |
0.500 |
131-013 |
0.382 |
130-319 |
LOW |
130-275 |
0.618 |
130-204 |
1.000 |
130-160 |
1.618 |
130-089 |
2.618 |
129-294 |
4.250 |
129-106 |
|
|
Fisher Pivots for day following 08-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
131-018 |
131-158 |
PP |
131-015 |
131-112 |
S1 |
131-013 |
131-066 |
|