ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 09-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2016 |
09-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
131-005 |
130-310 |
-0-015 |
0.0% |
132-035 |
High |
131-070 |
131-130 |
0-060 |
0.1% |
132-050 |
Low |
130-275 |
130-295 |
0-020 |
0.0% |
131-030 |
Close |
131-020 |
131-110 |
0-090 |
0.2% |
131-055 |
Range |
0-115 |
0-155 |
0-040 |
34.8% |
1-020 |
ATR |
0-180 |
0-178 |
-0-002 |
-1.0% |
0-000 |
Volume |
3,628 |
15,798 |
12,170 |
335.4% |
27,402 |
|
Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-217 |
132-158 |
131-195 |
|
R3 |
132-062 |
132-003 |
131-153 |
|
R2 |
131-227 |
131-227 |
131-138 |
|
R1 |
131-168 |
131-168 |
131-124 |
131-198 |
PP |
131-072 |
131-072 |
131-072 |
131-086 |
S1 |
131-013 |
131-013 |
131-096 |
131-043 |
S2 |
130-237 |
130-237 |
131-082 |
|
S3 |
130-082 |
130-178 |
131-067 |
|
S4 |
129-247 |
130-023 |
131-025 |
|
|
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% |
0-177 |
0.4% |
38% |
False |
False |
8,544 |
10 |
132-055 |
130-275 |
1-100 |
1.0% |
0-191 |
0.5% |
37% |
False |
False |
5,498 |
20 |
132-055 |
130-220 |
1-155 |
1.1% |
0-169 |
0.4% |
44% |
False |
False |
3,164 |
40 |
133-095 |
130-015 |
3-080 |
2.5% |
0-158 |
0.4% |
40% |
False |
False |
1,774 |
60 |
133-095 |
128-195 |
4-220 |
3.6% |
0-111 |
0.3% |
58% |
False |
False |
1,183 |
80 |
133-095 |
128-045 |
5-050 |
3.9% |
0-083 |
0.2% |
62% |
False |
False |
887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-149 |
2.618 |
132-216 |
1.618 |
132-061 |
1.000 |
131-285 |
0.618 |
131-226 |
HIGH |
131-130 |
0.618 |
131-071 |
0.500 |
131-053 |
0.382 |
131-034 |
LOW |
130-295 |
0.618 |
130-199 |
1.000 |
130-140 |
1.618 |
130-044 |
2.618 |
129-209 |
4.250 |
128-276 |
|
|
Fisher Pivots for day following 09-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
131-091 |
131-150 |
PP |
131-072 |
131-137 |
S1 |
131-053 |
131-123 |
|