ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 10-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
130-310 |
131-125 |
0-135 |
0.3% |
132-035 |
High |
131-130 |
131-250 |
0-120 |
0.3% |
132-050 |
Low |
130-295 |
131-105 |
0-130 |
0.3% |
131-030 |
Close |
131-110 |
131-240 |
0-130 |
0.3% |
131-055 |
Range |
0-155 |
0-145 |
-0-010 |
-6.4% |
1-020 |
ATR |
0-178 |
0-175 |
-0-002 |
-1.3% |
0-000 |
Volume |
15,798 |
5,513 |
-10,285 |
-65.1% |
27,402 |
|
Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-313 |
132-262 |
132-000 |
|
R3 |
132-168 |
132-117 |
131-280 |
|
R2 |
132-023 |
132-023 |
131-267 |
|
R1 |
131-292 |
131-292 |
131-253 |
131-318 |
PP |
131-198 |
131-198 |
131-198 |
131-211 |
S1 |
131-147 |
131-147 |
131-227 |
131-172 |
S2 |
131-053 |
131-053 |
131-213 |
|
S3 |
130-228 |
131-002 |
131-200 |
|
S4 |
130-083 |
130-177 |
131-160 |
|
|
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% |
0-184 |
0.4% |
70% |
False |
False |
9,206 |
10 |
132-055 |
130-275 |
1-100 |
1.0% |
0-179 |
0.4% |
68% |
False |
False |
5,584 |
20 |
132-055 |
130-220 |
1-155 |
1.1% |
0-172 |
0.4% |
72% |
False |
False |
3,439 |
40 |
133-095 |
130-015 |
3-080 |
2.5% |
0-161 |
0.4% |
52% |
False |
False |
1,912 |
60 |
133-095 |
128-195 |
4-220 |
3.6% |
0-113 |
0.3% |
67% |
False |
False |
1,275 |
80 |
133-095 |
128-045 |
5-050 |
3.9% |
0-085 |
0.2% |
70% |
False |
False |
956 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-226 |
2.618 |
132-310 |
1.618 |
132-165 |
1.000 |
132-075 |
0.618 |
132-020 |
HIGH |
131-250 |
0.618 |
131-195 |
0.500 |
131-178 |
0.382 |
131-160 |
LOW |
131-105 |
0.618 |
131-015 |
1.000 |
130-280 |
1.618 |
130-190 |
2.618 |
130-045 |
4.250 |
129-129 |
|
|
Fisher Pivots for day following 10-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
131-219 |
131-194 |
PP |
131-198 |
131-148 |
S1 |
131-178 |
131-103 |
|