ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 11-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
131-125 |
131-255 |
0-130 |
0.3% |
132-035 |
High |
131-250 |
131-255 |
0-005 |
0.0% |
132-050 |
Low |
131-105 |
131-010 |
-0-095 |
-0.2% |
131-030 |
Close |
131-240 |
131-020 |
-0-220 |
-0.5% |
131-055 |
Range |
0-145 |
0-245 |
0-100 |
68.9% |
1-020 |
ATR |
0-175 |
0-180 |
0-005 |
2.8% |
0-000 |
Volume |
5,513 |
7,572 |
2,059 |
37.3% |
27,402 |
|
Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-190 |
133-030 |
131-155 |
|
R3 |
132-265 |
132-105 |
131-087 |
|
R2 |
132-020 |
132-020 |
131-065 |
|
R1 |
131-180 |
131-180 |
131-042 |
131-138 |
PP |
131-095 |
131-095 |
131-095 |
131-074 |
S1 |
130-255 |
130-255 |
130-318 |
130-213 |
S2 |
130-170 |
130-170 |
130-295 |
|
S3 |
129-245 |
130-010 |
130-273 |
|
S4 |
129-000 |
129-085 |
130-205 |
|
|
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 |
132-025 |
130-275 |
1-070 |
0.9% |
0-195 |
0.5% |
17% |
False |
False |
7,494 |
10 |
132-055 |
130-275 |
1-100 |
1.0% |
0-191 |
0.5% |
15% |
False |
False |
6,223 |
20 |
132-055 |
130-220 |
1-155 |
1.1% |
0-174 |
0.4% |
25% |
False |
False |
3,799 |
40 |
133-095 |
130-015 |
3-080 |
2.5% |
0-166 |
0.4% |
31% |
False |
False |
2,101 |
60 |
133-095 |
128-195 |
4-220 |
3.6% |
0-117 |
0.3% |
52% |
False |
False |
1,401 |
80 |
133-095 |
128-045 |
5-050 |
3.9% |
0-088 |
0.2% |
57% |
False |
False |
1,051 |
100 |
133-095 |
128-045 |
5-050 |
3.9% |
0-070 |
0.2% |
57% |
False |
False |
840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-016 |
2.618 |
133-256 |
1.618 |
133-011 |
1.000 |
132-180 |
0.618 |
132-086 |
HIGH |
131-255 |
0.618 |
131-161 |
0.500 |
131-133 |
0.382 |
131-104 |
LOW |
131-010 |
0.618 |
130-179 |
1.000 |
130-085 |
1.618 |
129-254 |
2.618 |
129-009 |
4.250 |
127-249 |
|
|
Fisher Pivots for day following 11-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
131-133 |
131-115 |
PP |
131-095 |
131-083 |
S1 |
131-058 |
131-052 |
|