ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 12-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
131-255 |
131-020 |
-0-235 |
-0.6% |
131-005 |
High |
131-255 |
131-290 |
0-035 |
0.1% |
131-290 |
Low |
131-010 |
131-020 |
0-010 |
0.0% |
130-275 |
Close |
131-020 |
131-180 |
0-160 |
0.4% |
131-180 |
Range |
0-245 |
0-270 |
0-025 |
10.2% |
1-015 |
ATR |
0-180 |
0-187 |
0-006 |
3.5% |
0-000 |
Volume |
7,572 |
13,904 |
6,332 |
83.6% |
46,415 |
|
Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-013 |
133-207 |
132-009 |
|
R3 |
133-063 |
132-257 |
131-254 |
|
R2 |
132-113 |
132-113 |
131-230 |
|
R1 |
131-307 |
131-307 |
131-205 |
132-050 |
PP |
131-163 |
131-163 |
131-163 |
131-195 |
S1 |
131-037 |
131-037 |
131-155 |
131-100 |
S2 |
130-213 |
130-213 |
131-130 |
|
S3 |
129-263 |
130-087 |
131-106 |
|
S4 |
128-313 |
129-137 |
131-031 |
|
|
Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-187 |
134-038 |
132-044 |
|
R3 |
133-172 |
133-023 |
131-272 |
|
R2 |
132-157 |
132-157 |
131-241 |
|
R1 |
132-008 |
132-008 |
131-211 |
132-083 |
PP |
131-142 |
131-142 |
131-142 |
131-179 |
S1 |
130-313 |
130-313 |
131-149 |
131-068 |
S2 |
130-127 |
130-127 |
131-119 |
|
S3 |
129-112 |
129-298 |
131-088 |
|
S4 |
128-097 |
128-283 |
130-316 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-290 |
130-275 |
1-015 |
0.8% |
0-186 |
0.4% |
67% |
True |
False |
9,283 |
10 |
132-050 |
130-275 |
1-095 |
1.0% |
0-186 |
0.4% |
54% |
False |
False |
7,381 |
20 |
132-055 |
130-220 |
1-155 |
1.1% |
0-177 |
0.4% |
59% |
False |
False |
4,474 |
40 |
133-095 |
130-015 |
3-080 |
2.5% |
0-171 |
0.4% |
47% |
False |
False |
2,449 |
60 |
133-095 |
128-240 |
4-175 |
3.5% |
0-122 |
0.3% |
62% |
False |
False |
1,633 |
80 |
133-095 |
128-045 |
5-050 |
3.9% |
0-091 |
0.2% |
66% |
False |
False |
1,224 |
100 |
133-095 |
128-045 |
5-050 |
3.9% |
0-073 |
0.2% |
66% |
False |
False |
979 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-158 |
2.618 |
134-037 |
1.618 |
133-087 |
1.000 |
132-240 |
0.618 |
132-137 |
HIGH |
131-290 |
0.618 |
131-187 |
0.500 |
131-155 |
0.382 |
131-123 |
LOW |
131-020 |
0.618 |
130-173 |
1.000 |
130-070 |
1.618 |
129-223 |
2.618 |
128-273 |
4.250 |
127-152 |
|
|
Fisher Pivots for day following 12-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
131-172 |
131-170 |
PP |
131-163 |
131-160 |
S1 |
131-155 |
131-150 |
|