ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 15-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
131-020 |
131-205 |
0-185 |
0.4% |
131-005 |
High |
131-290 |
131-235 |
-0-055 |
-0.1% |
131-290 |
Low |
131-020 |
131-070 |
0-050 |
0.1% |
130-275 |
Close |
131-180 |
131-085 |
-0-095 |
-0.2% |
131-180 |
Range |
0-270 |
0-165 |
-0-105 |
-38.9% |
1-015 |
ATR |
0-187 |
0-185 |
-0-002 |
-0.8% |
0-000 |
Volume |
13,904 |
18,086 |
4,182 |
30.1% |
46,415 |
|
Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-305 |
132-200 |
131-176 |
|
R3 |
132-140 |
132-035 |
131-130 |
|
R2 |
131-295 |
131-295 |
131-115 |
|
R1 |
131-190 |
131-190 |
131-100 |
131-160 |
PP |
131-130 |
131-130 |
131-130 |
131-115 |
S1 |
131-025 |
131-025 |
131-070 |
130-315 |
S2 |
130-285 |
130-285 |
131-055 |
|
S3 |
130-120 |
130-180 |
131-040 |
|
S4 |
129-275 |
130-015 |
130-314 |
|
|
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 |
130-295 |
0-315 |
0.7% |
0-196 |
0.5% |
35% |
False |
False |
12,174 |
10 |
132-040 |
130-275 |
1-085 |
1.0% |
0-187 |
0.4% |
32% |
False |
False |
8,954 |
20 |
132-055 |
130-220 |
1-155 |
1.1% |
0-178 |
0.4% |
39% |
False |
False |
5,355 |
40 |
133-095 |
130-015 |
3-080 |
2.5% |
0-169 |
0.4% |
37% |
False |
False |
2,901 |
60 |
133-095 |
128-240 |
4-175 |
3.5% |
0-125 |
0.3% |
55% |
False |
False |
1,934 |
80 |
133-095 |
128-045 |
5-050 |
3.9% |
0-093 |
0.2% |
61% |
False |
False |
1,451 |
100 |
133-095 |
128-045 |
5-050 |
3.9% |
0-075 |
0.2% |
61% |
False |
False |
1,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-296 |
2.618 |
133-027 |
1.618 |
132-182 |
1.000 |
132-080 |
0.618 |
132-017 |
HIGH |
131-235 |
0.618 |
131-172 |
0.500 |
131-153 |
0.382 |
131-133 |
LOW |
131-070 |
0.618 |
130-288 |
1.000 |
130-225 |
1.618 |
130-123 |
2.618 |
129-278 |
4.250 |
129-009 |
|
|
Fisher Pivots for day following 15-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
131-153 |
131-150 |
PP |
131-130 |
131-128 |
S1 |
131-107 |
131-107 |
|