ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 16-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
131-205 |
131-125 |
-0-080 |
-0.2% |
131-005 |
High |
131-235 |
131-200 |
-0-035 |
-0.1% |
131-290 |
Low |
131-070 |
130-285 |
-0-105 |
-0.3% |
130-275 |
Close |
131-085 |
131-005 |
-0-080 |
-0.2% |
131-180 |
Range |
0-165 |
0-235 |
0-070 |
42.4% |
1-015 |
ATR |
0-185 |
0-189 |
0-004 |
1.9% |
0-000 |
Volume |
18,086 |
15,511 |
-2,575 |
-14.2% |
46,415 |
|
Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-122 |
132-298 |
131-134 |
|
R3 |
132-207 |
132-063 |
131-070 |
|
R2 |
131-292 |
131-292 |
131-048 |
|
R1 |
131-148 |
131-148 |
131-027 |
131-102 |
PP |
131-057 |
131-057 |
131-057 |
131-034 |
S1 |
130-233 |
130-233 |
130-303 |
130-187 |
S2 |
130-142 |
130-142 |
130-282 |
|
S3 |
129-227 |
129-318 |
130-260 |
|
S4 |
128-312 |
129-083 |
130-196 |
|
|
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 |
130-285 |
1-005 |
0.8% |
0-212 |
0.5% |
12% |
False |
True |
12,117 |
10 |
132-040 |
130-275 |
1-085 |
1.0% |
0-194 |
0.5% |
12% |
False |
False |
10,330 |
20 |
132-055 |
130-220 |
1-155 |
1.1% |
0-187 |
0.4% |
22% |
False |
False |
6,099 |
40 |
133-095 |
130-015 |
3-080 |
2.5% |
0-175 |
0.4% |
30% |
False |
False |
3,289 |
60 |
133-095 |
128-240 |
4-175 |
3.5% |
0-129 |
0.3% |
50% |
False |
False |
2,193 |
80 |
133-095 |
128-045 |
5-050 |
3.9% |
0-096 |
0.2% |
56% |
False |
False |
1,644 |
100 |
133-095 |
128-045 |
5-050 |
3.9% |
0-077 |
0.2% |
56% |
False |
False |
1,315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-239 |
2.618 |
133-175 |
1.618 |
132-260 |
1.000 |
132-115 |
0.618 |
132-025 |
HIGH |
131-200 |
0.618 |
131-110 |
0.500 |
131-082 |
0.382 |
131-055 |
LOW |
130-285 |
0.618 |
130-140 |
1.000 |
130-050 |
1.618 |
129-225 |
2.618 |
128-310 |
4.250 |
127-246 |
|
|
Fisher Pivots for day following 16-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
131-082 |
131-128 |
PP |
131-057 |
131-087 |
S1 |
131-031 |
131-046 |
|