ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 17-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
131-125 |
131-020 |
-0-105 |
-0.2% |
131-005 |
High |
131-200 |
131-120 |
-0-080 |
-0.2% |
131-290 |
Low |
130-285 |
130-270 |
-0-015 |
0.0% |
130-275 |
Close |
131-005 |
131-040 |
0-035 |
0.1% |
131-180 |
Range |
0-235 |
0-170 |
-0-065 |
-27.7% |
1-015 |
ATR |
0-189 |
0-187 |
-0-001 |
-0.7% |
0-000 |
Volume |
15,511 |
25,959 |
10,448 |
67.4% |
46,415 |
|
Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-227 |
132-143 |
131-133 |
|
R3 |
132-057 |
131-293 |
131-087 |
|
R2 |
131-207 |
131-207 |
131-071 |
|
R1 |
131-123 |
131-123 |
131-056 |
131-165 |
PP |
131-037 |
131-037 |
131-037 |
131-058 |
S1 |
130-273 |
130-273 |
131-024 |
130-315 |
S2 |
130-187 |
130-187 |
131-009 |
|
S3 |
130-017 |
130-103 |
130-313 |
|
S4 |
129-167 |
129-253 |
130-267 |
|
|
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 |
130-270 |
1-020 |
0.8% |
0-217 |
0.5% |
26% |
False |
True |
16,206 |
10 |
132-040 |
130-270 |
1-090 |
1.0% |
0-200 |
0.5% |
22% |
False |
True |
12,706 |
20 |
132-055 |
130-220 |
1-155 |
1.1% |
0-189 |
0.5% |
29% |
False |
False |
7,381 |
40 |
133-095 |
130-015 |
3-080 |
2.5% |
0-179 |
0.4% |
33% |
False |
False |
3,938 |
60 |
133-095 |
128-240 |
4-175 |
3.5% |
0-131 |
0.3% |
52% |
False |
False |
2,625 |
80 |
133-095 |
128-045 |
5-050 |
3.9% |
0-098 |
0.2% |
58% |
False |
False |
1,969 |
100 |
133-095 |
128-045 |
5-050 |
3.9% |
0-079 |
0.2% |
58% |
False |
False |
1,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-202 |
2.618 |
132-245 |
1.618 |
132-075 |
1.000 |
131-290 |
0.618 |
131-225 |
HIGH |
131-120 |
0.618 |
131-055 |
0.500 |
131-035 |
0.382 |
131-015 |
LOW |
130-270 |
0.618 |
130-165 |
1.000 |
130-100 |
1.618 |
129-315 |
2.618 |
129-145 |
4.250 |
128-188 |
|
|
Fisher Pivots for day following 17-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
131-038 |
131-093 |
PP |
131-037 |
131-075 |
S1 |
131-035 |
131-058 |
|