ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 19-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
131-080 |
131-110 |
0-030 |
0.1% |
131-205 |
High |
131-160 |
131-135 |
-0-025 |
-0.1% |
131-235 |
Low |
131-030 |
130-265 |
-0-085 |
-0.2% |
130-265 |
Close |
131-125 |
130-305 |
-0-140 |
-0.3% |
130-305 |
Range |
0-130 |
0-190 |
0-060 |
46.2% |
0-290 |
ATR |
0-183 |
0-184 |
0-000 |
0.3% |
0-000 |
Volume |
11,241 |
79,160 |
67,919 |
604.2% |
149,957 |
|
Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-272 |
132-158 |
131-090 |
|
R3 |
132-082 |
131-288 |
131-037 |
|
R2 |
131-212 |
131-212 |
131-020 |
|
R1 |
131-098 |
131-098 |
131-002 |
131-060 |
PP |
131-022 |
131-022 |
131-022 |
131-002 |
S1 |
130-228 |
130-228 |
130-288 |
130-190 |
S2 |
130-152 |
130-152 |
130-270 |
|
S3 |
129-282 |
130-038 |
130-253 |
|
S4 |
129-092 |
129-168 |
130-200 |
|
|
Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-285 |
133-105 |
131-145 |
|
R3 |
132-315 |
132-135 |
131-065 |
|
R2 |
132-025 |
132-025 |
131-038 |
|
R1 |
131-165 |
131-165 |
131-012 |
131-110 |
PP |
131-055 |
131-055 |
131-055 |
131-027 |
S1 |
130-195 |
130-195 |
130-278 |
130-140 |
S2 |
130-085 |
130-085 |
130-252 |
|
S3 |
129-115 |
129-225 |
130-225 |
|
S4 |
128-145 |
128-255 |
130-145 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-235 |
130-265 |
0-290 |
0.7% |
0-178 |
0.4% |
14% |
False |
True |
29,991 |
10 |
131-290 |
130-265 |
1-025 |
0.8% |
0-182 |
0.4% |
12% |
False |
True |
19,637 |
20 |
132-055 |
130-265 |
1-110 |
1.0% |
0-185 |
0.4% |
9% |
False |
True |
11,814 |
40 |
133-095 |
130-055 |
3-040 |
2.4% |
0-182 |
0.4% |
25% |
False |
False |
6,198 |
60 |
133-095 |
128-295 |
4-120 |
3.3% |
0-137 |
0.3% |
46% |
False |
False |
4,132 |
80 |
133-095 |
128-195 |
4-220 |
3.6% |
0-102 |
0.2% |
50% |
False |
False |
3,099 |
100 |
133-095 |
128-045 |
5-050 |
3.9% |
0-082 |
0.2% |
55% |
False |
False |
2,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-303 |
2.618 |
132-312 |
1.618 |
132-122 |
1.000 |
132-005 |
0.618 |
131-252 |
HIGH |
131-135 |
0.618 |
131-062 |
0.500 |
131-040 |
0.382 |
131-018 |
LOW |
130-265 |
0.618 |
130-148 |
1.000 |
130-075 |
1.618 |
129-278 |
2.618 |
129-088 |
4.250 |
128-097 |
|
|
Fisher Pivots for day following 19-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
131-040 |
131-052 |
PP |
131-022 |
131-030 |
S1 |
131-003 |
131-007 |
|