ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 23-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
130-285 |
131-075 |
0-110 |
0.3% |
131-205 |
High |
131-100 |
131-140 |
0-040 |
0.1% |
131-235 |
Low |
130-215 |
131-020 |
0-125 |
0.3% |
130-265 |
Close |
131-090 |
131-075 |
-0-015 |
0.0% |
130-305 |
Range |
0-205 |
0-120 |
-0-085 |
-41.5% |
0-290 |
ATR |
0-185 |
0-181 |
-0-005 |
-2.5% |
0-000 |
Volume |
57,358 |
213,114 |
155,756 |
271.6% |
149,957 |
|
Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-118 |
132-057 |
131-141 |
|
R3 |
131-318 |
131-257 |
131-108 |
|
R2 |
131-198 |
131-198 |
131-097 |
|
R1 |
131-137 |
131-137 |
131-086 |
131-135 |
PP |
131-078 |
131-078 |
131-078 |
131-078 |
S1 |
131-017 |
131-017 |
131-064 |
131-015 |
S2 |
130-278 |
130-278 |
131-053 |
|
S3 |
130-158 |
130-217 |
131-042 |
|
S4 |
130-038 |
130-097 |
131-009 |
|
|
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 |
131-160 |
130-215 |
0-265 |
0.6% |
0-163 |
0.4% |
68% |
False |
False |
77,366 |
10 |
131-290 |
130-215 |
1-075 |
0.9% |
0-188 |
0.4% |
46% |
False |
False |
44,741 |
20 |
132-055 |
130-215 |
1-160 |
1.1% |
0-189 |
0.5% |
38% |
False |
False |
25,120 |
40 |
133-095 |
130-215 |
2-200 |
2.0% |
0-166 |
0.4% |
21% |
False |
False |
12,959 |
60 |
133-095 |
128-295 |
4-120 |
3.3% |
0-142 |
0.3% |
53% |
False |
False |
8,640 |
80 |
133-095 |
128-195 |
4-220 |
3.6% |
0-107 |
0.3% |
56% |
False |
False |
6,480 |
100 |
133-095 |
128-045 |
5-050 |
3.9% |
0-085 |
0.2% |
60% |
False |
False |
5,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-010 |
2.618 |
132-134 |
1.618 |
132-014 |
1.000 |
131-260 |
0.618 |
131-214 |
HIGH |
131-140 |
0.618 |
131-094 |
0.500 |
131-080 |
0.382 |
131-066 |
LOW |
131-020 |
0.618 |
130-266 |
1.000 |
130-220 |
1.618 |
130-146 |
2.618 |
130-026 |
4.250 |
129-150 |
|
|
Fisher Pivots for day following 23-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
131-080 |
131-056 |
PP |
131-078 |
131-037 |
S1 |
131-077 |
131-018 |
|