ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 24-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2016 |
24-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
131-075 |
131-090 |
0-015 |
0.0% |
131-205 |
High |
131-140 |
131-125 |
-0-015 |
0.0% |
131-235 |
Low |
131-020 |
131-045 |
0-025 |
0.1% |
130-265 |
Close |
131-075 |
131-080 |
0-005 |
0.0% |
130-305 |
Range |
0-120 |
0-080 |
-0-040 |
-33.3% |
0-290 |
ATR |
0-181 |
0-173 |
-0-007 |
-4.0% |
0-000 |
Volume |
213,114 |
628,470 |
415,356 |
194.9% |
149,957 |
|
Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-003 |
131-282 |
131-124 |
|
R3 |
131-243 |
131-202 |
131-102 |
|
R2 |
131-163 |
131-163 |
131-095 |
|
R1 |
131-122 |
131-122 |
131-087 |
131-102 |
PP |
131-083 |
131-083 |
131-083 |
131-074 |
S1 |
131-042 |
131-042 |
131-073 |
131-022 |
S2 |
131-003 |
131-003 |
131-065 |
|
S3 |
130-243 |
130-282 |
131-058 |
|
S4 |
130-163 |
130-202 |
131-036 |
|
|
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% |
0-145 |
0.3% |
70% |
False |
False |
197,868 |
10 |
131-290 |
130-215 |
1-075 |
0.9% |
0-181 |
0.4% |
47% |
False |
False |
107,037 |
20 |
132-055 |
130-215 |
1-160 |
1.1% |
0-180 |
0.4% |
39% |
False |
False |
56,310 |
40 |
133-095 |
130-215 |
2-200 |
2.0% |
0-165 |
0.4% |
22% |
False |
False |
28,670 |
60 |
133-095 |
128-295 |
4-120 |
3.3% |
0-143 |
0.3% |
53% |
False |
False |
19,114 |
80 |
133-095 |
128-195 |
4-220 |
3.6% |
0-108 |
0.3% |
56% |
False |
False |
14,336 |
100 |
133-095 |
128-045 |
5-050 |
3.9% |
0-086 |
0.2% |
60% |
False |
False |
11,468 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-145 |
2.618 |
132-014 |
1.618 |
131-254 |
1.000 |
131-205 |
0.618 |
131-174 |
HIGH |
131-125 |
0.618 |
131-094 |
0.500 |
131-085 |
0.382 |
131-076 |
LOW |
131-045 |
0.618 |
130-316 |
1.000 |
130-285 |
1.618 |
130-236 |
2.618 |
130-156 |
4.250 |
130-025 |
|
|
Fisher Pivots for day following 24-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
131-085 |
131-059 |
PP |
131-083 |
131-038 |
S1 |
131-082 |
131-018 |
|