ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 25-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
131-090 |
131-070 |
-0-020 |
0.0% |
131-205 |
High |
131-125 |
131-105 |
-0-020 |
0.0% |
131-235 |
Low |
131-045 |
131-010 |
-0-035 |
-0.1% |
130-265 |
Close |
131-080 |
131-030 |
-0-050 |
-0.1% |
130-305 |
Range |
0-080 |
0-095 |
0-015 |
18.7% |
0-290 |
ATR |
0-173 |
0-168 |
-0-006 |
-3.2% |
0-000 |
Volume |
628,470 |
1,283,739 |
655,269 |
104.3% |
149,957 |
|
Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-013 |
131-277 |
131-082 |
|
R3 |
131-238 |
131-182 |
131-056 |
|
R2 |
131-143 |
131-143 |
131-047 |
|
R1 |
131-087 |
131-087 |
131-039 |
131-068 |
PP |
131-048 |
131-048 |
131-048 |
131-039 |
S1 |
130-312 |
130-312 |
131-021 |
130-293 |
S2 |
130-273 |
130-273 |
131-013 |
|
S3 |
130-178 |
130-217 |
131-004 |
|
S4 |
130-083 |
130-122 |
130-298 |
|
|
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 |
131-140 |
130-215 |
0-245 |
0.6% |
0-138 |
0.3% |
55% |
False |
False |
452,368 |
10 |
131-290 |
130-215 |
1-075 |
0.9% |
0-166 |
0.4% |
34% |
False |
False |
234,654 |
20 |
132-055 |
130-215 |
1-160 |
1.1% |
0-178 |
0.4% |
28% |
False |
False |
120,438 |
40 |
133-095 |
130-215 |
2-200 |
2.0% |
0-164 |
0.4% |
16% |
False |
False |
60,760 |
60 |
133-095 |
129-080 |
4-015 |
3.1% |
0-145 |
0.3% |
46% |
False |
False |
40,510 |
80 |
133-095 |
128-195 |
4-220 |
3.6% |
0-109 |
0.3% |
53% |
False |
False |
30,382 |
100 |
133-095 |
128-045 |
5-050 |
3.9% |
0-087 |
0.2% |
57% |
False |
False |
24,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-189 |
2.618 |
132-034 |
1.618 |
131-259 |
1.000 |
131-200 |
0.618 |
131-164 |
HIGH |
131-105 |
0.618 |
131-069 |
0.500 |
131-058 |
0.382 |
131-046 |
LOW |
131-010 |
0.618 |
130-271 |
1.000 |
130-235 |
1.618 |
130-176 |
2.618 |
130-081 |
4.250 |
129-246 |
|
|
Fisher Pivots for day following 25-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
131-058 |
131-075 |
PP |
131-048 |
131-060 |
S1 |
131-039 |
131-045 |
|