ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 29-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
131-025 |
130-130 |
-0-215 |
-0.5% |
130-285 |
High |
131-145 |
131-010 |
-0-135 |
-0.3% |
131-145 |
Low |
130-125 |
130-105 |
-0-020 |
0.0% |
130-125 |
Close |
130-130 |
130-315 |
0-185 |
0.4% |
130-130 |
Range |
1-020 |
0-225 |
-0-115 |
-33.8% |
1-020 |
ATR |
0-180 |
0-183 |
0-003 |
1.8% |
0-000 |
Volume |
1,542,558 |
1,237,072 |
-305,486 |
-19.8% |
3,725,239 |
|
Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-285 |
132-205 |
131-119 |
|
R3 |
132-060 |
131-300 |
131-057 |
|
R2 |
131-155 |
131-155 |
131-036 |
|
R1 |
131-075 |
131-075 |
131-016 |
131-115 |
PP |
130-250 |
130-250 |
130-250 |
130-270 |
S1 |
130-170 |
130-170 |
130-294 |
130-210 |
S2 |
130-025 |
130-025 |
130-274 |
|
S3 |
129-120 |
129-265 |
130-253 |
|
S4 |
128-215 |
129-040 |
130-191 |
|
|
Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-300 |
133-075 |
130-317 |
|
R3 |
132-280 |
132-055 |
130-224 |
|
R2 |
131-260 |
131-260 |
130-192 |
|
R1 |
131-035 |
131-035 |
130-161 |
130-298 |
PP |
130-240 |
130-240 |
130-240 |
130-211 |
S1 |
130-015 |
130-015 |
130-099 |
129-278 |
S2 |
129-220 |
129-220 |
130-068 |
|
S3 |
128-200 |
128-315 |
130-037 |
|
S4 |
127-180 |
127-295 |
129-263 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-145 |
130-105 |
1-040 |
0.9% |
0-172 |
0.4% |
58% |
False |
True |
980,990 |
10 |
131-200 |
130-105 |
1-095 |
1.0% |
0-179 |
0.4% |
51% |
False |
True |
509,418 |
20 |
132-040 |
130-105 |
1-255 |
1.4% |
0-183 |
0.4% |
37% |
False |
True |
259,186 |
40 |
133-095 |
130-105 |
2-310 |
2.3% |
0-174 |
0.4% |
22% |
False |
True |
130,188 |
60 |
133-095 |
130-015 |
3-080 |
2.5% |
0-154 |
0.4% |
29% |
False |
False |
86,837 |
80 |
133-095 |
128-195 |
4-220 |
3.6% |
0-116 |
0.3% |
51% |
False |
False |
65,128 |
100 |
133-095 |
128-045 |
5-050 |
3.9% |
0-093 |
0.2% |
55% |
False |
False |
52,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-006 |
2.618 |
132-279 |
1.618 |
132-054 |
1.000 |
131-235 |
0.618 |
131-149 |
HIGH |
131-010 |
0.618 |
130-244 |
0.500 |
130-218 |
0.382 |
130-191 |
LOW |
130-105 |
0.618 |
129-286 |
1.000 |
129-200 |
1.618 |
129-061 |
2.618 |
128-156 |
4.250 |
127-109 |
|
|
Fisher Pivots for day following 29-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
130-283 |
130-305 |
PP |
130-250 |
130-295 |
S1 |
130-218 |
130-285 |
|