ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 30-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
130-130 |
131-005 |
0-195 |
0.5% |
130-285 |
High |
131-010 |
131-020 |
0-010 |
0.0% |
131-145 |
Low |
130-105 |
130-235 |
0-130 |
0.3% |
130-125 |
Close |
130-315 |
130-295 |
-0-020 |
0.0% |
130-130 |
Range |
0-225 |
0-105 |
-0-120 |
-53.3% |
1-020 |
ATR |
0-183 |
0-178 |
-0-006 |
-3.1% |
0-000 |
Volume |
1,237,072 |
959,138 |
-277,934 |
-22.5% |
3,725,239 |
|
Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-285 |
131-235 |
131-033 |
|
R3 |
131-180 |
131-130 |
131-004 |
|
R2 |
131-075 |
131-075 |
130-314 |
|
R1 |
131-025 |
131-025 |
130-305 |
130-318 |
PP |
130-290 |
130-290 |
130-290 |
130-276 |
S1 |
130-240 |
130-240 |
130-285 |
130-213 |
S2 |
130-185 |
130-185 |
130-276 |
|
S3 |
130-080 |
130-135 |
130-266 |
|
S4 |
129-295 |
130-030 |
130-237 |
|
|
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% |
0-169 |
0.4% |
53% |
False |
False |
1,130,195 |
10 |
131-160 |
130-105 |
1-055 |
0.9% |
0-166 |
0.4% |
51% |
False |
False |
603,780 |
20 |
132-040 |
130-105 |
1-255 |
1.4% |
0-180 |
0.4% |
33% |
False |
False |
307,055 |
40 |
133-095 |
130-105 |
2-310 |
2.3% |
0-173 |
0.4% |
20% |
False |
False |
154,155 |
60 |
133-095 |
130-015 |
3-080 |
2.5% |
0-156 |
0.4% |
27% |
False |
False |
102,823 |
80 |
133-095 |
128-195 |
4-220 |
3.6% |
0-117 |
0.3% |
49% |
False |
False |
77,117 |
100 |
133-095 |
128-045 |
5-050 |
3.9% |
0-094 |
0.2% |
54% |
False |
False |
61,694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-146 |
2.618 |
131-295 |
1.618 |
131-190 |
1.000 |
131-125 |
0.618 |
131-085 |
HIGH |
131-020 |
0.618 |
130-300 |
0.500 |
130-288 |
0.382 |
130-275 |
LOW |
130-235 |
0.618 |
130-170 |
1.000 |
130-130 |
1.618 |
130-065 |
2.618 |
129-280 |
4.250 |
129-109 |
|
|
Fisher Pivots for day following 30-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
130-293 |
130-292 |
PP |
130-290 |
130-288 |
S1 |
130-288 |
130-285 |
|