ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 31-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
131-005 |
130-310 |
-0-015 |
0.0% |
130-285 |
High |
131-020 |
131-040 |
0-020 |
0.0% |
131-145 |
Low |
130-235 |
130-245 |
0-010 |
0.0% |
130-125 |
Close |
130-295 |
130-295 |
0-000 |
0.0% |
130-130 |
Range |
0-105 |
0-115 |
0-010 |
9.5% |
1-020 |
ATR |
0-178 |
0-173 |
-0-004 |
-2.5% |
0-000 |
Volume |
959,138 |
1,303,110 |
343,972 |
35.9% |
3,725,239 |
|
Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-005 |
131-265 |
131-038 |
|
R3 |
131-210 |
131-150 |
131-007 |
|
R2 |
131-095 |
131-095 |
130-316 |
|
R1 |
131-035 |
131-035 |
130-306 |
131-008 |
PP |
130-300 |
130-300 |
130-300 |
130-286 |
S1 |
130-240 |
130-240 |
130-284 |
130-212 |
S2 |
130-185 |
130-185 |
130-274 |
|
S3 |
130-070 |
130-125 |
130-263 |
|
S4 |
129-275 |
130-010 |
130-232 |
|
|
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% |
0-176 |
0.4% |
53% |
False |
False |
1,265,123 |
10 |
131-160 |
130-105 |
1-055 |
0.9% |
0-160 |
0.4% |
51% |
False |
False |
731,496 |
20 |
132-040 |
130-105 |
1-255 |
1.4% |
0-180 |
0.4% |
33% |
False |
False |
372,101 |
40 |
132-295 |
130-105 |
2-190 |
2.0% |
0-172 |
0.4% |
23% |
False |
False |
186,705 |
60 |
133-095 |
130-015 |
3-080 |
2.5% |
0-158 |
0.4% |
27% |
False |
False |
124,541 |
80 |
133-095 |
128-195 |
4-220 |
3.6% |
0-119 |
0.3% |
49% |
False |
False |
93,406 |
100 |
133-095 |
128-045 |
5-050 |
3.9% |
0-095 |
0.2% |
54% |
False |
False |
74,725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-209 |
2.618 |
132-021 |
1.618 |
131-226 |
1.000 |
131-155 |
0.618 |
131-111 |
HIGH |
131-040 |
0.618 |
130-316 |
0.500 |
130-302 |
0.382 |
130-289 |
LOW |
130-245 |
0.618 |
130-174 |
1.000 |
130-130 |
1.618 |
130-059 |
2.618 |
129-264 |
4.250 |
129-076 |
|
|
Fisher Pivots for day following 31-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
130-302 |
130-274 |
PP |
130-300 |
130-253 |
S1 |
130-298 |
130-232 |
|