ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 02-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2016 |
02-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
130-255 |
130-305 |
0-050 |
0.1% |
130-130 |
High |
131-020 |
131-120 |
0-100 |
0.2% |
131-120 |
Low |
130-140 |
130-160 |
0-020 |
0.0% |
130-105 |
Close |
130-305 |
130-250 |
-0-055 |
-0.1% |
130-250 |
Range |
0-200 |
0-280 |
0-080 |
40.0% |
1-015 |
ATR |
0-175 |
0-183 |
0-007 |
4.3% |
0-000 |
Volume |
1,394,104 |
1,379,431 |
-14,673 |
-1.1% |
6,272,855 |
|
Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-163 |
133-007 |
131-084 |
|
R3 |
132-203 |
132-047 |
131-007 |
|
R2 |
131-243 |
131-243 |
130-301 |
|
R1 |
131-087 |
131-087 |
130-276 |
131-025 |
PP |
130-283 |
130-283 |
130-283 |
130-253 |
S1 |
130-127 |
130-127 |
130-224 |
130-065 |
S2 |
130-003 |
130-003 |
130-199 |
|
S3 |
129-043 |
129-167 |
130-173 |
|
S4 |
128-083 |
128-207 |
130-096 |
|
|
Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-310 |
133-135 |
131-114 |
|
R3 |
132-295 |
132-120 |
131-022 |
|
R2 |
131-280 |
131-280 |
130-311 |
|
R1 |
131-105 |
131-105 |
130-281 |
131-193 |
PP |
130-265 |
130-265 |
130-265 |
130-309 |
S1 |
130-090 |
130-090 |
130-219 |
130-178 |
S2 |
129-250 |
129-250 |
130-189 |
|
S3 |
128-235 |
129-075 |
130-158 |
|
S4 |
127-220 |
128-060 |
130-066 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-120 |
130-105 |
1-015 |
0.8% |
0-185 |
0.4% |
43% |
True |
False |
1,254,571 |
10 |
131-145 |
130-105 |
1-040 |
0.9% |
0-176 |
0.4% |
40% |
False |
False |
999,809 |
20 |
131-290 |
130-105 |
1-185 |
1.2% |
0-179 |
0.4% |
29% |
False |
False |
509,723 |
40 |
132-255 |
130-105 |
2-150 |
1.9% |
0-176 |
0.4% |
18% |
False |
False |
256,039 |
60 |
133-095 |
130-015 |
3-080 |
2.5% |
0-164 |
0.4% |
23% |
False |
False |
170,767 |
80 |
133-095 |
128-195 |
4-220 |
3.6% |
0-125 |
0.3% |
46% |
False |
False |
128,075 |
100 |
133-095 |
128-045 |
5-050 |
3.9% |
0-100 |
0.2% |
51% |
False |
False |
102,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-030 |
2.618 |
133-213 |
1.618 |
132-253 |
1.000 |
132-080 |
0.618 |
131-293 |
HIGH |
131-120 |
0.618 |
131-013 |
0.500 |
130-300 |
0.382 |
130-267 |
LOW |
130-160 |
0.618 |
129-307 |
1.000 |
129-200 |
1.618 |
129-027 |
2.618 |
128-067 |
4.250 |
126-250 |
|
|
Fisher Pivots for day following 02-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
130-300 |
130-290 |
PP |
130-283 |
130-277 |
S1 |
130-267 |
130-263 |
|