ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 06-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2016 |
06-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
130-305 |
130-225 |
-0-080 |
-0.2% |
130-130 |
High |
131-120 |
131-140 |
0-020 |
0.0% |
131-120 |
Low |
130-160 |
130-195 |
0-035 |
0.1% |
130-105 |
Close |
130-250 |
131-115 |
0-185 |
0.4% |
130-250 |
Range |
0-280 |
0-265 |
-0-015 |
-5.4% |
1-015 |
ATR |
0-183 |
0-189 |
0-006 |
3.2% |
0-000 |
Volume |
1,379,431 |
1,186,108 |
-193,323 |
-14.0% |
6,272,855 |
|
Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-198 |
133-102 |
131-261 |
|
R3 |
132-253 |
132-157 |
131-188 |
|
R2 |
131-308 |
131-308 |
131-164 |
|
R1 |
131-212 |
131-212 |
131-139 |
131-260 |
PP |
131-043 |
131-043 |
131-043 |
131-068 |
S1 |
130-267 |
130-267 |
131-091 |
130-315 |
S2 |
130-098 |
130-098 |
131-066 |
|
S3 |
129-153 |
130-002 |
131-042 |
|
S4 |
128-208 |
129-057 |
130-289 |
|
|
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 |
131-140 |
130-140 |
1-000 |
0.8% |
0-193 |
0.5% |
92% |
True |
False |
1,244,378 |
10 |
131-145 |
130-105 |
1-040 |
0.9% |
0-182 |
0.4% |
92% |
False |
False |
1,112,684 |
20 |
131-290 |
130-105 |
1-185 |
1.2% |
0-187 |
0.4% |
65% |
False |
False |
568,847 |
40 |
132-065 |
130-105 |
1-280 |
1.4% |
0-179 |
0.4% |
55% |
False |
False |
285,670 |
60 |
133-095 |
130-015 |
3-080 |
2.5% |
0-165 |
0.4% |
40% |
False |
False |
190,535 |
80 |
133-095 |
128-195 |
4-220 |
3.6% |
0-128 |
0.3% |
59% |
False |
False |
142,901 |
100 |
133-095 |
128-045 |
5-050 |
3.9% |
0-102 |
0.2% |
62% |
False |
False |
114,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-306 |
2.618 |
133-194 |
1.618 |
132-249 |
1.000 |
132-085 |
0.618 |
131-304 |
HIGH |
131-140 |
0.618 |
131-039 |
0.500 |
131-008 |
0.382 |
130-296 |
LOW |
130-195 |
0.618 |
130-031 |
1.000 |
129-250 |
1.618 |
129-086 |
2.618 |
128-141 |
4.250 |
127-029 |
|
|
Fisher Pivots for day following 06-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
131-079 |
131-070 |
PP |
131-043 |
131-025 |
S1 |
131-008 |
130-300 |
|