ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 07-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
130-225 |
131-135 |
0-230 |
0.5% |
130-130 |
High |
131-140 |
131-180 |
0-040 |
0.1% |
131-120 |
Low |
130-195 |
131-085 |
0-210 |
0.5% |
130-105 |
Close |
131-115 |
131-115 |
0-000 |
0.0% |
130-250 |
Range |
0-265 |
0-095 |
-0-170 |
-64.1% |
1-015 |
ATR |
0-189 |
0-182 |
-0-007 |
-3.5% |
0-000 |
Volume |
1,186,108 |
916,466 |
-269,642 |
-22.7% |
6,272,855 |
|
Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-092 |
132-038 |
131-167 |
|
R3 |
131-317 |
131-263 |
131-141 |
|
R2 |
131-222 |
131-222 |
131-132 |
|
R1 |
131-168 |
131-168 |
131-124 |
131-148 |
PP |
131-127 |
131-127 |
131-127 |
131-116 |
S1 |
131-073 |
131-073 |
131-106 |
131-052 |
S2 |
131-032 |
131-032 |
131-098 |
|
S3 |
130-257 |
130-298 |
131-089 |
|
S4 |
130-162 |
130-203 |
131-063 |
|
|
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 |
131-180 |
130-140 |
1-040 |
0.9% |
0-191 |
0.5% |
82% |
True |
False |
1,235,843 |
10 |
131-180 |
130-105 |
1-075 |
0.9% |
0-180 |
0.4% |
84% |
True |
False |
1,183,019 |
20 |
131-290 |
130-105 |
1-185 |
1.2% |
0-184 |
0.4% |
65% |
False |
False |
613,880 |
40 |
132-055 |
130-105 |
1-270 |
1.4% |
0-176 |
0.4% |
56% |
False |
False |
308,522 |
60 |
133-095 |
130-015 |
3-080 |
2.5% |
0-167 |
0.4% |
40% |
False |
False |
205,810 |
80 |
133-095 |
128-195 |
4-220 |
3.6% |
0-129 |
0.3% |
59% |
False |
False |
154,357 |
100 |
133-095 |
128-045 |
5-050 |
3.9% |
0-103 |
0.2% |
62% |
False |
False |
123,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-264 |
2.618 |
132-109 |
1.618 |
132-014 |
1.000 |
131-275 |
0.618 |
131-239 |
HIGH |
131-180 |
0.618 |
131-144 |
0.500 |
131-132 |
0.382 |
131-121 |
LOW |
131-085 |
0.618 |
131-026 |
1.000 |
130-310 |
1.618 |
130-251 |
2.618 |
130-156 |
4.250 |
130-001 |
|
|
Fisher Pivots for day following 07-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
131-132 |
131-080 |
PP |
131-127 |
131-045 |
S1 |
131-121 |
131-010 |
|