ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 08-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
131-135 |
131-110 |
-0-025 |
-0.1% |
130-130 |
High |
131-180 |
131-140 |
-0-040 |
-0.1% |
131-120 |
Low |
131-085 |
130-215 |
-0-190 |
-0.5% |
130-105 |
Close |
131-115 |
130-230 |
-0-205 |
-0.5% |
130-250 |
Range |
0-095 |
0-245 |
0-150 |
157.9% |
1-015 |
ATR |
0-182 |
0-186 |
0-005 |
2.5% |
0-000 |
Volume |
916,466 |
1,255,997 |
339,531 |
37.0% |
6,272,855 |
|
Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-077 |
132-238 |
131-045 |
|
R3 |
132-152 |
131-313 |
130-297 |
|
R2 |
131-227 |
131-227 |
130-275 |
|
R1 |
131-068 |
131-068 |
130-252 |
131-025 |
PP |
130-302 |
130-302 |
130-302 |
130-280 |
S1 |
130-143 |
130-143 |
130-208 |
130-100 |
S2 |
130-057 |
130-057 |
130-185 |
|
S3 |
129-132 |
129-218 |
130-163 |
|
S4 |
128-207 |
128-293 |
130-095 |
|
|
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% |
0-217 |
0.5% |
25% |
False |
False |
1,226,421 |
10 |
131-180 |
130-105 |
1-075 |
0.9% |
0-196 |
0.5% |
32% |
False |
False |
1,245,772 |
20 |
131-290 |
130-105 |
1-185 |
1.2% |
0-189 |
0.5% |
25% |
False |
False |
676,404 |
40 |
132-055 |
130-105 |
1-270 |
1.4% |
0-180 |
0.4% |
21% |
False |
False |
339,922 |
60 |
133-095 |
130-015 |
3-080 |
2.5% |
0-170 |
0.4% |
21% |
False |
False |
226,743 |
80 |
133-095 |
128-195 |
4-220 |
3.6% |
0-132 |
0.3% |
45% |
False |
False |
170,057 |
100 |
133-095 |
128-045 |
5-050 |
3.9% |
0-106 |
0.3% |
50% |
False |
False |
136,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-221 |
2.618 |
133-141 |
1.618 |
132-216 |
1.000 |
132-065 |
0.618 |
131-291 |
HIGH |
131-140 |
0.618 |
131-046 |
0.500 |
131-018 |
0.382 |
130-309 |
LOW |
130-215 |
0.618 |
130-064 |
1.000 |
129-290 |
1.618 |
129-139 |
2.618 |
128-214 |
4.250 |
127-134 |
|
|
Fisher Pivots for day following 08-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
131-018 |
131-028 |
PP |
130-302 |
130-308 |
S1 |
130-266 |
130-269 |
|