ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 09-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
131-110 |
130-265 |
-0-165 |
-0.4% |
130-225 |
High |
131-140 |
130-290 |
-0-170 |
-0.4% |
131-180 |
Low |
130-215 |
130-095 |
-0-120 |
-0.3% |
130-095 |
Close |
130-230 |
130-115 |
-0-115 |
-0.3% |
130-115 |
Range |
0-245 |
0-195 |
-0-050 |
-20.4% |
1-085 |
ATR |
0-186 |
0-187 |
0-001 |
0.3% |
0-000 |
Volume |
1,255,997 |
1,279,248 |
23,251 |
1.9% |
4,637,819 |
|
Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-112 |
131-308 |
130-222 |
|
R3 |
131-237 |
131-113 |
130-169 |
|
R2 |
131-042 |
131-042 |
130-151 |
|
R1 |
130-238 |
130-238 |
130-133 |
130-203 |
PP |
130-167 |
130-167 |
130-167 |
130-149 |
S1 |
130-043 |
130-043 |
130-097 |
130-008 |
S2 |
129-292 |
129-292 |
130-079 |
|
S3 |
129-097 |
129-168 |
130-061 |
|
S4 |
128-222 |
128-293 |
130-008 |
|
|
Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-172 |
133-228 |
131-018 |
|
R3 |
133-087 |
132-143 |
130-226 |
|
R2 |
132-002 |
132-002 |
130-189 |
|
R1 |
131-058 |
131-058 |
130-152 |
130-308 |
PP |
130-237 |
130-237 |
130-237 |
130-201 |
S1 |
129-293 |
129-293 |
130-078 |
129-223 |
S2 |
129-152 |
129-152 |
130-041 |
|
S3 |
128-067 |
128-208 |
130-004 |
|
S4 |
126-302 |
127-123 |
129-212 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-180 |
130-095 |
1-085 |
1.0% |
0-216 |
0.5% |
5% |
False |
True |
1,203,450 |
10 |
131-180 |
130-095 |
1-085 |
1.0% |
0-207 |
0.5% |
5% |
False |
True |
1,245,323 |
20 |
131-290 |
130-095 |
1-195 |
1.2% |
0-186 |
0.4% |
4% |
False |
True |
739,988 |
40 |
132-055 |
130-095 |
1-280 |
1.4% |
0-180 |
0.4% |
3% |
False |
True |
371,894 |
60 |
133-095 |
130-015 |
3-080 |
2.5% |
0-173 |
0.4% |
10% |
False |
False |
248,064 |
80 |
133-095 |
128-195 |
4-220 |
3.6% |
0-135 |
0.3% |
37% |
False |
False |
186,048 |
100 |
133-095 |
128-045 |
5-050 |
4.0% |
0-108 |
0.3% |
43% |
False |
False |
148,838 |
120 |
133-095 |
128-045 |
5-050 |
4.0% |
0-090 |
0.2% |
43% |
False |
False |
124,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-159 |
2.618 |
132-161 |
1.618 |
131-286 |
1.000 |
131-165 |
0.618 |
131-091 |
HIGH |
130-290 |
0.618 |
130-216 |
0.500 |
130-193 |
0.382 |
130-170 |
LOW |
130-095 |
0.618 |
129-294 |
1.000 |
129-220 |
1.618 |
129-099 |
2.618 |
128-224 |
4.250 |
127-226 |
|
|
Fisher Pivots for day following 09-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
130-193 |
130-298 |
PP |
130-167 |
130-237 |
S1 |
130-141 |
130-176 |
|