ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 12-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
130-265 |
130-095 |
-0-170 |
-0.4% |
130-225 |
High |
130-290 |
130-195 |
-0-095 |
-0.2% |
131-180 |
Low |
130-095 |
130-055 |
-0-040 |
-0.1% |
130-095 |
Close |
130-115 |
130-160 |
0-045 |
0.1% |
130-115 |
Range |
0-195 |
0-140 |
-0-055 |
-28.2% |
1-085 |
ATR |
0-187 |
0-184 |
-0-003 |
-1.8% |
0-000 |
Volume |
1,279,248 |
1,198,593 |
-80,655 |
-6.3% |
4,637,819 |
|
Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-237 |
131-178 |
130-237 |
|
R3 |
131-097 |
131-038 |
130-198 |
|
R2 |
130-277 |
130-277 |
130-186 |
|
R1 |
130-218 |
130-218 |
130-173 |
130-248 |
PP |
130-137 |
130-137 |
130-137 |
130-151 |
S1 |
130-078 |
130-078 |
130-147 |
130-108 |
S2 |
129-317 |
129-317 |
130-134 |
|
S3 |
129-177 |
129-258 |
130-122 |
|
S4 |
129-037 |
129-118 |
130-083 |
|
|
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 |
130-055 |
1-125 |
1.1% |
0-188 |
0.5% |
24% |
False |
True |
1,167,282 |
10 |
131-180 |
130-055 |
1-125 |
1.1% |
0-187 |
0.4% |
24% |
False |
True |
1,210,926 |
20 |
131-235 |
130-055 |
1-180 |
1.2% |
0-180 |
0.4% |
21% |
False |
True |
799,223 |
40 |
132-055 |
130-055 |
2-000 |
1.5% |
0-178 |
0.4% |
16% |
False |
True |
401,848 |
60 |
133-095 |
130-015 |
3-080 |
2.5% |
0-174 |
0.4% |
14% |
False |
False |
268,040 |
80 |
133-095 |
128-240 |
4-175 |
3.5% |
0-136 |
0.3% |
38% |
False |
False |
201,030 |
100 |
133-095 |
128-045 |
5-050 |
4.0% |
0-109 |
0.3% |
46% |
False |
False |
160,824 |
120 |
133-095 |
128-045 |
5-050 |
4.0% |
0-091 |
0.2% |
46% |
False |
False |
134,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-150 |
2.618 |
131-242 |
1.618 |
131-102 |
1.000 |
131-015 |
0.618 |
130-282 |
HIGH |
130-195 |
0.618 |
130-142 |
0.500 |
130-125 |
0.382 |
130-108 |
LOW |
130-055 |
0.618 |
129-288 |
1.000 |
129-235 |
1.618 |
129-148 |
2.618 |
129-008 |
4.250 |
128-100 |
|
|
Fisher Pivots for day following 12-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
130-148 |
130-258 |
PP |
130-137 |
130-225 |
S1 |
130-125 |
130-193 |
|