ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 14-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
130-175 |
130-010 |
-0-165 |
-0.4% |
130-225 |
High |
130-255 |
130-155 |
-0-100 |
-0.2% |
131-180 |
Low |
129-260 |
129-300 |
0-040 |
0.1% |
130-095 |
Close |
129-315 |
130-140 |
0-145 |
0.3% |
130-115 |
Range |
0-315 |
0-175 |
-0-140 |
-44.4% |
1-085 |
ATR |
0-193 |
0-192 |
-0-001 |
-0.7% |
0-000 |
Volume |
1,440,609 |
1,056,684 |
-383,925 |
-26.7% |
4,637,819 |
|
Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-297 |
131-233 |
130-236 |
|
R3 |
131-122 |
131-058 |
130-188 |
|
R2 |
130-267 |
130-267 |
130-172 |
|
R1 |
130-203 |
130-203 |
130-156 |
130-235 |
PP |
130-092 |
130-092 |
130-092 |
130-108 |
S1 |
130-028 |
130-028 |
130-124 |
130-060 |
S2 |
129-237 |
129-237 |
130-108 |
|
S3 |
129-062 |
129-173 |
130-092 |
|
S4 |
128-207 |
128-318 |
130-044 |
|
|
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 |
131-140 |
129-260 |
1-200 |
1.2% |
0-214 |
0.5% |
38% |
False |
False |
1,246,226 |
10 |
131-180 |
129-260 |
1-240 |
1.3% |
0-203 |
0.5% |
36% |
False |
False |
1,241,035 |
20 |
131-180 |
129-260 |
1-240 |
1.3% |
0-184 |
0.4% |
36% |
False |
False |
922,407 |
40 |
132-055 |
129-260 |
2-115 |
1.8% |
0-186 |
0.4% |
26% |
False |
False |
464,253 |
60 |
133-095 |
129-260 |
3-155 |
2.7% |
0-178 |
0.4% |
18% |
False |
False |
309,662 |
80 |
133-095 |
128-240 |
4-175 |
3.5% |
0-142 |
0.3% |
37% |
False |
False |
232,246 |
100 |
133-095 |
128-045 |
5-050 |
4.0% |
0-114 |
0.3% |
45% |
False |
False |
185,797 |
120 |
133-095 |
128-045 |
5-050 |
4.0% |
0-095 |
0.2% |
45% |
False |
False |
154,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-259 |
2.618 |
131-293 |
1.618 |
131-118 |
1.000 |
131-010 |
0.618 |
130-263 |
HIGH |
130-155 |
0.618 |
130-088 |
0.500 |
130-068 |
0.382 |
130-047 |
LOW |
129-300 |
0.618 |
129-192 |
1.000 |
129-125 |
1.618 |
129-017 |
2.618 |
128-162 |
4.250 |
127-196 |
|
|
Fisher Pivots for day following 14-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
130-116 |
130-126 |
PP |
130-092 |
130-112 |
S1 |
130-068 |
130-098 |
|