ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 19-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2016 |
19-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
130-175 |
130-170 |
-0-005 |
0.0% |
130-095 |
High |
130-265 |
130-195 |
-0-070 |
-0.2% |
130-270 |
Low |
130-120 |
130-080 |
-0-040 |
-0.1% |
129-260 |
Close |
130-130 |
130-135 |
0-005 |
0.0% |
130-130 |
Range |
0-145 |
0-115 |
-0-030 |
-20.7% |
1-010 |
ATR |
0-191 |
0-186 |
-0-005 |
-2.8% |
0-000 |
Volume |
936,587 |
577,146 |
-359,441 |
-38.4% |
6,024,964 |
|
Daily Pivots for day following 19-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-162 |
131-103 |
130-198 |
|
R3 |
131-047 |
130-308 |
130-167 |
|
R2 |
130-252 |
130-252 |
130-156 |
|
R1 |
130-193 |
130-193 |
130-146 |
130-165 |
PP |
130-137 |
130-137 |
130-137 |
130-123 |
S1 |
130-078 |
130-078 |
130-124 |
130-050 |
S2 |
130-022 |
130-022 |
130-114 |
|
S3 |
129-227 |
129-283 |
130-103 |
|
S4 |
129-112 |
129-168 |
130-072 |
|
|
Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-143 |
132-307 |
130-312 |
|
R3 |
132-133 |
131-297 |
130-221 |
|
R2 |
131-123 |
131-123 |
130-191 |
|
R1 |
130-287 |
130-287 |
130-160 |
131-045 |
PP |
130-113 |
130-113 |
130-113 |
130-153 |
S1 |
129-277 |
129-277 |
130-100 |
130-035 |
S2 |
129-103 |
129-103 |
130-070 |
|
S3 |
128-093 |
128-267 |
130-039 |
|
S4 |
127-083 |
127-257 |
129-269 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
130-270 |
129-260 |
1-010 |
0.8% |
0-197 |
0.5% |
59% |
False |
False |
1,080,703 |
10 |
131-180 |
129-260 |
1-240 |
1.3% |
0-193 |
0.5% |
35% |
False |
False |
1,123,992 |
20 |
131-180 |
129-260 |
1-240 |
1.3% |
0-185 |
0.4% |
35% |
False |
False |
1,061,901 |
40 |
132-055 |
129-260 |
2-115 |
1.8% |
0-185 |
0.4% |
26% |
False |
False |
536,857 |
60 |
133-095 |
129-260 |
3-155 |
2.7% |
0-183 |
0.4% |
17% |
False |
False |
358,099 |
80 |
133-095 |
128-295 |
4-120 |
3.4% |
0-149 |
0.4% |
34% |
False |
False |
268,574 |
100 |
133-095 |
128-195 |
4-220 |
3.6% |
0-119 |
0.3% |
39% |
False |
False |
214,859 |
120 |
133-095 |
128-045 |
5-050 |
4.0% |
0-099 |
0.2% |
44% |
False |
False |
179,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-044 |
2.618 |
131-176 |
1.618 |
131-061 |
1.000 |
130-310 |
0.618 |
130-266 |
HIGH |
130-195 |
0.618 |
130-151 |
0.500 |
130-138 |
0.382 |
130-124 |
LOW |
130-080 |
0.618 |
130-009 |
1.000 |
129-285 |
1.618 |
129-214 |
2.618 |
129-099 |
4.250 |
128-231 |
|
|
Fisher Pivots for day following 19-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
130-138 |
130-153 |
PP |
130-137 |
130-147 |
S1 |
130-136 |
130-141 |
|