ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 22-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2016 |
22-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
130-155 |
130-225 |
0-070 |
0.2% |
130-095 |
High |
130-235 |
131-030 |
0-115 |
0.3% |
130-270 |
Low |
130-020 |
130-210 |
0-190 |
0.5% |
129-260 |
Close |
130-190 |
130-275 |
0-085 |
0.2% |
130-130 |
Range |
0-215 |
0-140 |
-0-075 |
-34.9% |
1-010 |
ATR |
0-185 |
0-183 |
-0-002 |
-0.9% |
0-000 |
Volume |
1,115,107 |
1,077,100 |
-38,007 |
-3.4% |
6,024,964 |
|
Daily Pivots for day following 22-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-058 |
131-307 |
131-032 |
|
R3 |
131-238 |
131-167 |
130-314 |
|
R2 |
131-098 |
131-098 |
130-301 |
|
R1 |
131-027 |
131-027 |
130-288 |
131-063 |
PP |
130-278 |
130-278 |
130-278 |
130-296 |
S1 |
130-207 |
130-207 |
130-262 |
130-243 |
S2 |
130-138 |
130-138 |
130-249 |
|
S3 |
129-318 |
130-067 |
130-237 |
|
S4 |
129-178 |
129-247 |
130-198 |
|
|
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 |
131-030 |
130-020 |
1-010 |
0.8% |
0-150 |
0.4% |
77% |
True |
False |
898,594 |
10 |
131-030 |
129-260 |
1-090 |
1.0% |
0-181 |
0.4% |
82% |
True |
False |
1,086,059 |
20 |
131-180 |
129-260 |
1-240 |
1.3% |
0-189 |
0.5% |
60% |
False |
False |
1,165,916 |
40 |
132-055 |
129-260 |
2-115 |
1.8% |
0-184 |
0.4% |
44% |
False |
False |
611,113 |
60 |
133-095 |
129-260 |
3-155 |
2.7% |
0-173 |
0.4% |
30% |
False |
False |
407,752 |
80 |
133-095 |
128-295 |
4-120 |
3.3% |
0-155 |
0.4% |
44% |
False |
False |
305,815 |
100 |
133-095 |
128-195 |
4-220 |
3.6% |
0-124 |
0.3% |
48% |
False |
False |
244,652 |
120 |
133-095 |
128-045 |
5-050 |
3.9% |
0-103 |
0.2% |
53% |
False |
False |
203,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-305 |
2.618 |
132-077 |
1.618 |
131-257 |
1.000 |
131-170 |
0.618 |
131-117 |
HIGH |
131-030 |
0.618 |
130-297 |
0.500 |
130-280 |
0.382 |
130-263 |
LOW |
130-210 |
0.618 |
130-123 |
1.000 |
130-070 |
1.618 |
129-303 |
2.618 |
129-163 |
4.250 |
128-255 |
|
|
Fisher Pivots for day following 22-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
130-280 |
130-245 |
PP |
130-278 |
130-215 |
S1 |
130-277 |
130-185 |
|