ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 26-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2016 |
26-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
130-295 |
131-020 |
0-045 |
0.1% |
130-170 |
High |
131-025 |
131-145 |
0-120 |
0.3% |
131-030 |
Low |
130-275 |
131-000 |
0-045 |
0.1% |
130-020 |
Close |
131-010 |
131-100 |
0-090 |
0.2% |
131-010 |
Range |
0-070 |
0-145 |
0-075 |
107.2% |
1-010 |
ATR |
0-175 |
0-173 |
-0-002 |
-1.2% |
0-000 |
Volume |
719,773 |
828,179 |
108,406 |
15.1% |
4,276,158 |
|
Daily Pivots for day following 26-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-197 |
132-133 |
131-180 |
|
R3 |
132-052 |
131-308 |
131-140 |
|
R2 |
131-227 |
131-227 |
131-127 |
|
R1 |
131-163 |
131-163 |
131-113 |
131-195 |
PP |
131-082 |
131-082 |
131-082 |
131-097 |
S1 |
131-018 |
131-018 |
131-087 |
131-050 |
S2 |
130-257 |
130-257 |
131-073 |
|
S3 |
130-112 |
130-193 |
131-060 |
|
S4 |
129-287 |
130-048 |
131-020 |
|
|
Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-263 |
133-147 |
131-192 |
|
R3 |
132-253 |
132-137 |
131-101 |
|
R2 |
131-243 |
131-243 |
131-071 |
|
R1 |
131-127 |
131-127 |
131-040 |
131-185 |
PP |
130-233 |
130-233 |
130-233 |
130-263 |
S1 |
130-117 |
130-117 |
130-300 |
130-175 |
S2 |
129-223 |
129-223 |
130-270 |
|
S3 |
128-213 |
129-107 |
130-239 |
|
S4 |
127-203 |
128-097 |
130-149 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-145 |
130-020 |
1-125 |
1.1% |
0-141 |
0.3% |
90% |
True |
False |
905,438 |
10 |
131-145 |
129-260 |
1-205 |
1.2% |
0-169 |
0.4% |
91% |
True |
False |
993,070 |
20 |
131-180 |
129-260 |
1-240 |
1.3% |
0-178 |
0.4% |
86% |
False |
False |
1,101,998 |
40 |
132-050 |
129-260 |
2-110 |
1.8% |
0-179 |
0.4% |
64% |
False |
False |
649,724 |
60 |
133-095 |
129-260 |
3-155 |
2.7% |
0-173 |
0.4% |
43% |
False |
False |
433,549 |
80 |
133-095 |
129-260 |
3-155 |
2.7% |
0-157 |
0.4% |
43% |
False |
False |
325,164 |
100 |
133-095 |
128-195 |
4-220 |
3.6% |
0-126 |
0.3% |
58% |
False |
False |
260,131 |
120 |
133-095 |
128-045 |
5-050 |
3.9% |
0-105 |
0.2% |
62% |
False |
False |
216,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-121 |
2.618 |
132-205 |
1.618 |
132-060 |
1.000 |
131-290 |
0.618 |
131-235 |
HIGH |
131-145 |
0.618 |
131-090 |
0.500 |
131-072 |
0.382 |
131-055 |
LOW |
131-000 |
0.618 |
130-230 |
1.000 |
130-175 |
1.618 |
130-085 |
2.618 |
129-260 |
4.250 |
129-024 |
|
|
Fisher Pivots for day following 26-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
131-091 |
131-073 |
PP |
131-082 |
131-045 |
S1 |
131-072 |
131-018 |
|