ECBOT 10 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 14-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
132-155 |
132-235 |
0-080 |
0.2% |
133-095 |
| High |
132-300 |
132-290 |
-0-010 |
0.0% |
134-075 |
| Low |
132-150 |
132-060 |
-0-090 |
-0.2% |
133-000 |
| Close |
132-265 |
132-125 |
-0-140 |
-0.3% |
133-255 |
| Range |
0-150 |
0-230 |
0-080 |
53.3% |
1-075 |
| ATR |
0-238 |
0-238 |
-0-001 |
-0.2% |
0-000 |
| Volume |
1,201,572 |
1,366,292 |
164,720 |
13.7% |
5,182,344 |
|
| Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-208 |
134-077 |
132-252 |
|
| R3 |
133-298 |
133-167 |
132-188 |
|
| R2 |
133-068 |
133-068 |
132-167 |
|
| R1 |
132-257 |
132-257 |
132-146 |
132-208 |
| PP |
132-158 |
132-158 |
132-158 |
132-134 |
| S1 |
132-027 |
132-027 |
132-104 |
131-298 |
| S2 |
131-248 |
131-248 |
132-083 |
|
| S3 |
131-018 |
131-117 |
132-062 |
|
| S4 |
130-108 |
130-207 |
131-318 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-122 |
136-263 |
134-152 |
|
| R3 |
136-047 |
135-188 |
134-044 |
|
| R2 |
134-292 |
134-292 |
134-007 |
|
| R1 |
134-113 |
134-113 |
133-291 |
134-202 |
| PP |
133-217 |
133-217 |
133-217 |
133-261 |
| S1 |
133-038 |
133-038 |
133-219 |
133-128 |
| S2 |
132-142 |
132-142 |
133-183 |
|
| S3 |
131-067 |
131-283 |
133-146 |
|
| S4 |
129-312 |
130-208 |
133-038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134-005 |
132-060 |
1-265 |
1.4% |
0-243 |
0.6% |
11% |
False |
True |
1,277,538 |
| 10 |
134-075 |
132-060 |
2-015 |
1.5% |
0-248 |
0.6% |
10% |
False |
True |
1,340,443 |
| 20 |
134-075 |
130-215 |
3-180 |
2.7% |
0-253 |
0.6% |
48% |
False |
False |
1,337,630 |
| 40 |
134-075 |
129-055 |
5-020 |
3.8% |
0-209 |
0.5% |
64% |
False |
False |
1,146,791 |
| 60 |
134-075 |
128-285 |
5-110 |
4.0% |
0-190 |
0.4% |
65% |
False |
False |
767,914 |
| 80 |
134-075 |
128-140 |
5-255 |
4.4% |
0-163 |
0.4% |
68% |
False |
False |
576,147 |
| 100 |
134-075 |
127-310 |
6-085 |
4.7% |
0-133 |
0.3% |
71% |
False |
False |
460,918 |
| 120 |
134-075 |
127-105 |
6-290 |
5.2% |
0-111 |
0.3% |
73% |
False |
False |
384,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-308 |
|
2.618 |
134-252 |
|
1.618 |
134-022 |
|
1.000 |
133-200 |
|
0.618 |
133-112 |
|
HIGH |
132-290 |
|
0.618 |
132-202 |
|
0.500 |
132-175 |
|
0.382 |
132-148 |
|
LOW |
132-060 |
|
0.618 |
131-238 |
|
1.000 |
131-150 |
|
1.618 |
131-008 |
|
2.618 |
130-098 |
|
4.250 |
129-042 |
|
|
| Fisher Pivots for day following 14-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
132-175 |
132-230 |
| PP |
132-158 |
132-195 |
| S1 |
132-142 |
132-160 |
|