ECBOT 10 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 01-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2016 |
01-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
132-210 |
133-040 |
0-150 |
0.4% |
132-040 |
| High |
133-045 |
133-040 |
-0-005 |
0.0% |
133-045 |
| Low |
132-035 |
132-180 |
0-145 |
0.3% |
131-265 |
| Close |
133-015 |
132-255 |
-0-080 |
-0.2% |
133-015 |
| Range |
1-010 |
0-180 |
-0-150 |
-45.5% |
1-100 |
| ATR |
0-215 |
0-213 |
-0-003 |
-1.2% |
0-000 |
| Volume |
1,584,235 |
1,025,550 |
-558,685 |
-35.3% |
5,620,277 |
|
| Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-165 |
134-070 |
133-034 |
|
| R3 |
133-305 |
133-210 |
132-304 |
|
| R2 |
133-125 |
133-125 |
132-288 |
|
| R1 |
133-030 |
133-030 |
132-272 |
132-308 |
| PP |
132-265 |
132-265 |
132-265 |
132-244 |
| S1 |
132-170 |
132-170 |
132-238 |
132-128 |
| S2 |
132-085 |
132-085 |
132-222 |
|
| S3 |
131-225 |
131-310 |
132-206 |
|
| S4 |
131-045 |
131-130 |
132-156 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-195 |
136-045 |
133-246 |
|
| R3 |
135-095 |
134-265 |
133-130 |
|
| R2 |
133-315 |
133-315 |
133-092 |
|
| R1 |
133-165 |
133-165 |
133-054 |
133-240 |
| PP |
132-215 |
132-215 |
132-215 |
132-252 |
| S1 |
132-065 |
132-065 |
132-296 |
132-140 |
| S2 |
131-115 |
131-115 |
132-258 |
|
| S3 |
130-015 |
130-285 |
132-220 |
|
| S4 |
128-235 |
129-185 |
132-104 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-045 |
131-265 |
1-100 |
1.0% |
0-213 |
0.5% |
74% |
False |
False |
1,182,637 |
| 10 |
133-045 |
131-195 |
1-170 |
1.2% |
0-190 |
0.4% |
78% |
False |
False |
1,064,789 |
| 20 |
134-075 |
131-195 |
2-200 |
2.0% |
0-211 |
0.5% |
45% |
False |
False |
1,142,668 |
| 40 |
134-075 |
130-200 |
3-195 |
2.7% |
0-213 |
0.5% |
60% |
False |
False |
1,199,766 |
| 60 |
134-075 |
129-055 |
5-020 |
3.8% |
0-197 |
0.5% |
72% |
False |
False |
979,226 |
| 80 |
134-075 |
128-285 |
5-110 |
4.0% |
0-179 |
0.4% |
73% |
False |
False |
735,301 |
| 100 |
134-075 |
127-310 |
6-085 |
4.7% |
0-155 |
0.4% |
77% |
False |
False |
588,308 |
| 120 |
134-075 |
127-310 |
6-085 |
4.7% |
0-130 |
0.3% |
77% |
False |
False |
490,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-165 |
|
2.618 |
134-191 |
|
1.618 |
134-011 |
|
1.000 |
133-220 |
|
0.618 |
133-151 |
|
HIGH |
133-040 |
|
0.618 |
132-291 |
|
0.500 |
132-270 |
|
0.382 |
132-249 |
|
LOW |
132-180 |
|
0.618 |
132-069 |
|
1.000 |
132-000 |
|
1.618 |
131-209 |
|
2.618 |
131-029 |
|
4.250 |
130-055 |
|
|
| Fisher Pivots for day following 01-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
132-270 |
132-237 |
| PP |
132-265 |
132-218 |
| S1 |
132-260 |
132-200 |
|