ECBOT 10 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 10-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
131-315 |
132-100 |
0-105 |
0.2% |
133-040 |
| High |
132-135 |
132-250 |
0-115 |
0.3% |
133-040 |
| Low |
131-295 |
132-100 |
0-125 |
0.3% |
132-015 |
| Close |
132-110 |
132-235 |
0-125 |
0.3% |
132-045 |
| Range |
0-160 |
0-150 |
-0-010 |
-6.3% |
1-025 |
| ATR |
0-204 |
0-200 |
-0-004 |
-1.9% |
0-000 |
| Volume |
924,123 |
1,027,376 |
103,253 |
11.2% |
5,899,425 |
|
| Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-005 |
133-270 |
132-318 |
|
| R3 |
133-175 |
133-120 |
132-276 |
|
| R2 |
133-025 |
133-025 |
132-262 |
|
| R1 |
132-290 |
132-290 |
132-249 |
132-318 |
| PP |
132-195 |
132-195 |
132-195 |
132-209 |
| S1 |
132-140 |
132-140 |
132-221 |
132-168 |
| S2 |
132-045 |
132-045 |
132-208 |
|
| S3 |
131-215 |
131-310 |
132-194 |
|
| S4 |
131-065 |
131-160 |
132-152 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-215 |
134-315 |
132-235 |
|
| R3 |
134-190 |
133-290 |
132-140 |
|
| R2 |
133-165 |
133-165 |
132-108 |
|
| R1 |
132-265 |
132-265 |
132-077 |
132-202 |
| PP |
132-140 |
132-140 |
132-140 |
132-109 |
| S1 |
131-240 |
131-240 |
132-013 |
131-178 |
| S2 |
131-115 |
131-115 |
131-302 |
|
| S3 |
130-090 |
130-215 |
131-270 |
|
| S4 |
129-065 |
129-190 |
131-175 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-030 |
131-255 |
1-095 |
1.0% |
0-194 |
0.5% |
72% |
False |
False |
1,072,225 |
| 10 |
133-045 |
131-255 |
1-110 |
1.0% |
0-190 |
0.4% |
70% |
False |
False |
1,152,321 |
| 20 |
133-045 |
131-195 |
1-170 |
1.2% |
0-189 |
0.4% |
73% |
False |
False |
1,095,474 |
| 40 |
134-075 |
130-215 |
3-180 |
2.7% |
0-221 |
0.5% |
58% |
False |
False |
1,210,870 |
| 60 |
134-075 |
129-055 |
5-020 |
3.8% |
0-200 |
0.5% |
70% |
False |
False |
1,107,570 |
| 80 |
134-075 |
128-285 |
5-110 |
4.0% |
0-188 |
0.4% |
72% |
False |
False |
832,746 |
| 100 |
134-075 |
128-140 |
5-255 |
4.4% |
0-167 |
0.4% |
74% |
False |
False |
666,350 |
| 120 |
134-075 |
127-310 |
6-085 |
4.7% |
0-140 |
0.3% |
76% |
False |
False |
555,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-248 |
|
2.618 |
134-003 |
|
1.618 |
133-173 |
|
1.000 |
133-080 |
|
0.618 |
133-023 |
|
HIGH |
132-250 |
|
0.618 |
132-193 |
|
0.500 |
132-175 |
|
0.382 |
132-157 |
|
LOW |
132-100 |
|
0.618 |
132-007 |
|
1.000 |
131-270 |
|
1.618 |
131-177 |
|
2.618 |
131-027 |
|
4.250 |
130-102 |
|
|
| Fisher Pivots for day following 10-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
132-215 |
132-188 |
| PP |
132-195 |
132-140 |
| S1 |
132-175 |
132-092 |
|