ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 06-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2016 |
06-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
132-200 |
133-005 |
0-125 |
0.3% |
132-170 |
| High |
133-020 |
133-095 |
0-075 |
0.2% |
132-170 |
| Low |
132-200 |
132-250 |
0-050 |
0.1% |
131-250 |
| Close |
133-000 |
132-255 |
-0-065 |
-0.2% |
132-050 |
| Range |
0-140 |
0-165 |
0-025 |
17.9% |
0-240 |
| ATR |
0-176 |
0-175 |
-0-001 |
-0.5% |
0-000 |
| Volume |
471 |
1,122 |
651 |
138.2% |
2,676 |
|
| Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-162 |
134-053 |
133-026 |
|
| R3 |
133-317 |
133-208 |
132-300 |
|
| R2 |
133-152 |
133-152 |
132-285 |
|
| R1 |
133-043 |
133-043 |
132-270 |
133-015 |
| PP |
132-307 |
132-307 |
132-307 |
132-293 |
| S1 |
132-198 |
132-198 |
132-240 |
132-170 |
| S2 |
132-142 |
132-142 |
132-225 |
|
| S3 |
131-297 |
132-033 |
132-210 |
|
| S4 |
131-132 |
131-188 |
132-164 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-130 |
134-010 |
132-182 |
|
| R3 |
133-210 |
133-090 |
132-116 |
|
| R2 |
132-290 |
132-290 |
132-094 |
|
| R1 |
132-170 |
132-170 |
132-072 |
132-110 |
| PP |
132-050 |
132-050 |
132-050 |
132-020 |
| S1 |
131-250 |
131-250 |
132-028 |
131-190 |
| S2 |
131-130 |
131-130 |
132-006 |
|
| S3 |
130-210 |
131-010 |
131-304 |
|
| S4 |
129-290 |
130-090 |
131-238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-095 |
131-250 |
1-165 |
1.1% |
0-126 |
0.3% |
67% |
True |
False |
842 |
| 10 |
133-095 |
130-015 |
3-080 |
2.4% |
0-191 |
0.5% |
85% |
True |
False |
428 |
| 20 |
133-095 |
130-015 |
3-080 |
2.4% |
0-131 |
0.3% |
85% |
True |
False |
215 |
| 40 |
133-095 |
128-195 |
4-220 |
3.5% |
0-066 |
0.2% |
89% |
True |
False |
107 |
| 60 |
133-095 |
128-045 |
5-050 |
3.9% |
0-044 |
0.1% |
90% |
True |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-156 |
|
2.618 |
134-207 |
|
1.618 |
134-042 |
|
1.000 |
133-260 |
|
0.618 |
133-197 |
|
HIGH |
133-095 |
|
0.618 |
133-032 |
|
0.500 |
133-013 |
|
0.382 |
132-313 |
|
LOW |
132-250 |
|
0.618 |
132-148 |
|
1.000 |
132-085 |
|
1.618 |
131-303 |
|
2.618 |
131-138 |
|
4.250 |
130-189 |
|
|
| Fisher Pivots for day following 06-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
133-013 |
132-248 |
| PP |
132-307 |
132-240 |
| S1 |
132-281 |
132-233 |
|