ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 26-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2016 |
26-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
131-020 |
131-075 |
0-055 |
0.1% |
131-020 |
| High |
131-095 |
131-120 |
0-025 |
0.1% |
131-180 |
| Low |
130-310 |
130-305 |
-0-005 |
0.0% |
130-220 |
| Close |
131-035 |
131-060 |
0-025 |
0.1% |
131-060 |
| Range |
0-105 |
0-135 |
0-030 |
28.6% |
0-280 |
| ATR |
0-166 |
0-164 |
-0-002 |
-1.3% |
0-000 |
| Volume |
2,607 |
1,753 |
-854 |
-32.8% |
3,163 |
|
| Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-140 |
132-075 |
131-134 |
|
| R3 |
132-005 |
131-260 |
131-097 |
|
| R2 |
131-190 |
131-190 |
131-085 |
|
| R1 |
131-125 |
131-125 |
131-072 |
131-090 |
| PP |
131-055 |
131-055 |
131-055 |
131-037 |
| S1 |
130-310 |
130-310 |
131-048 |
130-275 |
| S2 |
130-240 |
130-240 |
131-035 |
|
| S3 |
130-105 |
130-175 |
131-023 |
|
| S4 |
129-290 |
130-040 |
130-306 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-247 |
133-113 |
131-214 |
|
| R3 |
132-287 |
132-153 |
131-137 |
|
| R2 |
132-007 |
132-007 |
131-111 |
|
| R1 |
131-193 |
131-193 |
131-086 |
131-260 |
| PP |
131-047 |
131-047 |
131-047 |
131-080 |
| S1 |
130-233 |
130-233 |
131-034 |
130-300 |
| S2 |
130-087 |
130-087 |
131-009 |
|
| S3 |
129-127 |
129-273 |
130-303 |
|
| S4 |
128-167 |
128-313 |
130-226 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-180 |
130-220 |
0-280 |
0.7% |
0-155 |
0.4% |
57% |
False |
False |
1,282 |
| 10 |
132-000 |
130-220 |
1-100 |
1.0% |
0-147 |
0.4% |
38% |
False |
False |
830 |
| 20 |
133-095 |
130-220 |
2-195 |
2.0% |
0-142 |
0.3% |
19% |
False |
False |
799 |
| 40 |
133-095 |
128-295 |
4-120 |
3.3% |
0-119 |
0.3% |
52% |
False |
False |
400 |
| 60 |
133-095 |
128-195 |
4-220 |
3.6% |
0-079 |
0.2% |
55% |
False |
False |
267 |
| 80 |
133-095 |
128-045 |
5-050 |
3.9% |
0-059 |
0.1% |
59% |
False |
False |
200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-054 |
|
2.618 |
132-153 |
|
1.618 |
132-018 |
|
1.000 |
131-255 |
|
0.618 |
131-203 |
|
HIGH |
131-120 |
|
0.618 |
131-068 |
|
0.500 |
131-052 |
|
0.382 |
131-037 |
|
LOW |
130-305 |
|
0.618 |
130-222 |
|
1.000 |
130-170 |
|
1.618 |
130-087 |
|
2.618 |
129-272 |
|
4.250 |
129-051 |
|
|
| Fisher Pivots for day following 26-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
131-057 |
131-082 |
| PP |
131-055 |
131-075 |
| S1 |
131-052 |
131-067 |
|