ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 28-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
131-070 |
131-240 |
0-170 |
0.4% |
131-020 |
| High |
131-235 |
131-265 |
0-030 |
0.1% |
131-180 |
| Low |
130-290 |
131-140 |
0-170 |
0.4% |
130-220 |
| Close |
131-195 |
131-200 |
0-005 |
0.0% |
131-060 |
| Range |
0-265 |
0-125 |
-0-140 |
-52.8% |
0-280 |
| ATR |
0-171 |
0-168 |
-0-003 |
-1.9% |
0-000 |
| Volume |
4,652 |
1,182 |
-3,470 |
-74.6% |
3,163 |
|
| Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-257 |
132-193 |
131-269 |
|
| R3 |
132-132 |
132-068 |
131-234 |
|
| R2 |
132-007 |
132-007 |
131-223 |
|
| R1 |
131-263 |
131-263 |
131-211 |
131-232 |
| PP |
131-202 |
131-202 |
131-202 |
131-186 |
| S1 |
131-138 |
131-138 |
131-189 |
131-108 |
| S2 |
131-077 |
131-077 |
131-177 |
|
| S3 |
130-272 |
131-013 |
131-166 |
|
| S4 |
130-147 |
130-208 |
131-131 |
|
|
| 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 |
131-265 |
130-290 |
0-295 |
0.7% |
0-162 |
0.4% |
78% |
True |
False |
2,093 |
| 10 |
131-265 |
130-220 |
1-045 |
0.9% |
0-158 |
0.4% |
82% |
True |
False |
1,376 |
| 20 |
133-095 |
130-220 |
2-195 |
2.0% |
0-149 |
0.4% |
36% |
False |
False |
1,083 |
| 40 |
133-095 |
129-080 |
4-015 |
3.1% |
0-128 |
0.3% |
59% |
False |
False |
546 |
| 60 |
133-095 |
128-195 |
4-220 |
3.6% |
0-086 |
0.2% |
64% |
False |
False |
364 |
| 80 |
133-095 |
128-045 |
5-050 |
3.9% |
0-064 |
0.2% |
68% |
False |
False |
273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-156 |
|
2.618 |
132-272 |
|
1.618 |
132-147 |
|
1.000 |
132-070 |
|
0.618 |
132-022 |
|
HIGH |
131-265 |
|
0.618 |
131-217 |
|
0.500 |
131-202 |
|
0.382 |
131-188 |
|
LOW |
131-140 |
|
0.618 |
131-063 |
|
1.000 |
131-015 |
|
1.618 |
130-258 |
|
2.618 |
130-133 |
|
4.250 |
129-249 |
|
|
| Fisher Pivots for day following 28-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
131-202 |
131-173 |
| PP |
131-202 |
131-145 |
| S1 |
131-201 |
131-118 |
|