ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 29-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2016 |
29-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
131-240 |
131-255 |
0-015 |
0.0% |
131-020 |
| High |
131-265 |
132-055 |
0-110 |
0.3% |
132-055 |
| Low |
131-140 |
131-060 |
-0-080 |
-0.2% |
130-290 |
| Close |
131-200 |
132-035 |
0-155 |
0.4% |
132-035 |
| Range |
0-125 |
0-315 |
0-190 |
152.0% |
1-085 |
| ATR |
0-168 |
0-179 |
0-010 |
6.2% |
0-000 |
| Volume |
1,182 |
2,321 |
1,139 |
96.4% |
12,515 |
|
| Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-248 |
134-137 |
132-208 |
|
| R3 |
133-253 |
133-142 |
132-122 |
|
| R2 |
132-258 |
132-258 |
132-093 |
|
| R1 |
132-147 |
132-147 |
132-064 |
132-203 |
| PP |
131-263 |
131-263 |
131-263 |
131-291 |
| S1 |
131-152 |
131-152 |
132-006 |
131-208 |
| S2 |
130-268 |
130-268 |
131-297 |
|
| S3 |
129-273 |
130-157 |
131-268 |
|
| S4 |
128-278 |
129-162 |
131-182 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-168 |
135-027 |
132-258 |
|
| R3 |
134-083 |
133-262 |
132-146 |
|
| R2 |
132-318 |
132-318 |
132-109 |
|
| R1 |
132-177 |
132-177 |
132-072 |
132-248 |
| PP |
131-233 |
131-233 |
131-233 |
131-269 |
| S1 |
131-092 |
131-092 |
131-318 |
131-163 |
| S2 |
130-148 |
130-148 |
131-281 |
|
| S3 |
129-063 |
130-007 |
131-244 |
|
| S4 |
127-298 |
128-242 |
131-132 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-055 |
130-290 |
1-085 |
1.0% |
0-189 |
0.4% |
95% |
True |
False |
2,503 |
| 10 |
132-055 |
130-220 |
1-155 |
1.1% |
0-167 |
0.4% |
96% |
True |
False |
1,567 |
| 20 |
133-095 |
130-220 |
2-195 |
2.0% |
0-160 |
0.4% |
54% |
False |
False |
1,198 |
| 40 |
133-095 |
130-015 |
3-080 |
2.5% |
0-136 |
0.3% |
63% |
False |
False |
604 |
| 60 |
133-095 |
128-195 |
4-220 |
3.5% |
0-091 |
0.2% |
75% |
False |
False |
402 |
| 80 |
133-095 |
128-045 |
5-050 |
3.9% |
0-068 |
0.2% |
77% |
False |
False |
302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-114 |
|
2.618 |
134-240 |
|
1.618 |
133-245 |
|
1.000 |
133-050 |
|
0.618 |
132-250 |
|
HIGH |
132-055 |
|
0.618 |
131-255 |
|
0.500 |
131-218 |
|
0.382 |
131-180 |
|
LOW |
131-060 |
|
0.618 |
130-185 |
|
1.000 |
130-065 |
|
1.618 |
129-190 |
|
2.618 |
128-195 |
|
4.250 |
127-001 |
|
|
| Fisher Pivots for day following 29-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
131-309 |
131-294 |
| PP |
131-263 |
131-233 |
| S1 |
131-218 |
131-173 |
|