ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 18-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
131-020 |
131-080 |
0-060 |
0.1% |
131-005 |
| High |
131-120 |
131-160 |
0-040 |
0.1% |
131-290 |
| Low |
130-270 |
131-030 |
0-080 |
0.2% |
130-275 |
| Close |
131-040 |
131-125 |
0-085 |
0.2% |
131-180 |
| Range |
0-170 |
0-130 |
-0-040 |
-23.5% |
1-015 |
| ATR |
0-187 |
0-183 |
-0-004 |
-2.2% |
0-000 |
| Volume |
25,959 |
11,241 |
-14,718 |
-56.7% |
46,415 |
|
| Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-175 |
132-120 |
131-196 |
|
| R3 |
132-045 |
131-310 |
131-161 |
|
| R2 |
131-235 |
131-235 |
131-149 |
|
| R1 |
131-180 |
131-180 |
131-137 |
131-207 |
| PP |
131-105 |
131-105 |
131-105 |
131-119 |
| S1 |
131-050 |
131-050 |
131-113 |
131-078 |
| S2 |
130-295 |
130-295 |
131-101 |
|
| S3 |
130-165 |
130-240 |
131-089 |
|
| S4 |
130-035 |
130-110 |
131-054 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-187 |
134-038 |
132-044 |
|
| R3 |
133-172 |
133-023 |
131-272 |
|
| R2 |
132-157 |
132-157 |
131-241 |
|
| R1 |
132-008 |
132-008 |
131-211 |
132-083 |
| PP |
131-142 |
131-142 |
131-142 |
131-179 |
| S1 |
130-313 |
130-313 |
131-149 |
131-068 |
| S2 |
130-127 |
130-127 |
131-119 |
|
| S3 |
129-112 |
129-298 |
131-088 |
|
| S4 |
128-097 |
128-283 |
130-316 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-290 |
130-270 |
1-020 |
0.8% |
0-194 |
0.5% |
51% |
False |
False |
16,940 |
| 10 |
132-025 |
130-270 |
1-075 |
0.9% |
0-194 |
0.5% |
44% |
False |
False |
12,217 |
| 20 |
132-055 |
130-270 |
1-105 |
1.0% |
0-184 |
0.4% |
41% |
False |
False |
7,870 |
| 40 |
133-095 |
130-015 |
3-080 |
2.5% |
0-183 |
0.4% |
41% |
False |
False |
4,219 |
| 60 |
133-095 |
128-240 |
4-175 |
3.5% |
0-133 |
0.3% |
58% |
False |
False |
2,813 |
| 80 |
133-095 |
128-195 |
4-220 |
3.6% |
0-100 |
0.2% |
59% |
False |
False |
2,109 |
| 100 |
133-095 |
128-045 |
5-050 |
3.9% |
0-080 |
0.2% |
63% |
False |
False |
1,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-072 |
|
2.618 |
132-180 |
|
1.618 |
132-050 |
|
1.000 |
131-290 |
|
0.618 |
131-240 |
|
HIGH |
131-160 |
|
0.618 |
131-110 |
|
0.500 |
131-095 |
|
0.382 |
131-080 |
|
LOW |
131-030 |
|
0.618 |
130-270 |
|
1.000 |
130-220 |
|
1.618 |
130-140 |
|
2.618 |
130-010 |
|
4.250 |
129-118 |
|
|
| Fisher Pivots for day following 18-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
131-115 |
131-108 |
| PP |
131-105 |
131-092 |
| S1 |
131-095 |
131-075 |
|