ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 22-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
131-110 |
130-285 |
-0-145 |
-0.3% |
131-205 |
| High |
131-135 |
131-100 |
-0-035 |
-0.1% |
131-235 |
| Low |
130-265 |
130-215 |
-0-050 |
-0.1% |
130-265 |
| Close |
130-305 |
131-090 |
0-105 |
0.3% |
130-305 |
| Range |
0-190 |
0-205 |
0-015 |
7.9% |
0-290 |
| ATR |
0-184 |
0-185 |
0-002 |
0.8% |
0-000 |
| Volume |
79,160 |
57,358 |
-21,802 |
-27.5% |
149,957 |
|
| Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-003 |
132-252 |
131-203 |
|
| R3 |
132-118 |
132-047 |
131-146 |
|
| R2 |
131-233 |
131-233 |
131-128 |
|
| R1 |
131-162 |
131-162 |
131-109 |
131-198 |
| PP |
131-028 |
131-028 |
131-028 |
131-046 |
| S1 |
130-277 |
130-277 |
131-071 |
130-313 |
| S2 |
130-143 |
130-143 |
131-052 |
|
| S3 |
129-258 |
130-072 |
131-034 |
|
| S4 |
129-053 |
129-187 |
130-297 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-285 |
133-105 |
131-145 |
|
| R3 |
132-315 |
132-135 |
131-065 |
|
| R2 |
132-025 |
132-025 |
131-038 |
|
| R1 |
131-165 |
131-165 |
131-012 |
131-110 |
| PP |
131-055 |
131-055 |
131-055 |
131-027 |
| S1 |
130-195 |
130-195 |
130-278 |
130-140 |
| S2 |
130-085 |
130-085 |
130-252 |
|
| S3 |
129-115 |
129-225 |
130-225 |
|
| S4 |
128-145 |
128-255 |
130-145 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-200 |
130-215 |
0-305 |
0.7% |
0-186 |
0.4% |
64% |
False |
True |
37,845 |
| 10 |
131-290 |
130-215 |
1-075 |
0.9% |
0-191 |
0.5% |
49% |
False |
True |
25,010 |
| 20 |
132-055 |
130-215 |
1-160 |
1.1% |
0-190 |
0.5% |
41% |
False |
True |
14,552 |
| 40 |
133-095 |
130-215 |
2-200 |
2.0% |
0-163 |
0.4% |
23% |
False |
True |
7,631 |
| 60 |
133-095 |
128-295 |
4-120 |
3.3% |
0-140 |
0.3% |
54% |
False |
False |
5,088 |
| 80 |
133-095 |
128-195 |
4-220 |
3.6% |
0-105 |
0.3% |
57% |
False |
False |
3,816 |
| 100 |
133-095 |
128-045 |
5-050 |
3.9% |
0-084 |
0.2% |
61% |
False |
False |
3,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-011 |
|
2.618 |
132-317 |
|
1.618 |
132-112 |
|
1.000 |
131-305 |
|
0.618 |
131-227 |
|
HIGH |
131-100 |
|
0.618 |
131-022 |
|
0.500 |
130-318 |
|
0.382 |
130-293 |
|
LOW |
130-215 |
|
0.618 |
130-088 |
|
1.000 |
130-010 |
|
1.618 |
129-203 |
|
2.618 |
128-318 |
|
4.250 |
127-304 |
|
|
| Fisher Pivots for day following 22-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
131-059 |
131-069 |
| PP |
131-028 |
131-048 |
| S1 |
130-318 |
131-028 |
|