ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 26-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
131-070 |
131-025 |
-0-045 |
-0.1% |
130-285 |
| High |
131-105 |
131-145 |
0-040 |
0.1% |
131-145 |
| Low |
131-010 |
130-125 |
-0-205 |
-0.5% |
130-125 |
| Close |
131-030 |
130-130 |
-0-220 |
-0.5% |
130-130 |
| Range |
0-095 |
1-020 |
0-245 |
258.0% |
1-020 |
| ATR |
0-168 |
0-180 |
0-012 |
7.3% |
0-000 |
| Volume |
1,283,739 |
1,542,558 |
258,819 |
20.2% |
3,725,239 |
|
| Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-300 |
133-075 |
130-317 |
|
| R3 |
132-280 |
132-055 |
130-224 |
|
| R2 |
131-260 |
131-260 |
130-192 |
|
| R1 |
131-035 |
131-035 |
130-161 |
130-298 |
| PP |
130-240 |
130-240 |
130-240 |
130-211 |
| S1 |
130-015 |
130-015 |
130-099 |
129-278 |
| S2 |
129-220 |
129-220 |
130-068 |
|
| S3 |
128-200 |
128-315 |
130-037 |
|
| S4 |
127-180 |
127-295 |
129-263 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-300 |
133-075 |
130-317 |
|
| R3 |
132-280 |
132-055 |
130-224 |
|
| R2 |
131-260 |
131-260 |
130-192 |
|
| R1 |
131-035 |
131-035 |
130-161 |
130-298 |
| PP |
130-240 |
130-240 |
130-240 |
130-211 |
| S1 |
130-015 |
130-015 |
130-099 |
129-278 |
| S2 |
129-220 |
129-220 |
130-068 |
|
| S3 |
128-200 |
128-315 |
130-037 |
|
| S4 |
127-180 |
127-295 |
129-263 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-145 |
130-125 |
1-020 |
0.8% |
0-168 |
0.4% |
1% |
True |
True |
745,047 |
| 10 |
131-235 |
130-125 |
1-110 |
1.0% |
0-173 |
0.4% |
1% |
False |
True |
387,519 |
| 20 |
132-050 |
130-125 |
1-245 |
1.4% |
0-180 |
0.4% |
1% |
False |
True |
197,450 |
| 40 |
133-095 |
130-125 |
2-290 |
2.2% |
0-170 |
0.4% |
1% |
False |
True |
99,324 |
| 60 |
133-095 |
130-015 |
3-080 |
2.5% |
0-151 |
0.4% |
11% |
False |
False |
66,219 |
| 80 |
133-095 |
128-195 |
4-220 |
3.6% |
0-113 |
0.3% |
38% |
False |
False |
49,664 |
| 100 |
133-095 |
128-045 |
5-050 |
4.0% |
0-090 |
0.2% |
44% |
False |
False |
39,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-310 |
|
2.618 |
134-075 |
|
1.618 |
133-055 |
|
1.000 |
132-165 |
|
0.618 |
132-035 |
|
HIGH |
131-145 |
|
0.618 |
131-015 |
|
0.500 |
130-295 |
|
0.382 |
130-255 |
|
LOW |
130-125 |
|
0.618 |
129-235 |
|
1.000 |
129-105 |
|
1.618 |
128-215 |
|
2.618 |
127-195 |
|
4.250 |
125-280 |
|
|
| Fisher Pivots for day following 26-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
130-295 |
130-295 |
| PP |
130-240 |
130-240 |
| S1 |
130-185 |
130-185 |
|