ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 01-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
130-310 |
130-255 |
-0-055 |
-0.1% |
130-285 |
| High |
131-040 |
131-020 |
-0-020 |
0.0% |
131-145 |
| Low |
130-245 |
130-140 |
-0-105 |
-0.3% |
130-125 |
| Close |
130-295 |
130-305 |
0-010 |
0.0% |
130-130 |
| Range |
0-115 |
0-200 |
0-085 |
73.9% |
1-020 |
| ATR |
0-173 |
0-175 |
0-002 |
1.1% |
0-000 |
| Volume |
1,303,110 |
1,394,104 |
90,994 |
7.0% |
3,725,239 |
|
| Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-222 |
132-143 |
131-095 |
|
| R3 |
132-022 |
131-263 |
131-040 |
|
| R2 |
131-142 |
131-142 |
131-022 |
|
| R1 |
131-063 |
131-063 |
131-003 |
131-102 |
| PP |
130-262 |
130-262 |
130-262 |
130-281 |
| S1 |
130-183 |
130-183 |
130-287 |
130-222 |
| S2 |
130-062 |
130-062 |
130-268 |
|
| S3 |
129-182 |
129-303 |
130-250 |
|
| S4 |
128-302 |
129-103 |
130-195 |
|
|
| 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 |
130-105 |
1-040 |
0.9% |
0-197 |
0.5% |
56% |
False |
False |
1,287,196 |
| 10 |
131-145 |
130-105 |
1-040 |
0.9% |
0-168 |
0.4% |
56% |
False |
False |
869,782 |
| 20 |
132-025 |
130-105 |
1-240 |
1.3% |
0-181 |
0.4% |
36% |
False |
False |
440,999 |
| 40 |
132-295 |
130-105 |
2-190 |
2.0% |
0-175 |
0.4% |
24% |
False |
False |
221,557 |
| 60 |
133-095 |
130-015 |
3-080 |
2.5% |
0-160 |
0.4% |
28% |
False |
False |
147,776 |
| 80 |
133-095 |
128-195 |
4-220 |
3.6% |
0-121 |
0.3% |
50% |
False |
False |
110,832 |
| 100 |
133-095 |
128-045 |
5-050 |
3.9% |
0-097 |
0.2% |
55% |
False |
False |
88,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-230 |
|
2.618 |
132-224 |
|
1.618 |
132-024 |
|
1.000 |
131-220 |
|
0.618 |
131-144 |
|
HIGH |
131-020 |
|
0.618 |
130-264 |
|
0.500 |
130-240 |
|
0.382 |
130-216 |
|
LOW |
130-140 |
|
0.618 |
130-016 |
|
1.000 |
129-260 |
|
1.618 |
129-136 |
|
2.618 |
128-256 |
|
4.250 |
127-250 |
|
|
| Fisher Pivots for day following 01-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
130-283 |
130-287 |
| PP |
130-262 |
130-268 |
| S1 |
130-240 |
130-250 |
|