ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 28-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2016 |
28-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
131-115 |
131-165 |
0-050 |
0.1% |
130-170 |
High |
131-215 |
131-200 |
-0-015 |
0.0% |
131-030 |
Low |
131-045 |
131-105 |
0-060 |
0.1% |
130-020 |
Close |
131-170 |
131-140 |
-0-030 |
-0.1% |
131-010 |
Range |
0-170 |
0-095 |
-0-075 |
-44.1% |
1-010 |
ATR |
0-172 |
0-167 |
-0-006 |
-3.2% |
0-000 |
Volume |
1,172,225 |
1,073,897 |
-98,328 |
-8.4% |
4,276,158 |
|
Daily Pivots for day following 28-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-113 |
132-062 |
131-192 |
|
R3 |
132-018 |
131-287 |
131-166 |
|
R2 |
131-243 |
131-243 |
131-157 |
|
R1 |
131-192 |
131-192 |
131-149 |
131-170 |
PP |
131-148 |
131-148 |
131-148 |
131-137 |
S1 |
131-097 |
131-097 |
131-131 |
131-075 |
S2 |
131-053 |
131-053 |
131-123 |
|
S3 |
130-278 |
131-002 |
131-114 |
|
S4 |
130-183 |
130-227 |
131-088 |
|
|
Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-263 |
133-147 |
131-192 |
|
R3 |
132-253 |
132-137 |
131-101 |
|
R2 |
131-243 |
131-243 |
131-071 |
|
R1 |
131-127 |
131-127 |
131-040 |
131-185 |
PP |
130-233 |
130-233 |
130-233 |
130-263 |
S1 |
130-117 |
130-117 |
130-300 |
130-175 |
S2 |
129-223 |
129-223 |
130-270 |
|
S3 |
128-213 |
129-107 |
130-239 |
|
S4 |
127-203 |
128-097 |
130-149 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-215 |
130-210 |
1-005 |
0.8% |
0-124 |
0.3% |
77% |
False |
False |
974,234 |
10 |
131-215 |
130-020 |
1-195 |
1.2% |
0-147 |
0.3% |
85% |
False |
False |
967,953 |
20 |
131-215 |
129-260 |
1-275 |
1.4% |
0-175 |
0.4% |
87% |
False |
False |
1,104,494 |
40 |
132-040 |
129-260 |
2-100 |
1.8% |
0-177 |
0.4% |
70% |
False |
False |
705,775 |
60 |
133-095 |
129-260 |
3-155 |
2.7% |
0-173 |
0.4% |
47% |
False |
False |
470,935 |
80 |
133-095 |
129-260 |
3-155 |
2.7% |
0-161 |
0.4% |
47% |
False |
False |
353,241 |
100 |
133-095 |
128-195 |
4-220 |
3.6% |
0-129 |
0.3% |
60% |
False |
False |
282,592 |
120 |
133-095 |
128-045 |
5-050 |
3.9% |
0-107 |
0.3% |
64% |
False |
False |
235,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-284 |
2.618 |
132-129 |
1.618 |
132-034 |
1.000 |
131-295 |
0.618 |
131-259 |
HIGH |
131-200 |
0.618 |
131-164 |
0.500 |
131-152 |
0.382 |
131-141 |
LOW |
131-105 |
0.618 |
131-046 |
1.000 |
131-010 |
1.618 |
130-271 |
2.618 |
130-176 |
4.250 |
130-021 |
|
|
Fisher Pivots for day following 28-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
131-152 |
131-129 |
PP |
131-148 |
131-118 |
S1 |
131-144 |
131-108 |
|