ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 29-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2016 |
29-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
131-165 |
131-120 |
-0-045 |
-0.1% |
130-170 |
High |
131-200 |
131-215 |
0-015 |
0.0% |
131-030 |
Low |
131-105 |
131-055 |
-0-050 |
-0.1% |
130-020 |
Close |
131-140 |
131-175 |
0-035 |
0.1% |
131-010 |
Range |
0-095 |
0-160 |
0-065 |
68.4% |
1-010 |
ATR |
0-167 |
0-166 |
0-000 |
-0.3% |
0-000 |
Volume |
1,073,897 |
1,165,988 |
92,091 |
8.6% |
4,276,158 |
|
Daily Pivots for day following 29-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-308 |
132-242 |
131-263 |
|
R3 |
132-148 |
132-082 |
131-219 |
|
R2 |
131-308 |
131-308 |
131-204 |
|
R1 |
131-242 |
131-242 |
131-190 |
131-275 |
PP |
131-148 |
131-148 |
131-148 |
131-165 |
S1 |
131-082 |
131-082 |
131-160 |
131-115 |
S2 |
130-308 |
130-308 |
131-146 |
|
S3 |
130-148 |
130-242 |
131-131 |
|
S4 |
129-308 |
130-082 |
131-087 |
|
|
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 |
130-275 |
0-260 |
0.6% |
0-128 |
0.3% |
85% |
True |
False |
992,012 |
10 |
131-215 |
130-020 |
1-195 |
1.2% |
0-139 |
0.3% |
92% |
True |
False |
945,303 |
20 |
131-215 |
129-260 |
1-275 |
1.4% |
0-177 |
0.4% |
93% |
True |
False |
1,097,638 |
40 |
132-040 |
129-260 |
2-100 |
1.8% |
0-179 |
0.4% |
75% |
False |
False |
734,869 |
60 |
132-295 |
129-260 |
3-035 |
2.4% |
0-173 |
0.4% |
56% |
False |
False |
490,349 |
80 |
133-095 |
129-260 |
3-155 |
2.6% |
0-163 |
0.4% |
50% |
False |
False |
367,815 |
100 |
133-095 |
128-195 |
4-220 |
3.6% |
0-130 |
0.3% |
63% |
False |
False |
294,252 |
120 |
133-095 |
128-045 |
5-050 |
3.9% |
0-109 |
0.3% |
66% |
False |
False |
245,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-255 |
2.618 |
132-314 |
1.618 |
132-154 |
1.000 |
132-055 |
0.618 |
131-314 |
HIGH |
131-215 |
0.618 |
131-154 |
0.500 |
131-135 |
0.382 |
131-116 |
LOW |
131-055 |
0.618 |
130-276 |
1.000 |
130-215 |
1.618 |
130-116 |
2.618 |
129-276 |
4.250 |
129-015 |
|
|
Fisher Pivots for day following 29-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
131-162 |
131-160 |
PP |
131-148 |
131-145 |
S1 |
131-135 |
131-130 |
|