ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 30-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2016 |
30-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
131-120 |
131-160 |
0-040 |
0.1% |
131-020 |
High |
131-215 |
131-235 |
0-020 |
0.0% |
131-235 |
Low |
131-055 |
131-020 |
-0-035 |
-0.1% |
131-000 |
Close |
131-175 |
131-040 |
-0-135 |
-0.3% |
131-040 |
Range |
0-160 |
0-215 |
0-055 |
34.4% |
0-235 |
ATR |
0-166 |
0-170 |
0-003 |
2.1% |
0-000 |
Volume |
1,165,988 |
1,671,048 |
505,060 |
43.3% |
5,911,337 |
|
Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-103 |
132-287 |
131-158 |
|
R3 |
132-208 |
132-072 |
131-099 |
|
R2 |
131-313 |
131-313 |
131-079 |
|
R1 |
131-177 |
131-177 |
131-060 |
131-138 |
PP |
131-098 |
131-098 |
131-098 |
131-079 |
S1 |
130-282 |
130-282 |
131-020 |
130-242 |
S2 |
130-203 |
130-203 |
131-001 |
|
S3 |
129-308 |
130-067 |
130-301 |
|
S4 |
129-093 |
129-172 |
130-242 |
|
|
Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-157 |
133-013 |
131-169 |
|
R3 |
132-242 |
132-098 |
131-105 |
|
R2 |
132-007 |
132-007 |
131-083 |
|
R1 |
131-183 |
131-183 |
131-062 |
131-255 |
PP |
131-092 |
131-092 |
131-092 |
131-128 |
S1 |
130-268 |
130-268 |
131-018 |
131-020 |
S2 |
130-177 |
130-177 |
130-317 |
|
S3 |
129-262 |
130-033 |
130-295 |
|
S4 |
129-027 |
129-118 |
130-231 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-235 |
131-000 |
0-235 |
0.6% |
0-157 |
0.4% |
17% |
True |
False |
1,182,267 |
10 |
131-235 |
130-020 |
1-215 |
1.3% |
0-146 |
0.3% |
64% |
True |
False |
1,018,749 |
20 |
131-235 |
129-260 |
1-295 |
1.5% |
0-178 |
0.4% |
68% |
True |
False |
1,111,485 |
40 |
132-025 |
129-260 |
2-085 |
1.7% |
0-179 |
0.4% |
58% |
False |
False |
776,242 |
60 |
132-295 |
129-260 |
3-035 |
2.4% |
0-176 |
0.4% |
42% |
False |
False |
518,200 |
80 |
133-095 |
129-260 |
3-155 |
2.7% |
0-164 |
0.4% |
38% |
False |
False |
388,703 |
100 |
133-095 |
128-195 |
4-220 |
3.6% |
0-132 |
0.3% |
54% |
False |
False |
310,963 |
120 |
133-095 |
128-045 |
5-050 |
3.9% |
0-110 |
0.3% |
58% |
False |
False |
259,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-189 |
2.618 |
133-158 |
1.618 |
132-263 |
1.000 |
132-130 |
0.618 |
132-048 |
HIGH |
131-235 |
0.618 |
131-153 |
0.500 |
131-128 |
0.382 |
131-102 |
LOW |
131-020 |
0.618 |
130-207 |
1.000 |
130-125 |
1.618 |
129-312 |
2.618 |
129-097 |
4.250 |
128-066 |
|
|
Fisher Pivots for day following 30-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
131-128 |
131-128 |
PP |
131-098 |
131-098 |
S1 |
131-069 |
131-069 |
|