ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 03-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2016 |
03-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
131-160 |
131-070 |
-0-090 |
-0.2% |
131-020 |
High |
131-235 |
131-075 |
-0-160 |
-0.4% |
131-235 |
Low |
131-020 |
130-290 |
-0-050 |
-0.1% |
131-000 |
Close |
131-040 |
130-305 |
-0-055 |
-0.1% |
131-040 |
Range |
0-215 |
0-105 |
-0-110 |
-51.2% |
0-235 |
ATR |
0-170 |
0-165 |
-0-005 |
-2.7% |
0-000 |
Volume |
1,671,048 |
775,029 |
-896,019 |
-53.6% |
5,911,337 |
|
Daily Pivots for day following 03-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-005 |
131-260 |
131-043 |
|
R3 |
131-220 |
131-155 |
131-014 |
|
R2 |
131-115 |
131-115 |
131-004 |
|
R1 |
131-050 |
131-050 |
130-315 |
131-030 |
PP |
131-010 |
131-010 |
131-010 |
131-000 |
S1 |
130-265 |
130-265 |
130-295 |
130-245 |
S2 |
130-225 |
130-225 |
130-286 |
|
S3 |
130-120 |
130-160 |
130-276 |
|
S4 |
130-015 |
130-055 |
130-247 |
|
|
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 |
130-290 |
0-265 |
0.6% |
0-149 |
0.4% |
6% |
False |
True |
1,171,637 |
10 |
131-235 |
130-020 |
1-215 |
1.3% |
0-145 |
0.3% |
53% |
False |
False |
1,038,537 |
20 |
131-235 |
129-260 |
1-295 |
1.5% |
0-169 |
0.4% |
59% |
False |
False |
1,081,265 |
40 |
131-290 |
129-260 |
2-030 |
1.6% |
0-174 |
0.4% |
54% |
False |
False |
795,494 |
60 |
132-255 |
129-260 |
2-315 |
2.3% |
0-174 |
0.4% |
38% |
False |
False |
531,114 |
80 |
133-095 |
129-260 |
3-155 |
2.7% |
0-165 |
0.4% |
33% |
False |
False |
398,391 |
100 |
133-095 |
128-195 |
4-220 |
3.6% |
0-133 |
0.3% |
50% |
False |
False |
318,713 |
120 |
133-095 |
128-045 |
5-050 |
3.9% |
0-111 |
0.3% |
55% |
False |
False |
265,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-201 |
2.618 |
132-030 |
1.618 |
131-245 |
1.000 |
131-180 |
0.618 |
131-140 |
HIGH |
131-075 |
0.618 |
131-035 |
0.500 |
131-023 |
0.382 |
131-010 |
LOW |
130-290 |
0.618 |
130-225 |
1.000 |
130-185 |
1.618 |
130-120 |
2.618 |
130-015 |
4.250 |
129-164 |
|
|
Fisher Pivots for day following 03-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
131-023 |
131-103 |
PP |
131-010 |
131-063 |
S1 |
130-317 |
131-024 |
|