ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 04-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2016 |
04-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
131-070 |
130-295 |
-0-095 |
-0.2% |
131-020 |
High |
131-075 |
131-010 |
-0-065 |
-0.2% |
131-235 |
Low |
130-290 |
130-140 |
-0-150 |
-0.4% |
131-000 |
Close |
130-305 |
130-160 |
-0-145 |
-0.3% |
131-040 |
Range |
0-105 |
0-190 |
0-085 |
81.0% |
0-235 |
ATR |
0-165 |
0-167 |
0-002 |
1.1% |
0-000 |
Volume |
775,029 |
1,402,205 |
627,176 |
80.9% |
5,911,337 |
|
Daily Pivots for day following 04-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-140 |
132-020 |
130-265 |
|
R3 |
131-270 |
131-150 |
130-212 |
|
R2 |
131-080 |
131-080 |
130-195 |
|
R1 |
130-280 |
130-280 |
130-177 |
130-245 |
PP |
130-210 |
130-210 |
130-210 |
130-193 |
S1 |
130-090 |
130-090 |
130-143 |
130-055 |
S2 |
130-020 |
130-020 |
130-125 |
|
S3 |
129-150 |
129-220 |
130-108 |
|
S4 |
128-280 |
129-030 |
130-055 |
|
|
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 |
130-140 |
1-095 |
1.0% |
0-153 |
0.4% |
5% |
False |
True |
1,217,633 |
10 |
131-235 |
130-020 |
1-215 |
1.3% |
0-151 |
0.4% |
26% |
False |
False |
1,100,055 |
20 |
131-235 |
129-260 |
1-295 |
1.5% |
0-165 |
0.4% |
36% |
False |
False |
1,092,070 |
40 |
131-290 |
129-260 |
2-030 |
1.6% |
0-176 |
0.4% |
33% |
False |
False |
830,458 |
60 |
132-065 |
129-260 |
2-125 |
1.8% |
0-174 |
0.4% |
29% |
False |
False |
554,470 |
80 |
133-095 |
129-260 |
3-155 |
2.7% |
0-165 |
0.4% |
20% |
False |
False |
415,919 |
100 |
133-095 |
128-195 |
4-220 |
3.6% |
0-135 |
0.3% |
40% |
False |
False |
332,735 |
120 |
133-095 |
128-045 |
5-050 |
4.0% |
0-113 |
0.3% |
46% |
False |
False |
277,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-178 |
2.618 |
132-187 |
1.618 |
131-317 |
1.000 |
131-200 |
0.618 |
131-127 |
HIGH |
131-010 |
0.618 |
130-257 |
0.500 |
130-235 |
0.382 |
130-213 |
LOW |
130-140 |
0.618 |
130-023 |
1.000 |
129-270 |
1.618 |
129-153 |
2.618 |
128-283 |
4.250 |
127-292 |
|
|
Fisher Pivots for day following 04-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
130-235 |
131-028 |
PP |
130-210 |
130-285 |
S1 |
130-185 |
130-223 |
|