ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 05-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2016 |
05-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
130-295 |
130-150 |
-0-145 |
-0.3% |
131-020 |
High |
131-010 |
130-195 |
-0-135 |
-0.3% |
131-235 |
Low |
130-140 |
130-030 |
-0-110 |
-0.3% |
131-000 |
Close |
130-160 |
130-070 |
-0-090 |
-0.2% |
131-040 |
Range |
0-190 |
0-165 |
-0-025 |
-13.2% |
0-235 |
ATR |
0-167 |
0-167 |
0-000 |
-0.1% |
0-000 |
Volume |
1,402,205 |
1,209,515 |
-192,690 |
-13.7% |
5,911,337 |
|
Daily Pivots for day following 05-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-273 |
131-177 |
130-161 |
|
R3 |
131-108 |
131-012 |
130-115 |
|
R2 |
130-263 |
130-263 |
130-100 |
|
R1 |
130-167 |
130-167 |
130-085 |
130-133 |
PP |
130-098 |
130-098 |
130-098 |
130-081 |
S1 |
130-002 |
130-002 |
130-055 |
129-288 |
S2 |
129-253 |
129-253 |
130-040 |
|
S3 |
129-088 |
129-157 |
130-025 |
|
S4 |
128-243 |
128-312 |
129-299 |
|
|
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 |
130-030 |
1-205 |
1.3% |
0-167 |
0.4% |
8% |
False |
True |
1,244,757 |
10 |
131-235 |
130-030 |
1-205 |
1.3% |
0-146 |
0.3% |
8% |
False |
True |
1,109,495 |
20 |
131-235 |
129-260 |
1-295 |
1.5% |
0-169 |
0.4% |
21% |
False |
False |
1,106,722 |
40 |
131-290 |
129-260 |
2-030 |
1.6% |
0-176 |
0.4% |
19% |
False |
False |
860,301 |
60 |
132-055 |
129-260 |
2-115 |
1.8% |
0-174 |
0.4% |
17% |
False |
False |
574,589 |
80 |
133-095 |
129-260 |
3-155 |
2.7% |
0-167 |
0.4% |
12% |
False |
False |
431,038 |
100 |
133-095 |
128-195 |
4-220 |
3.6% |
0-137 |
0.3% |
34% |
False |
False |
344,830 |
120 |
133-095 |
128-045 |
5-050 |
4.0% |
0-114 |
0.3% |
40% |
False |
False |
287,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-256 |
2.618 |
131-307 |
1.618 |
131-142 |
1.000 |
131-040 |
0.618 |
130-297 |
HIGH |
130-195 |
0.618 |
130-132 |
0.500 |
130-113 |
0.382 |
130-093 |
LOW |
130-030 |
0.618 |
129-248 |
1.000 |
129-185 |
1.618 |
129-083 |
2.618 |
128-238 |
4.250 |
127-289 |
|
|
Fisher Pivots for day following 05-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
130-113 |
130-213 |
PP |
130-098 |
130-165 |
S1 |
130-084 |
130-118 |
|