ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 06-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2016 |
06-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
130-150 |
130-075 |
-0-075 |
-0.2% |
131-020 |
High |
130-195 |
130-125 |
-0-070 |
-0.2% |
131-235 |
Low |
130-030 |
129-300 |
-0-050 |
-0.1% |
131-000 |
Close |
130-070 |
129-305 |
-0-085 |
-0.2% |
131-040 |
Range |
0-165 |
0-145 |
-0-020 |
-12.1% |
0-235 |
ATR |
0-167 |
0-165 |
-0-002 |
-0.9% |
0-000 |
Volume |
1,209,515 |
1,299,055 |
89,540 |
7.4% |
5,911,337 |
|
Daily Pivots for day following 06-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-145 |
131-050 |
130-065 |
|
R3 |
131-000 |
130-225 |
130-025 |
|
R2 |
130-175 |
130-175 |
130-012 |
|
R1 |
130-080 |
130-080 |
129-318 |
130-055 |
PP |
130-030 |
130-030 |
130-030 |
130-017 |
S1 |
129-255 |
129-255 |
129-292 |
129-230 |
S2 |
129-205 |
129-205 |
129-278 |
|
S3 |
129-060 |
129-110 |
129-265 |
|
S4 |
128-235 |
128-285 |
129-225 |
|
|
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 |
129-300 |
1-255 |
1.4% |
0-164 |
0.4% |
1% |
False |
True |
1,271,370 |
10 |
131-235 |
129-300 |
1-255 |
1.4% |
0-146 |
0.4% |
1% |
False |
True |
1,131,691 |
20 |
131-235 |
129-260 |
1-295 |
1.5% |
0-164 |
0.4% |
7% |
False |
False |
1,108,875 |
40 |
131-290 |
129-260 |
2-030 |
1.6% |
0-176 |
0.4% |
7% |
False |
False |
892,640 |
60 |
132-055 |
129-260 |
2-115 |
1.8% |
0-175 |
0.4% |
6% |
False |
False |
596,240 |
80 |
133-095 |
129-260 |
3-155 |
2.7% |
0-168 |
0.4% |
4% |
False |
False |
447,276 |
100 |
133-095 |
128-195 |
4-220 |
3.6% |
0-138 |
0.3% |
29% |
False |
False |
357,821 |
120 |
133-095 |
128-045 |
5-050 |
4.0% |
0-115 |
0.3% |
35% |
False |
False |
298,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-101 |
2.618 |
131-185 |
1.618 |
131-040 |
1.000 |
130-270 |
0.618 |
130-215 |
HIGH |
130-125 |
0.618 |
130-070 |
0.500 |
130-052 |
0.382 |
130-035 |
LOW |
129-300 |
0.618 |
129-210 |
1.000 |
129-155 |
1.618 |
129-065 |
2.618 |
128-240 |
4.250 |
128-004 |
|
|
Fisher Pivots for day following 06-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
130-052 |
130-155 |
PP |
130-030 |
130-098 |
S1 |
130-007 |
130-042 |
|