ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 07-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2016 |
07-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
130-075 |
130-000 |
-0-075 |
-0.2% |
131-070 |
| High |
130-125 |
130-070 |
-0-055 |
-0.1% |
131-075 |
| Low |
129-300 |
129-230 |
-0-070 |
-0.2% |
129-230 |
| Close |
129-305 |
130-020 |
0-035 |
0.1% |
130-020 |
| Range |
0-145 |
0-160 |
0-015 |
10.4% |
1-165 |
| ATR |
0-165 |
0-165 |
0-000 |
-0.2% |
0-000 |
| Volume |
1,299,055 |
1,494,095 |
195,040 |
15.0% |
6,179,899 |
|
| Daily Pivots for day following 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-160 |
131-090 |
130-108 |
|
| R3 |
131-000 |
130-250 |
130-064 |
|
| R2 |
130-160 |
130-160 |
130-049 |
|
| R1 |
130-090 |
130-090 |
130-035 |
130-125 |
| PP |
130-000 |
130-000 |
130-000 |
130-018 |
| S1 |
129-250 |
129-250 |
130-005 |
129-285 |
| S2 |
129-160 |
129-160 |
129-311 |
|
| S3 |
129-000 |
129-090 |
129-296 |
|
| S4 |
128-160 |
128-250 |
129-252 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-283 |
133-317 |
130-287 |
|
| R3 |
133-118 |
132-152 |
130-153 |
|
| R2 |
131-273 |
131-273 |
130-109 |
|
| R1 |
130-307 |
130-307 |
130-064 |
130-208 |
| PP |
130-108 |
130-108 |
130-108 |
130-059 |
| S1 |
129-142 |
129-142 |
129-296 |
129-043 |
| S2 |
128-263 |
128-263 |
129-251 |
|
| S3 |
127-098 |
127-297 |
129-207 |
|
| S4 |
125-253 |
126-132 |
129-073 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-075 |
129-230 |
1-165 |
1.2% |
0-153 |
0.4% |
23% |
False |
True |
1,235,979 |
| 10 |
131-235 |
129-230 |
2-005 |
1.5% |
0-155 |
0.4% |
17% |
False |
True |
1,209,123 |
| 20 |
131-235 |
129-230 |
2-005 |
1.5% |
0-162 |
0.4% |
17% |
False |
True |
1,119,617 |
| 40 |
131-290 |
129-230 |
2-060 |
1.7% |
0-174 |
0.4% |
16% |
False |
True |
929,803 |
| 60 |
132-055 |
129-230 |
2-145 |
1.9% |
0-174 |
0.4% |
14% |
False |
True |
621,135 |
| 80 |
133-095 |
129-230 |
3-185 |
2.8% |
0-170 |
0.4% |
10% |
False |
True |
465,952 |
| 100 |
133-095 |
128-195 |
4-220 |
3.6% |
0-140 |
0.3% |
31% |
False |
False |
372,762 |
| 120 |
133-095 |
128-045 |
5-050 |
4.0% |
0-117 |
0.3% |
37% |
False |
False |
310,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-110 |
|
2.618 |
131-169 |
|
1.618 |
131-009 |
|
1.000 |
130-230 |
|
0.618 |
130-169 |
|
HIGH |
130-070 |
|
0.618 |
130-009 |
|
0.500 |
129-310 |
|
0.382 |
129-291 |
|
LOW |
129-230 |
|
0.618 |
129-131 |
|
1.000 |
129-070 |
|
1.618 |
128-291 |
|
2.618 |
128-131 |
|
4.250 |
127-190 |
|
|
| Fisher Pivots for day following 07-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
130-010 |
130-053 |
| PP |
130-000 |
130-042 |
| S1 |
129-310 |
130-031 |
|