ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 10-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2016 |
10-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
130-000 |
130-035 |
0-035 |
0.1% |
131-070 |
High |
130-070 |
130-055 |
-0-015 |
0.0% |
131-075 |
Low |
129-230 |
129-210 |
-0-020 |
0.0% |
129-230 |
Close |
130-020 |
129-255 |
-0-085 |
-0.2% |
130-020 |
Range |
0-160 |
0-165 |
0-005 |
3.1% |
1-165 |
ATR |
0-165 |
0-165 |
0-000 |
0.0% |
0-000 |
Volume |
1,494,095 |
299,171 |
-1,194,924 |
-80.0% |
6,179,899 |
|
Daily Pivots for day following 10-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-135 |
131-040 |
130-026 |
|
R3 |
130-290 |
130-195 |
129-300 |
|
R2 |
130-125 |
130-125 |
129-285 |
|
R1 |
130-030 |
130-030 |
129-270 |
129-315 |
PP |
129-280 |
129-280 |
129-280 |
129-263 |
S1 |
129-185 |
129-185 |
129-240 |
129-150 |
S2 |
129-115 |
129-115 |
129-225 |
|
S3 |
128-270 |
129-020 |
129-210 |
|
S4 |
128-105 |
128-175 |
129-164 |
|
|
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 |
131-010 |
129-210 |
1-120 |
1.1% |
0-165 |
0.4% |
10% |
False |
True |
1,140,808 |
10 |
131-235 |
129-210 |
2-025 |
1.6% |
0-157 |
0.4% |
7% |
False |
True |
1,156,222 |
20 |
131-235 |
129-210 |
2-025 |
1.6% |
0-163 |
0.4% |
7% |
False |
True |
1,074,646 |
40 |
131-235 |
129-210 |
2-025 |
1.6% |
0-171 |
0.4% |
7% |
False |
True |
936,934 |
60 |
132-055 |
129-210 |
2-165 |
1.9% |
0-173 |
0.4% |
6% |
False |
True |
626,114 |
80 |
133-095 |
129-210 |
3-205 |
2.8% |
0-171 |
0.4% |
4% |
False |
True |
469,692 |
100 |
133-095 |
128-240 |
4-175 |
3.5% |
0-142 |
0.3% |
23% |
False |
False |
375,753 |
120 |
133-095 |
128-045 |
5-050 |
4.0% |
0-118 |
0.3% |
32% |
False |
False |
313,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-116 |
2.618 |
131-167 |
1.618 |
131-002 |
1.000 |
130-220 |
0.618 |
130-157 |
HIGH |
130-055 |
0.618 |
129-312 |
0.500 |
129-293 |
0.382 |
129-273 |
LOW |
129-210 |
0.618 |
129-108 |
1.000 |
129-045 |
1.618 |
128-263 |
2.618 |
128-098 |
4.250 |
127-149 |
|
|
Fisher Pivots for day following 10-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
129-293 |
130-008 |
PP |
129-280 |
129-303 |
S1 |
129-268 |
129-279 |
|