ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 11-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2016 |
11-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
130-035 |
129-260 |
-0-095 |
-0.2% |
131-070 |
High |
130-055 |
130-010 |
-0-045 |
-0.1% |
131-075 |
Low |
129-210 |
129-220 |
0-010 |
0.0% |
129-230 |
Close |
129-255 |
129-285 |
0-030 |
0.1% |
130-020 |
Range |
0-165 |
0-110 |
-0-055 |
-33.3% |
1-165 |
ATR |
0-165 |
0-161 |
-0-004 |
-2.4% |
0-000 |
Volume |
299,171 |
1,116,008 |
816,837 |
273.0% |
6,179,899 |
|
Daily Pivots for day following 11-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-288 |
130-237 |
130-026 |
|
R3 |
130-178 |
130-127 |
129-315 |
|
R2 |
130-068 |
130-068 |
129-305 |
|
R1 |
130-017 |
130-017 |
129-295 |
130-043 |
PP |
129-278 |
129-278 |
129-278 |
129-291 |
S1 |
129-227 |
129-227 |
129-275 |
129-252 |
S2 |
129-168 |
129-168 |
129-265 |
|
S3 |
129-058 |
129-117 |
129-255 |
|
S4 |
128-268 |
129-007 |
129-224 |
|
|
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 |
130-195 |
129-210 |
0-305 |
0.7% |
0-149 |
0.4% |
25% |
False |
False |
1,083,568 |
10 |
131-235 |
129-210 |
2-025 |
1.6% |
0-151 |
0.4% |
11% |
False |
False |
1,150,601 |
20 |
131-235 |
129-210 |
2-025 |
1.6% |
0-153 |
0.4% |
11% |
False |
False |
1,058,416 |
40 |
131-235 |
129-210 |
2-025 |
1.6% |
0-170 |
0.4% |
11% |
False |
False |
964,383 |
60 |
132-055 |
129-210 |
2-165 |
1.9% |
0-173 |
0.4% |
9% |
False |
False |
644,707 |
80 |
133-095 |
129-210 |
3-205 |
2.8% |
0-170 |
0.4% |
6% |
False |
False |
483,642 |
100 |
133-095 |
128-240 |
4-175 |
3.5% |
0-143 |
0.3% |
25% |
False |
False |
386,914 |
120 |
133-095 |
128-045 |
5-050 |
4.0% |
0-119 |
0.3% |
34% |
False |
False |
322,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-158 |
2.618 |
130-298 |
1.618 |
130-188 |
1.000 |
130-120 |
0.618 |
130-078 |
HIGH |
130-010 |
0.618 |
129-288 |
0.500 |
129-275 |
0.382 |
129-262 |
LOW |
129-220 |
0.618 |
129-152 |
1.000 |
129-110 |
1.618 |
129-042 |
2.618 |
128-252 |
4.250 |
128-072 |
|
|
Fisher Pivots for day following 11-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
129-282 |
129-300 |
PP |
129-278 |
129-295 |
S1 |
129-275 |
129-290 |
|