ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 13-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2016 |
13-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
129-270 |
129-285 |
0-015 |
0.0% |
131-070 |
High |
129-290 |
130-085 |
0-115 |
0.3% |
131-075 |
Low |
129-170 |
129-280 |
0-110 |
0.3% |
129-230 |
Close |
129-260 |
130-060 |
0-120 |
0.3% |
130-020 |
Range |
0-120 |
0-125 |
0-005 |
4.2% |
1-165 |
ATR |
0-158 |
0-157 |
-0-001 |
-0.6% |
0-000 |
Volume |
1,217,196 |
1,124,596 |
-92,600 |
-7.6% |
6,179,899 |
|
Daily Pivots for day following 13-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-090 |
131-040 |
130-129 |
|
R3 |
130-285 |
130-235 |
130-094 |
|
R2 |
130-160 |
130-160 |
130-083 |
|
R1 |
130-110 |
130-110 |
130-071 |
130-135 |
PP |
130-035 |
130-035 |
130-035 |
130-047 |
S1 |
129-305 |
129-305 |
130-049 |
130-010 |
S2 |
129-230 |
129-230 |
130-037 |
|
S3 |
129-105 |
129-180 |
130-026 |
|
S4 |
128-300 |
129-055 |
129-311 |
|
|
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 |
130-085 |
129-170 |
0-235 |
0.6% |
0-136 |
0.3% |
89% |
True |
False |
1,050,213 |
10 |
131-235 |
129-170 |
2-065 |
1.7% |
0-150 |
0.4% |
30% |
False |
False |
1,160,791 |
20 |
131-235 |
129-170 |
2-065 |
1.7% |
0-145 |
0.3% |
30% |
False |
False |
1,053,047 |
40 |
131-235 |
129-170 |
2-065 |
1.7% |
0-166 |
0.4% |
30% |
False |
False |
1,021,891 |
60 |
132-055 |
129-170 |
2-205 |
2.0% |
0-174 |
0.4% |
25% |
False |
False |
683,721 |
80 |
133-095 |
129-170 |
3-245 |
2.9% |
0-173 |
0.4% |
17% |
False |
False |
512,914 |
100 |
133-095 |
128-240 |
4-175 |
3.5% |
0-145 |
0.3% |
32% |
False |
False |
410,331 |
120 |
133-095 |
128-045 |
5-050 |
4.0% |
0-121 |
0.3% |
40% |
False |
False |
341,943 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-296 |
2.618 |
131-092 |
1.618 |
130-287 |
1.000 |
130-210 |
0.618 |
130-162 |
HIGH |
130-085 |
0.618 |
130-037 |
0.500 |
130-022 |
0.382 |
130-008 |
LOW |
129-280 |
0.618 |
129-203 |
1.000 |
129-155 |
1.618 |
129-078 |
2.618 |
128-273 |
4.250 |
128-069 |
|
|
Fisher Pivots for day following 13-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
130-047 |
130-029 |
PP |
130-035 |
129-318 |
S1 |
130-022 |
129-288 |
|