ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 17-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2016 |
17-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
130-045 |
129-255 |
-0-110 |
-0.3% |
130-035 |
| High |
130-070 |
130-065 |
-0-005 |
0.0% |
130-085 |
| Low |
129-245 |
129-225 |
-0-020 |
0.0% |
129-170 |
| Close |
129-275 |
130-040 |
0-085 |
0.2% |
129-275 |
| Range |
0-145 |
0-160 |
0-015 |
10.3% |
0-235 |
| ATR |
0-156 |
0-157 |
0-000 |
0.2% |
0-000 |
| Volume |
1,219,283 |
838,456 |
-380,827 |
-31.2% |
4,976,254 |
|
| Daily Pivots for day following 17-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-163 |
131-102 |
130-128 |
|
| R3 |
131-003 |
130-262 |
130-084 |
|
| R2 |
130-163 |
130-163 |
130-069 |
|
| R1 |
130-102 |
130-102 |
130-055 |
130-132 |
| PP |
130-003 |
130-003 |
130-003 |
130-019 |
| S1 |
129-262 |
129-262 |
130-025 |
129-292 |
| S2 |
129-163 |
129-163 |
130-011 |
|
| S3 |
129-003 |
129-102 |
129-316 |
|
| S4 |
128-163 |
128-262 |
129-272 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-028 |
131-227 |
130-084 |
|
| R3 |
131-113 |
130-312 |
130-020 |
|
| R2 |
130-198 |
130-198 |
129-318 |
|
| R1 |
130-077 |
130-077 |
129-297 |
130-020 |
| PP |
129-283 |
129-283 |
129-283 |
129-255 |
| S1 |
129-162 |
129-162 |
129-253 |
129-105 |
| S2 |
129-048 |
129-048 |
129-232 |
|
| S3 |
128-133 |
128-247 |
129-210 |
|
| S4 |
127-218 |
128-012 |
129-146 |
|
|
| 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% |
0-132 |
0.3% |
81% |
False |
False |
1,103,107 |
| 10 |
131-010 |
129-170 |
1-160 |
1.2% |
0-149 |
0.4% |
40% |
False |
False |
1,121,958 |
| 20 |
131-235 |
129-170 |
2-065 |
1.7% |
0-147 |
0.4% |
27% |
False |
False |
1,080,247 |
| 40 |
131-235 |
129-170 |
2-065 |
1.7% |
0-166 |
0.4% |
27% |
False |
False |
1,071,074 |
| 60 |
132-055 |
129-170 |
2-205 |
2.0% |
0-172 |
0.4% |
22% |
False |
False |
717,987 |
| 80 |
133-095 |
129-170 |
3-245 |
2.9% |
0-174 |
0.4% |
16% |
False |
False |
538,636 |
| 100 |
133-095 |
128-295 |
4-120 |
3.4% |
0-148 |
0.4% |
27% |
False |
False |
430,909 |
| 120 |
133-095 |
128-195 |
4-220 |
3.6% |
0-124 |
0.3% |
32% |
False |
False |
359,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-105 |
|
2.618 |
131-164 |
|
1.618 |
131-004 |
|
1.000 |
130-225 |
|
0.618 |
130-164 |
|
HIGH |
130-065 |
|
0.618 |
130-004 |
|
0.500 |
129-305 |
|
0.382 |
129-286 |
|
LOW |
129-225 |
|
0.618 |
129-126 |
|
1.000 |
129-065 |
|
1.618 |
128-286 |
|
2.618 |
128-126 |
|
4.250 |
127-185 |
|
|
| Fisher Pivots for day following 17-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
130-022 |
130-025 |
| PP |
130-003 |
130-010 |
| S1 |
129-305 |
129-315 |
|