ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 18-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2016 |
18-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
129-255 |
130-045 |
0-110 |
0.3% |
130-035 |
| High |
130-065 |
130-115 |
0-050 |
0.1% |
130-085 |
| Low |
129-225 |
129-315 |
0-090 |
0.2% |
129-170 |
| Close |
130-040 |
130-095 |
0-055 |
0.1% |
129-275 |
| Range |
0-160 |
0-120 |
-0-040 |
-25.0% |
0-235 |
| ATR |
0-157 |
0-154 |
-0-003 |
-1.7% |
0-000 |
| Volume |
838,456 |
1,116,022 |
277,566 |
33.1% |
4,976,254 |
|
| Daily Pivots for day following 18-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-108 |
131-062 |
130-161 |
|
| R3 |
130-308 |
130-262 |
130-128 |
|
| R2 |
130-188 |
130-188 |
130-117 |
|
| R1 |
130-142 |
130-142 |
130-106 |
130-165 |
| PP |
130-068 |
130-068 |
130-068 |
130-080 |
| S1 |
130-022 |
130-022 |
130-084 |
130-045 |
| S2 |
129-268 |
129-268 |
130-073 |
|
| S3 |
129-148 |
129-222 |
130-062 |
|
| S4 |
129-028 |
129-102 |
130-029 |
|
|
| 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 |
130-115 |
129-170 |
0-265 |
0.6% |
0-134 |
0.3% |
92% |
True |
False |
1,103,110 |
| 10 |
130-195 |
129-170 |
1-025 |
0.8% |
0-142 |
0.3% |
71% |
False |
False |
1,093,339 |
| 20 |
131-235 |
129-170 |
2-065 |
1.7% |
0-146 |
0.4% |
35% |
False |
False |
1,096,697 |
| 40 |
131-235 |
129-170 |
2-065 |
1.7% |
0-164 |
0.4% |
35% |
False |
False |
1,097,541 |
| 60 |
132-055 |
129-170 |
2-205 |
2.0% |
0-172 |
0.4% |
29% |
False |
False |
736,544 |
| 80 |
133-095 |
129-170 |
3-245 |
2.9% |
0-163 |
0.4% |
20% |
False |
False |
552,586 |
| 100 |
133-095 |
128-295 |
4-120 |
3.4% |
0-149 |
0.4% |
31% |
False |
False |
442,069 |
| 120 |
133-095 |
128-195 |
4-220 |
3.6% |
0-125 |
0.3% |
36% |
False |
False |
368,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-305 |
|
2.618 |
131-109 |
|
1.618 |
130-309 |
|
1.000 |
130-235 |
|
0.618 |
130-189 |
|
HIGH |
130-115 |
|
0.618 |
130-069 |
|
0.500 |
130-055 |
|
0.382 |
130-041 |
|
LOW |
129-315 |
|
0.618 |
129-241 |
|
1.000 |
129-195 |
|
1.618 |
129-121 |
|
2.618 |
129-001 |
|
4.250 |
128-125 |
|
|
| Fisher Pivots for day following 18-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
130-082 |
130-067 |
| PP |
130-068 |
130-038 |
| S1 |
130-055 |
130-010 |
|