ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 19-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2016 |
19-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
130-045 |
130-115 |
0-070 |
0.2% |
130-035 |
High |
130-115 |
130-145 |
0-030 |
0.1% |
130-085 |
Low |
129-315 |
130-040 |
0-045 |
0.1% |
129-170 |
Close |
130-095 |
130-085 |
-0-010 |
0.0% |
129-275 |
Range |
0-120 |
0-105 |
-0-015 |
-12.5% |
0-235 |
ATR |
0-154 |
0-150 |
-0-003 |
-2.3% |
0-000 |
Volume |
1,116,022 |
970,174 |
-145,848 |
-13.1% |
4,976,254 |
|
Daily Pivots for day following 19-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-085 |
131-030 |
130-143 |
|
R3 |
130-300 |
130-245 |
130-114 |
|
R2 |
130-195 |
130-195 |
130-104 |
|
R1 |
130-140 |
130-140 |
130-095 |
130-115 |
PP |
130-090 |
130-090 |
130-090 |
130-077 |
S1 |
130-035 |
130-035 |
130-075 |
130-010 |
S2 |
129-305 |
129-305 |
130-066 |
|
S3 |
129-200 |
129-250 |
130-056 |
|
S4 |
129-095 |
129-145 |
130-027 |
|
|
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 |
130-145 |
129-225 |
0-240 |
0.6% |
0-131 |
0.3% |
75% |
True |
False |
1,053,706 |
10 |
130-145 |
129-170 |
0-295 |
0.7% |
0-136 |
0.3% |
80% |
True |
False |
1,069,405 |
20 |
131-235 |
129-170 |
2-065 |
1.7% |
0-141 |
0.3% |
33% |
False |
False |
1,089,450 |
40 |
131-235 |
129-170 |
2-065 |
1.7% |
0-163 |
0.4% |
33% |
False |
False |
1,116,467 |
60 |
132-055 |
129-170 |
2-205 |
2.0% |
0-172 |
0.4% |
28% |
False |
False |
752,685 |
80 |
133-095 |
129-170 |
3-245 |
2.9% |
0-164 |
0.4% |
20% |
False |
False |
564,713 |
100 |
133-095 |
128-295 |
4-120 |
3.4% |
0-151 |
0.4% |
31% |
False |
False |
451,771 |
120 |
133-095 |
128-195 |
4-220 |
3.6% |
0-125 |
0.3% |
35% |
False |
False |
376,476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-271 |
2.618 |
131-100 |
1.618 |
130-315 |
1.000 |
130-250 |
0.618 |
130-210 |
HIGH |
130-145 |
0.618 |
130-105 |
0.500 |
130-092 |
0.382 |
130-080 |
LOW |
130-040 |
0.618 |
129-295 |
1.000 |
129-255 |
1.618 |
129-190 |
2.618 |
129-085 |
4.250 |
128-234 |
|
|
Fisher Pivots for day following 19-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
130-092 |
130-065 |
PP |
130-090 |
130-045 |
S1 |
130-087 |
130-025 |
|