ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 20-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2016 |
20-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
130-115 |
130-100 |
-0-015 |
0.0% |
130-035 |
| High |
130-145 |
130-155 |
0-010 |
0.0% |
130-085 |
| Low |
130-040 |
130-040 |
0-000 |
0.0% |
129-170 |
| Close |
130-085 |
130-090 |
0-005 |
0.0% |
129-275 |
| Range |
0-105 |
0-115 |
0-010 |
9.5% |
0-235 |
| ATR |
0-150 |
0-148 |
-0-003 |
-1.7% |
0-000 |
| Volume |
970,174 |
1,068,248 |
98,074 |
10.1% |
4,976,254 |
|
| Daily Pivots for day following 20-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-120 |
131-060 |
130-153 |
|
| R3 |
131-005 |
130-265 |
130-122 |
|
| R2 |
130-210 |
130-210 |
130-111 |
|
| R1 |
130-150 |
130-150 |
130-101 |
130-123 |
| PP |
130-095 |
130-095 |
130-095 |
130-081 |
| S1 |
130-035 |
130-035 |
130-079 |
130-008 |
| S2 |
129-300 |
129-300 |
130-069 |
|
| S3 |
129-185 |
129-240 |
130-058 |
|
| S4 |
129-070 |
129-125 |
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 |
130-155 |
129-225 |
0-250 |
0.6% |
0-129 |
0.3% |
74% |
True |
False |
1,042,436 |
| 10 |
130-155 |
129-170 |
0-305 |
0.7% |
0-133 |
0.3% |
79% |
True |
False |
1,046,324 |
| 20 |
131-235 |
129-170 |
2-065 |
1.7% |
0-139 |
0.3% |
34% |
False |
False |
1,089,008 |
| 40 |
131-235 |
129-170 |
2-065 |
1.7% |
0-164 |
0.4% |
34% |
False |
False |
1,127,462 |
| 60 |
132-055 |
129-170 |
2-205 |
2.0% |
0-169 |
0.4% |
28% |
False |
False |
770,411 |
| 80 |
133-095 |
129-170 |
3-245 |
2.9% |
0-165 |
0.4% |
20% |
False |
False |
578,066 |
| 100 |
133-095 |
128-295 |
4-120 |
3.4% |
0-152 |
0.4% |
31% |
False |
False |
462,453 |
| 120 |
133-095 |
128-195 |
4-220 |
3.6% |
0-126 |
0.3% |
36% |
False |
False |
385,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-004 |
|
2.618 |
131-136 |
|
1.618 |
131-021 |
|
1.000 |
130-270 |
|
0.618 |
130-226 |
|
HIGH |
130-155 |
|
0.618 |
130-111 |
|
0.500 |
130-098 |
|
0.382 |
130-084 |
|
LOW |
130-040 |
|
0.618 |
129-289 |
|
1.000 |
129-245 |
|
1.618 |
129-174 |
|
2.618 |
129-059 |
|
4.250 |
128-191 |
|
|
| Fisher Pivots for day following 20-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
130-098 |
130-085 |
| PP |
130-095 |
130-080 |
| S1 |
130-093 |
130-075 |
|