ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 21-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2016 |
21-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
130-100 |
130-060 |
-0-040 |
-0.1% |
129-255 |
High |
130-155 |
130-130 |
-0-025 |
-0.1% |
130-155 |
Low |
130-040 |
130-045 |
0-005 |
0.0% |
129-225 |
Close |
130-090 |
130-110 |
0-020 |
0.0% |
130-110 |
Range |
0-115 |
0-085 |
-0-030 |
-26.1% |
0-250 |
ATR |
0-148 |
0-143 |
-0-004 |
-3.0% |
0-000 |
Volume |
1,068,248 |
746,958 |
-321,290 |
-30.1% |
4,739,858 |
|
Daily Pivots for day following 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-030 |
130-315 |
130-157 |
|
R3 |
130-265 |
130-230 |
130-133 |
|
R2 |
130-180 |
130-180 |
130-126 |
|
R1 |
130-145 |
130-145 |
130-118 |
130-163 |
PP |
130-095 |
130-095 |
130-095 |
130-104 |
S1 |
130-060 |
130-060 |
130-102 |
130-078 |
S2 |
130-010 |
130-010 |
130-094 |
|
S3 |
129-245 |
129-295 |
130-087 |
|
S4 |
129-160 |
129-210 |
130-063 |
|
|
Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-167 |
132-068 |
130-248 |
|
R3 |
131-237 |
131-138 |
130-179 |
|
R2 |
130-307 |
130-307 |
130-156 |
|
R1 |
130-208 |
130-208 |
130-133 |
130-258 |
PP |
130-057 |
130-057 |
130-057 |
130-081 |
S1 |
129-278 |
129-278 |
130-087 |
130-008 |
S2 |
129-127 |
129-127 |
130-064 |
|
S3 |
128-197 |
129-028 |
130-041 |
|
S4 |
127-267 |
128-098 |
129-293 |
|
|
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% |
0-117 |
0.3% |
82% |
False |
False |
947,971 |
10 |
130-155 |
129-170 |
0-305 |
0.7% |
0-125 |
0.3% |
85% |
False |
False |
971,611 |
20 |
131-235 |
129-170 |
2-065 |
1.7% |
0-140 |
0.3% |
37% |
False |
False |
1,090,367 |
40 |
131-235 |
129-170 |
2-065 |
1.7% |
0-164 |
0.4% |
37% |
False |
False |
1,114,042 |
60 |
132-055 |
129-170 |
2-205 |
2.0% |
0-169 |
0.4% |
31% |
False |
False |
782,841 |
80 |
133-095 |
129-170 |
3-245 |
2.9% |
0-164 |
0.4% |
22% |
False |
False |
587,401 |
100 |
133-095 |
129-080 |
4-015 |
3.1% |
0-153 |
0.4% |
27% |
False |
False |
469,923 |
120 |
133-095 |
128-195 |
4-220 |
3.6% |
0-127 |
0.3% |
37% |
False |
False |
391,602 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-171 |
2.618 |
131-033 |
1.618 |
130-268 |
1.000 |
130-215 |
0.618 |
130-183 |
HIGH |
130-130 |
0.618 |
130-098 |
0.500 |
130-088 |
0.382 |
130-077 |
LOW |
130-045 |
0.618 |
129-312 |
1.000 |
129-280 |
1.618 |
129-227 |
2.618 |
129-142 |
4.250 |
129-004 |
|
|
Fisher Pivots for day following 21-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
130-103 |
130-106 |
PP |
130-095 |
130-102 |
S1 |
130-088 |
130-098 |
|