ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 24-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2016 |
24-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
130-060 |
130-115 |
0-055 |
0.1% |
129-255 |
High |
130-130 |
130-155 |
0-025 |
0.1% |
130-155 |
Low |
130-045 |
130-025 |
-0-020 |
0.0% |
129-225 |
Close |
130-110 |
130-055 |
-0-055 |
-0.1% |
130-110 |
Range |
0-085 |
0-130 |
0-045 |
52.9% |
0-250 |
ATR |
0-143 |
0-142 |
-0-001 |
-0.7% |
0-000 |
Volume |
746,958 |
807,829 |
60,871 |
8.1% |
4,739,858 |
|
Daily Pivots for day following 24-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-148 |
131-072 |
130-127 |
|
R3 |
131-018 |
130-262 |
130-091 |
|
R2 |
130-208 |
130-208 |
130-079 |
|
R1 |
130-132 |
130-132 |
130-067 |
130-105 |
PP |
130-078 |
130-078 |
130-078 |
130-065 |
S1 |
130-002 |
130-002 |
130-043 |
129-295 |
S2 |
129-268 |
129-268 |
130-031 |
|
S3 |
129-138 |
129-192 |
130-019 |
|
S4 |
129-008 |
129-062 |
129-303 |
|
|
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 |
129-315 |
0-160 |
0.4% |
0-111 |
0.3% |
38% |
True |
False |
941,846 |
10 |
130-155 |
129-170 |
0-305 |
0.7% |
0-122 |
0.3% |
67% |
True |
False |
1,022,477 |
20 |
131-235 |
129-170 |
2-065 |
1.7% |
0-139 |
0.3% |
29% |
False |
False |
1,089,349 |
40 |
131-235 |
129-170 |
2-065 |
1.7% |
0-159 |
0.4% |
29% |
False |
False |
1,095,674 |
60 |
132-050 |
129-170 |
2-200 |
2.0% |
0-166 |
0.4% |
24% |
False |
False |
796,266 |
80 |
133-095 |
129-170 |
3-245 |
2.9% |
0-164 |
0.4% |
17% |
False |
False |
597,499 |
100 |
133-095 |
129-170 |
3-245 |
2.9% |
0-154 |
0.4% |
17% |
False |
False |
478,001 |
120 |
133-095 |
128-195 |
4-220 |
3.6% |
0-128 |
0.3% |
33% |
False |
False |
398,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-068 |
2.618 |
131-175 |
1.618 |
131-045 |
1.000 |
130-285 |
0.618 |
130-235 |
HIGH |
130-155 |
0.618 |
130-105 |
0.500 |
130-090 |
0.382 |
130-075 |
LOW |
130-025 |
0.618 |
129-265 |
1.000 |
129-215 |
1.618 |
129-135 |
2.618 |
129-005 |
4.250 |
128-112 |
|
|
Fisher Pivots for day following 24-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
130-090 |
130-090 |
PP |
130-078 |
130-078 |
S1 |
130-067 |
130-067 |
|