ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 25-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2016 |
25-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
130-115 |
130-045 |
-0-070 |
-0.2% |
129-255 |
High |
130-155 |
130-100 |
-0-055 |
-0.1% |
130-155 |
Low |
130-025 |
129-300 |
-0-045 |
-0.1% |
129-225 |
Close |
130-055 |
130-055 |
0-000 |
0.0% |
130-110 |
Range |
0-130 |
0-120 |
-0-010 |
-7.7% |
0-250 |
ATR |
0-142 |
0-141 |
-0-002 |
-1.1% |
0-000 |
Volume |
807,829 |
1,041,362 |
233,533 |
28.9% |
4,739,858 |
|
Daily Pivots for day following 25-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-085 |
131-030 |
130-121 |
|
R3 |
130-285 |
130-230 |
130-088 |
|
R2 |
130-165 |
130-165 |
130-077 |
|
R1 |
130-110 |
130-110 |
130-066 |
130-138 |
PP |
130-045 |
130-045 |
130-045 |
130-059 |
S1 |
129-310 |
129-310 |
130-044 |
130-018 |
S2 |
129-245 |
129-245 |
130-033 |
|
S3 |
129-125 |
129-190 |
130-022 |
|
S4 |
129-005 |
129-070 |
129-309 |
|
|
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 |
129-300 |
0-175 |
0.4% |
0-111 |
0.3% |
43% |
False |
True |
926,914 |
10 |
130-155 |
129-170 |
0-305 |
0.7% |
0-123 |
0.3% |
67% |
False |
False |
1,015,012 |
20 |
131-235 |
129-170 |
2-065 |
1.7% |
0-137 |
0.3% |
29% |
False |
False |
1,082,806 |
40 |
131-235 |
129-170 |
2-065 |
1.7% |
0-156 |
0.4% |
29% |
False |
False |
1,090,781 |
60 |
132-040 |
129-170 |
2-190 |
2.0% |
0-165 |
0.4% |
25% |
False |
False |
813,583 |
80 |
133-095 |
129-170 |
3-245 |
2.9% |
0-165 |
0.4% |
17% |
False |
False |
610,485 |
100 |
133-095 |
129-170 |
3-245 |
2.9% |
0-155 |
0.4% |
17% |
False |
False |
488,415 |
120 |
133-095 |
128-195 |
4-220 |
3.6% |
0-129 |
0.3% |
33% |
False |
False |
407,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-290 |
2.618 |
131-094 |
1.618 |
130-294 |
1.000 |
130-220 |
0.618 |
130-174 |
HIGH |
130-100 |
0.618 |
130-054 |
0.500 |
130-040 |
0.382 |
130-026 |
LOW |
129-300 |
0.618 |
129-226 |
1.000 |
129-180 |
1.618 |
129-106 |
2.618 |
128-306 |
4.250 |
128-110 |
|
|
Fisher Pivots for day following 25-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
130-050 |
130-068 |
PP |
130-045 |
130-063 |
S1 |
130-040 |
130-059 |
|