ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 26-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2016 |
26-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
130-045 |
130-060 |
0-015 |
0.0% |
129-255 |
High |
130-100 |
130-095 |
-0-005 |
0.0% |
130-155 |
Low |
129-300 |
129-275 |
-0-025 |
-0.1% |
129-225 |
Close |
130-055 |
129-300 |
-0-075 |
-0.2% |
130-110 |
Range |
0-120 |
0-140 |
0-020 |
16.7% |
0-250 |
ATR |
0-141 |
0-141 |
0-000 |
0.0% |
0-000 |
Volume |
1,041,362 |
1,048,754 |
7,392 |
0.7% |
4,739,858 |
|
Daily Pivots for day following 26-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-110 |
131-025 |
130-057 |
|
R3 |
130-290 |
130-205 |
130-018 |
|
R2 |
130-150 |
130-150 |
130-006 |
|
R1 |
130-065 |
130-065 |
129-313 |
130-038 |
PP |
130-010 |
130-010 |
130-010 |
129-316 |
S1 |
129-245 |
129-245 |
129-287 |
129-218 |
S2 |
129-190 |
129-190 |
129-274 |
|
S3 |
129-050 |
129-105 |
129-262 |
|
S4 |
128-230 |
128-285 |
129-223 |
|
|
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 |
129-275 |
0-200 |
0.5% |
0-118 |
0.3% |
12% |
False |
True |
942,630 |
10 |
130-155 |
129-225 |
0-250 |
0.6% |
0-125 |
0.3% |
30% |
False |
False |
998,168 |
20 |
131-235 |
129-170 |
2-065 |
1.7% |
0-139 |
0.3% |
18% |
False |
False |
1,081,549 |
40 |
131-235 |
129-170 |
2-065 |
1.7% |
0-157 |
0.4% |
18% |
False |
False |
1,093,021 |
60 |
132-040 |
129-170 |
2-190 |
2.0% |
0-165 |
0.4% |
16% |
False |
False |
831,033 |
80 |
133-095 |
129-170 |
3-245 |
2.9% |
0-165 |
0.4% |
11% |
False |
False |
623,588 |
100 |
133-095 |
129-170 |
3-245 |
2.9% |
0-156 |
0.4% |
11% |
False |
False |
498,902 |
120 |
133-095 |
128-195 |
4-220 |
3.6% |
0-130 |
0.3% |
28% |
False |
False |
415,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-050 |
2.618 |
131-142 |
1.618 |
131-002 |
1.000 |
130-235 |
0.618 |
130-182 |
HIGH |
130-095 |
0.618 |
130-042 |
0.500 |
130-025 |
0.382 |
130-008 |
LOW |
129-275 |
0.618 |
129-188 |
1.000 |
129-135 |
1.618 |
129-048 |
2.618 |
128-228 |
4.250 |
128-000 |
|
|
Fisher Pivots for day following 26-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
130-025 |
130-055 |
PP |
130-010 |
130-030 |
S1 |
129-315 |
130-005 |
|