ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 27-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2016 |
27-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
130-060 |
129-285 |
-0-095 |
-0.2% |
129-255 |
High |
130-095 |
129-290 |
-0-125 |
-0.3% |
130-155 |
Low |
129-275 |
129-095 |
-0-180 |
-0.4% |
129-225 |
Close |
129-300 |
129-165 |
-0-135 |
-0.3% |
130-110 |
Range |
0-140 |
0-195 |
0-055 |
39.3% |
0-250 |
ATR |
0-141 |
0-145 |
0-005 |
3.3% |
0-000 |
Volume |
1,048,754 |
1,582,265 |
533,511 |
50.9% |
4,739,858 |
|
Daily Pivots for day following 27-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-128 |
131-022 |
129-272 |
|
R3 |
130-253 |
130-147 |
129-219 |
|
R2 |
130-058 |
130-058 |
129-201 |
|
R1 |
129-272 |
129-272 |
129-183 |
129-228 |
PP |
129-183 |
129-183 |
129-183 |
129-161 |
S1 |
129-077 |
129-077 |
129-147 |
129-032 |
S2 |
128-308 |
128-308 |
129-129 |
|
S3 |
128-113 |
128-202 |
129-111 |
|
S4 |
127-238 |
128-007 |
129-058 |
|
|
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 |
129-095 |
1-060 |
0.9% |
0-134 |
0.3% |
18% |
False |
True |
1,045,433 |
10 |
130-155 |
129-095 |
1-060 |
0.9% |
0-132 |
0.3% |
18% |
False |
True |
1,043,935 |
20 |
131-235 |
129-095 |
2-140 |
1.9% |
0-141 |
0.3% |
9% |
False |
True |
1,102,363 |
40 |
131-235 |
129-095 |
2-140 |
1.9% |
0-159 |
0.4% |
9% |
False |
True |
1,100,000 |
60 |
132-040 |
129-095 |
2-265 |
2.2% |
0-166 |
0.4% |
8% |
False |
True |
857,367 |
80 |
132-295 |
129-095 |
3-200 |
2.8% |
0-165 |
0.4% |
6% |
False |
True |
643,353 |
100 |
133-095 |
129-095 |
4-000 |
3.1% |
0-158 |
0.4% |
5% |
False |
True |
514,725 |
120 |
133-095 |
128-195 |
4-220 |
3.6% |
0-132 |
0.3% |
19% |
False |
False |
428,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-159 |
2.618 |
131-161 |
1.618 |
130-286 |
1.000 |
130-165 |
0.618 |
130-091 |
HIGH |
129-290 |
0.618 |
129-216 |
0.500 |
129-193 |
0.382 |
129-170 |
LOW |
129-095 |
0.618 |
128-294 |
1.000 |
128-220 |
1.618 |
128-099 |
2.618 |
127-224 |
4.250 |
126-226 |
|
|
Fisher Pivots for day following 27-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
129-193 |
129-258 |
PP |
129-183 |
129-227 |
S1 |
129-174 |
129-196 |
|