ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 28-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2016 |
28-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
129-285 |
129-135 |
-0-150 |
-0.4% |
130-115 |
| High |
129-290 |
129-215 |
-0-075 |
-0.2% |
130-155 |
| Low |
129-095 |
129-065 |
-0-030 |
-0.1% |
129-065 |
| Close |
129-165 |
129-175 |
0-010 |
0.0% |
129-175 |
| Range |
0-195 |
0-150 |
-0-045 |
-23.1% |
1-090 |
| ATR |
0-145 |
0-146 |
0-000 |
0.2% |
0-000 |
| Volume |
1,582,265 |
1,390,479 |
-191,786 |
-12.1% |
5,870,689 |
|
| Daily Pivots for day following 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-282 |
130-218 |
129-258 |
|
| R3 |
130-132 |
130-068 |
129-216 |
|
| R2 |
129-302 |
129-302 |
129-203 |
|
| R1 |
129-238 |
129-238 |
129-189 |
129-270 |
| PP |
129-152 |
129-152 |
129-152 |
129-168 |
| S1 |
129-088 |
129-088 |
129-161 |
129-120 |
| S2 |
129-002 |
129-002 |
129-148 |
|
| S3 |
128-172 |
128-258 |
129-134 |
|
| S4 |
128-022 |
128-108 |
129-092 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-188 |
132-272 |
130-081 |
|
| R3 |
132-098 |
131-182 |
129-288 |
|
| R2 |
131-008 |
131-008 |
129-250 |
|
| R1 |
130-092 |
130-092 |
129-213 |
130-005 |
| PP |
129-238 |
129-238 |
129-238 |
129-195 |
| S1 |
129-002 |
129-002 |
129-137 |
128-235 |
| S2 |
128-148 |
128-148 |
129-100 |
|
| S3 |
127-058 |
127-232 |
129-062 |
|
| S4 |
125-288 |
126-142 |
128-269 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-155 |
129-065 |
1-090 |
1.0% |
0-147 |
0.4% |
27% |
False |
True |
1,174,137 |
| 10 |
130-155 |
129-065 |
1-090 |
1.0% |
0-132 |
0.3% |
27% |
False |
True |
1,061,054 |
| 20 |
131-075 |
129-065 |
2-010 |
1.6% |
0-138 |
0.3% |
17% |
False |
True |
1,088,335 |
| 40 |
131-235 |
129-065 |
2-170 |
2.0% |
0-158 |
0.4% |
14% |
False |
True |
1,099,910 |
| 60 |
132-025 |
129-065 |
2-280 |
2.2% |
0-165 |
0.4% |
12% |
False |
True |
880,273 |
| 80 |
132-295 |
129-065 |
3-230 |
2.9% |
0-166 |
0.4% |
9% |
False |
True |
660,733 |
| 100 |
133-095 |
129-065 |
4-030 |
3.2% |
0-159 |
0.4% |
8% |
False |
True |
528,630 |
| 120 |
133-095 |
128-195 |
4-220 |
3.6% |
0-133 |
0.3% |
20% |
False |
False |
440,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-213 |
|
2.618 |
130-288 |
|
1.618 |
130-138 |
|
1.000 |
130-045 |
|
0.618 |
129-308 |
|
HIGH |
129-215 |
|
0.618 |
129-158 |
|
0.500 |
129-140 |
|
0.382 |
129-122 |
|
LOW |
129-065 |
|
0.618 |
128-292 |
|
1.000 |
128-235 |
|
1.618 |
128-142 |
|
2.618 |
127-312 |
|
4.250 |
127-067 |
|
|
| Fisher Pivots for day following 28-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-163 |
129-240 |
| PP |
129-152 |
129-218 |
| S1 |
129-140 |
129-197 |
|