ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 31-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2016 |
31-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
129-135 |
129-190 |
0-055 |
0.1% |
130-115 |
| High |
129-215 |
129-230 |
0-015 |
0.0% |
130-155 |
| Low |
129-065 |
129-155 |
0-090 |
0.2% |
129-065 |
| Close |
129-175 |
129-200 |
0-025 |
0.1% |
129-175 |
| Range |
0-150 |
0-075 |
-0-075 |
-50.0% |
1-090 |
| ATR |
0-146 |
0-141 |
-0-005 |
-3.5% |
0-000 |
| Volume |
1,390,479 |
1,087,201 |
-303,278 |
-21.8% |
5,870,689 |
|
| Daily Pivots for day following 31-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-100 |
130-065 |
129-241 |
|
| R3 |
130-025 |
129-310 |
129-221 |
|
| R2 |
129-270 |
129-270 |
129-214 |
|
| R1 |
129-235 |
129-235 |
129-207 |
129-253 |
| PP |
129-195 |
129-195 |
129-195 |
129-204 |
| S1 |
129-160 |
129-160 |
129-193 |
129-178 |
| S2 |
129-120 |
129-120 |
129-186 |
|
| S3 |
129-045 |
129-085 |
129-179 |
|
| S4 |
128-290 |
129-010 |
129-159 |
|
|
| 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 |
130-100 |
129-065 |
1-035 |
0.9% |
0-136 |
0.3% |
38% |
False |
False |
1,230,012 |
| 10 |
130-155 |
129-065 |
1-090 |
1.0% |
0-124 |
0.3% |
33% |
False |
False |
1,085,929 |
| 20 |
131-010 |
129-065 |
1-265 |
1.4% |
0-136 |
0.3% |
23% |
False |
False |
1,103,943 |
| 40 |
131-235 |
129-065 |
2-170 |
2.0% |
0-152 |
0.4% |
17% |
False |
False |
1,092,604 |
| 60 |
131-290 |
129-065 |
2-225 |
2.1% |
0-161 |
0.4% |
16% |
False |
False |
898,310 |
| 80 |
132-255 |
129-065 |
3-190 |
2.8% |
0-164 |
0.4% |
12% |
False |
False |
674,322 |
| 100 |
133-095 |
129-065 |
4-030 |
3.2% |
0-159 |
0.4% |
10% |
False |
False |
539,502 |
| 120 |
133-095 |
128-195 |
4-220 |
3.6% |
0-134 |
0.3% |
22% |
False |
False |
449,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-229 |
|
2.618 |
130-106 |
|
1.618 |
130-031 |
|
1.000 |
129-305 |
|
0.618 |
129-276 |
|
HIGH |
129-230 |
|
0.618 |
129-201 |
|
0.500 |
129-193 |
|
0.382 |
129-184 |
|
LOW |
129-155 |
|
0.618 |
129-109 |
|
1.000 |
129-080 |
|
1.618 |
129-034 |
|
2.618 |
128-279 |
|
4.250 |
128-156 |
|
|
| Fisher Pivots for day following 31-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-198 |
129-193 |
| PP |
129-195 |
129-185 |
| S1 |
129-193 |
129-178 |
|