ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 01-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2016 |
01-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
129-190 |
129-215 |
0-025 |
0.1% |
130-115 |
| High |
129-230 |
129-290 |
0-060 |
0.1% |
130-155 |
| Low |
129-155 |
129-085 |
-0-070 |
-0.2% |
129-065 |
| Close |
129-200 |
129-255 |
0-055 |
0.1% |
129-175 |
| Range |
0-075 |
0-205 |
0-130 |
173.3% |
1-090 |
| ATR |
0-141 |
0-145 |
0-005 |
3.3% |
0-000 |
| Volume |
1,087,201 |
1,469,591 |
382,390 |
35.2% |
5,870,689 |
|
| Daily Pivots for day following 01-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-185 |
131-105 |
130-048 |
|
| R3 |
130-300 |
130-220 |
129-311 |
|
| R2 |
130-095 |
130-095 |
129-293 |
|
| R1 |
130-015 |
130-015 |
129-274 |
130-055 |
| PP |
129-210 |
129-210 |
129-210 |
129-230 |
| S1 |
129-130 |
129-130 |
129-236 |
129-170 |
| S2 |
129-005 |
129-005 |
129-217 |
|
| S3 |
128-120 |
128-245 |
129-199 |
|
| S4 |
127-235 |
128-040 |
129-142 |
|
|
| 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 |
130-095 |
129-065 |
1-030 |
0.8% |
0-153 |
0.4% |
54% |
False |
False |
1,315,658 |
| 10 |
130-155 |
129-065 |
1-090 |
1.0% |
0-132 |
0.3% |
46% |
False |
False |
1,121,286 |
| 20 |
130-195 |
129-065 |
1-130 |
1.1% |
0-137 |
0.3% |
42% |
False |
False |
1,107,312 |
| 40 |
131-235 |
129-065 |
2-170 |
2.0% |
0-151 |
0.4% |
23% |
False |
False |
1,099,691 |
| 60 |
131-290 |
129-065 |
2-225 |
2.1% |
0-163 |
0.4% |
22% |
False |
False |
922,743 |
| 80 |
132-065 |
129-065 |
3-000 |
2.3% |
0-165 |
0.4% |
20% |
False |
False |
692,681 |
| 100 |
133-095 |
129-065 |
4-030 |
3.2% |
0-159 |
0.4% |
15% |
False |
False |
554,198 |
| 120 |
133-095 |
128-195 |
4-220 |
3.6% |
0-136 |
0.3% |
25% |
False |
False |
461,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-201 |
|
2.618 |
131-187 |
|
1.618 |
130-302 |
|
1.000 |
130-175 |
|
0.618 |
130-097 |
|
HIGH |
129-290 |
|
0.618 |
129-212 |
|
0.500 |
129-188 |
|
0.382 |
129-163 |
|
LOW |
129-085 |
|
0.618 |
128-278 |
|
1.000 |
128-200 |
|
1.618 |
128-073 |
|
2.618 |
127-188 |
|
4.250 |
126-174 |
|
|
| Fisher Pivots for day following 01-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-233 |
129-229 |
| PP |
129-210 |
129-203 |
| S1 |
129-188 |
129-178 |
|