ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 02-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2016 |
02-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
129-215 |
129-235 |
0-020 |
0.0% |
130-115 |
High |
129-290 |
130-085 |
0-115 |
0.3% |
130-155 |
Low |
129-085 |
129-230 |
0-145 |
0.4% |
129-065 |
Close |
129-255 |
130-010 |
0-075 |
0.2% |
129-175 |
Range |
0-205 |
0-175 |
-0-030 |
-14.7% |
1-090 |
ATR |
0-145 |
0-147 |
0-002 |
1.5% |
0-000 |
Volume |
1,469,591 |
1,480,569 |
10,978 |
0.7% |
5,870,689 |
|
Daily Pivots for day following 02-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-207 |
131-123 |
130-106 |
|
R3 |
131-032 |
130-268 |
130-058 |
|
R2 |
130-177 |
130-177 |
130-042 |
|
R1 |
130-093 |
130-093 |
130-026 |
130-135 |
PP |
130-002 |
130-002 |
130-002 |
130-023 |
S1 |
129-238 |
129-238 |
129-314 |
129-280 |
S2 |
129-147 |
129-147 |
129-298 |
|
S3 |
128-292 |
129-063 |
129-282 |
|
S4 |
128-117 |
128-208 |
129-234 |
|
|
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 |
130-085 |
129-065 |
1-020 |
0.8% |
0-160 |
0.4% |
78% |
True |
False |
1,402,021 |
10 |
130-155 |
129-065 |
1-090 |
1.0% |
0-139 |
0.3% |
65% |
False |
False |
1,172,325 |
20 |
130-155 |
129-065 |
1-090 |
1.0% |
0-137 |
0.3% |
65% |
False |
False |
1,120,865 |
40 |
131-235 |
129-065 |
2-170 |
1.9% |
0-153 |
0.4% |
33% |
False |
False |
1,113,794 |
60 |
131-290 |
129-065 |
2-225 |
2.1% |
0-163 |
0.4% |
31% |
False |
False |
947,156 |
80 |
132-055 |
129-065 |
2-310 |
2.3% |
0-165 |
0.4% |
28% |
False |
False |
711,158 |
100 |
133-095 |
129-065 |
4-030 |
3.1% |
0-161 |
0.4% |
20% |
False |
False |
569,003 |
120 |
133-095 |
128-195 |
4-220 |
3.6% |
0-137 |
0.3% |
30% |
False |
False |
474,169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-189 |
2.618 |
131-223 |
1.618 |
131-048 |
1.000 |
130-260 |
0.618 |
130-193 |
HIGH |
130-085 |
0.618 |
130-018 |
0.500 |
129-318 |
0.382 |
129-297 |
LOW |
129-230 |
0.618 |
129-122 |
1.000 |
129-055 |
1.618 |
128-267 |
2.618 |
128-092 |
4.250 |
127-126 |
|
|
Fisher Pivots for day following 02-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
130-006 |
129-302 |
PP |
130-002 |
129-273 |
S1 |
129-318 |
129-245 |
|