ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 03-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2016 |
03-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
129-235 |
130-000 |
0-085 |
0.2% |
130-115 |
High |
130-085 |
130-100 |
0-015 |
0.0% |
130-155 |
Low |
129-230 |
129-255 |
0-025 |
0.1% |
129-065 |
Close |
130-010 |
130-010 |
0-000 |
0.0% |
129-175 |
Range |
0-175 |
0-165 |
-0-010 |
-5.7% |
1-090 |
ATR |
0-147 |
0-149 |
0-001 |
0.9% |
0-000 |
Volume |
1,480,569 |
1,078,686 |
-401,883 |
-27.1% |
5,870,689 |
|
Daily Pivots for day following 03-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-190 |
131-105 |
130-101 |
|
R3 |
131-025 |
130-260 |
130-055 |
|
R2 |
130-180 |
130-180 |
130-040 |
|
R1 |
130-095 |
130-095 |
130-025 |
130-138 |
PP |
130-015 |
130-015 |
130-015 |
130-036 |
S1 |
129-250 |
129-250 |
129-315 |
129-293 |
S2 |
129-170 |
129-170 |
129-300 |
|
S3 |
129-005 |
129-085 |
129-285 |
|
S4 |
128-160 |
128-240 |
129-239 |
|
|
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% |
0-154 |
0.4% |
75% |
True |
False |
1,301,305 |
10 |
130-155 |
129-065 |
1-090 |
1.0% |
0-144 |
0.3% |
65% |
False |
False |
1,173,369 |
20 |
130-155 |
129-065 |
1-090 |
1.0% |
0-138 |
0.3% |
65% |
False |
False |
1,109,847 |
40 |
131-235 |
129-065 |
2-170 |
1.9% |
0-151 |
0.4% |
33% |
False |
False |
1,109,361 |
60 |
131-290 |
129-065 |
2-225 |
2.1% |
0-164 |
0.4% |
31% |
False |
False |
965,042 |
80 |
132-055 |
129-065 |
2-310 |
2.3% |
0-166 |
0.4% |
28% |
False |
False |
724,641 |
100 |
133-095 |
129-065 |
4-030 |
3.1% |
0-162 |
0.4% |
20% |
False |
False |
579,790 |
120 |
133-095 |
128-195 |
4-220 |
3.6% |
0-138 |
0.3% |
30% |
False |
False |
483,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-161 |
2.618 |
131-212 |
1.618 |
131-047 |
1.000 |
130-265 |
0.618 |
130-202 |
HIGH |
130-100 |
0.618 |
130-037 |
0.500 |
130-018 |
0.382 |
129-318 |
LOW |
129-255 |
0.618 |
129-153 |
1.000 |
129-090 |
1.618 |
128-308 |
2.618 |
128-143 |
4.250 |
127-194 |
|
|
Fisher Pivots for day following 03-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
130-018 |
129-304 |
PP |
130-015 |
129-278 |
S1 |
130-013 |
129-252 |
|