ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 04-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2016 |
04-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
130-000 |
130-005 |
0-005 |
0.0% |
129-190 |
High |
130-100 |
130-120 |
0-020 |
0.0% |
130-120 |
Low |
129-255 |
129-300 |
0-045 |
0.1% |
129-085 |
Close |
130-010 |
130-080 |
0-070 |
0.2% |
130-080 |
Range |
0-165 |
0-140 |
-0-025 |
-15.1% |
1-035 |
ATR |
0-149 |
0-148 |
-0-001 |
-0.4% |
0-000 |
Volume |
1,078,686 |
1,336,051 |
257,365 |
23.9% |
6,452,098 |
|
Daily Pivots for day following 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-160 |
131-100 |
130-157 |
|
R3 |
131-020 |
130-280 |
130-118 |
|
R2 |
130-200 |
130-200 |
130-106 |
|
R1 |
130-140 |
130-140 |
130-093 |
130-170 |
PP |
130-060 |
130-060 |
130-060 |
130-075 |
S1 |
130-000 |
130-000 |
130-067 |
130-030 |
S2 |
129-240 |
129-240 |
130-054 |
|
S3 |
129-100 |
129-180 |
130-042 |
|
S4 |
128-280 |
129-040 |
130-003 |
|
|
Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-093 |
132-282 |
130-275 |
|
R3 |
132-058 |
131-247 |
130-178 |
|
R2 |
131-023 |
131-023 |
130-145 |
|
R1 |
130-212 |
130-212 |
130-113 |
130-278 |
PP |
129-308 |
129-308 |
129-308 |
130-021 |
S1 |
129-177 |
129-177 |
130-047 |
129-242 |
S2 |
128-273 |
128-273 |
130-015 |
|
S3 |
127-238 |
128-142 |
129-302 |
|
S4 |
126-203 |
127-107 |
129-205 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
130-120 |
129-085 |
1-035 |
0.9% |
0-152 |
0.4% |
89% |
True |
False |
1,290,419 |
10 |
130-155 |
129-065 |
1-090 |
1.0% |
0-150 |
0.4% |
82% |
False |
False |
1,232,278 |
20 |
130-155 |
129-065 |
1-090 |
1.0% |
0-137 |
0.3% |
82% |
False |
False |
1,101,944 |
40 |
131-235 |
129-065 |
2-170 |
1.9% |
0-150 |
0.4% |
41% |
False |
False |
1,110,781 |
60 |
131-290 |
129-065 |
2-225 |
2.1% |
0-162 |
0.4% |
39% |
False |
False |
987,183 |
80 |
132-055 |
129-065 |
2-310 |
2.3% |
0-165 |
0.4% |
35% |
False |
False |
741,337 |
100 |
133-095 |
129-065 |
4-030 |
3.1% |
0-163 |
0.4% |
26% |
False |
False |
593,151 |
120 |
133-095 |
128-195 |
4-220 |
3.6% |
0-140 |
0.3% |
35% |
False |
False |
494,292 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-075 |
2.618 |
131-167 |
1.618 |
131-027 |
1.000 |
130-260 |
0.618 |
130-207 |
HIGH |
130-120 |
0.618 |
130-067 |
0.500 |
130-050 |
0.382 |
130-033 |
LOW |
129-300 |
0.618 |
129-213 |
1.000 |
129-160 |
1.618 |
129-073 |
2.618 |
128-253 |
4.250 |
128-025 |
|
|
Fisher Pivots for day following 04-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
130-070 |
130-058 |
PP |
130-060 |
130-037 |
S1 |
130-050 |
130-015 |
|