ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 09-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2016 |
09-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
129-270 |
129-165 |
-0-105 |
-0.3% |
129-190 |
| High |
130-000 |
131-000 |
1-000 |
0.8% |
130-120 |
| Low |
129-110 |
127-265 |
-1-165 |
-1.2% |
129-085 |
| Close |
129-160 |
128-010 |
-1-150 |
-1.1% |
130-080 |
| Range |
0-210 |
3-055 |
2-165 |
383.4% |
1-035 |
| ATR |
0-153 |
0-214 |
0-062 |
40.3% |
0-000 |
| Volume |
1,036,202 |
4,231,834 |
3,195,632 |
308.4% |
6,452,098 |
|
| Daily Pivots for day following 09-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-150 |
136-135 |
129-248 |
|
| R3 |
135-095 |
133-080 |
128-289 |
|
| R2 |
132-040 |
132-040 |
128-196 |
|
| R1 |
130-025 |
130-025 |
128-103 |
129-165 |
| PP |
128-305 |
128-305 |
128-305 |
128-215 |
| S1 |
126-290 |
126-290 |
127-237 |
126-110 |
| S2 |
125-250 |
125-250 |
127-144 |
|
| S3 |
122-195 |
123-235 |
127-051 |
|
| S4 |
119-140 |
120-180 |
126-092 |
|
|
| 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 |
131-000 |
127-265 |
3-055 |
2.5% |
1-001 |
0.8% |
6% |
True |
True |
1,694,239 |
| 10 |
131-000 |
127-265 |
3-055 |
2.5% |
0-241 |
0.6% |
6% |
True |
True |
1,548,130 |
| 20 |
131-000 |
127-265 |
3-055 |
2.5% |
0-183 |
0.4% |
6% |
True |
True |
1,273,149 |
| 40 |
131-235 |
127-265 |
3-290 |
3.1% |
0-166 |
0.4% |
5% |
False |
True |
1,169,795 |
| 60 |
131-235 |
127-265 |
3-290 |
3.1% |
0-172 |
0.4% |
5% |
False |
True |
1,087,333 |
| 80 |
132-055 |
127-265 |
4-110 |
3.4% |
0-176 |
0.4% |
5% |
False |
True |
817,024 |
| 100 |
133-095 |
127-265 |
5-150 |
4.3% |
0-173 |
0.4% |
4% |
False |
True |
653,715 |
| 120 |
133-095 |
127-265 |
5-150 |
4.3% |
0-150 |
0.4% |
4% |
False |
True |
544,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-154 |
|
2.618 |
139-097 |
|
1.618 |
136-042 |
|
1.000 |
134-055 |
|
0.618 |
132-307 |
|
HIGH |
131-000 |
|
0.618 |
129-252 |
|
0.500 |
129-132 |
|
0.382 |
129-013 |
|
LOW |
127-265 |
|
0.618 |
125-278 |
|
1.000 |
124-210 |
|
1.618 |
122-223 |
|
2.618 |
119-168 |
|
4.250 |
114-111 |
|
|
| Fisher Pivots for day following 09-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-132 |
129-132 |
| PP |
128-305 |
128-305 |
| S1 |
128-158 |
128-158 |
|