ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 10-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2016 |
10-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
129-165 |
128-030 |
-1-135 |
-1.1% |
129-190 |
| High |
131-000 |
128-160 |
-2-160 |
-1.9% |
130-120 |
| Low |
127-265 |
127-095 |
-0-170 |
-0.4% |
129-085 |
| Close |
128-010 |
127-180 |
-0-150 |
-0.4% |
130-080 |
| Range |
3-055 |
1-065 |
-1-310 |
-62.1% |
1-035 |
| ATR |
0-214 |
0-227 |
0-012 |
5.7% |
0-000 |
| Volume |
4,231,834 |
3,054,870 |
-1,176,964 |
-27.8% |
6,452,098 |
|
| Daily Pivots for day following 10-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-127 |
130-218 |
128-072 |
|
| R3 |
130-062 |
129-153 |
127-286 |
|
| R2 |
128-317 |
128-317 |
127-251 |
|
| R1 |
128-088 |
128-088 |
127-215 |
128-010 |
| PP |
127-252 |
127-252 |
127-252 |
127-213 |
| S1 |
127-023 |
127-023 |
127-145 |
126-265 |
| S2 |
126-187 |
126-187 |
127-109 |
|
| S3 |
125-122 |
125-278 |
127-074 |
|
| S4 |
124-057 |
124-213 |
126-288 |
|
|
| 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 |
127-095 |
3-225 |
2.9% |
1-045 |
0.9% |
7% |
False |
True |
2,089,476 |
| 10 |
131-000 |
127-095 |
3-225 |
2.9% |
0-260 |
0.6% |
7% |
False |
True |
1,695,390 |
| 20 |
131-000 |
127-095 |
3-225 |
2.9% |
0-196 |
0.5% |
7% |
False |
True |
1,369,662 |
| 40 |
131-235 |
127-095 |
4-140 |
3.5% |
0-170 |
0.4% |
6% |
False |
True |
1,211,355 |
| 60 |
131-235 |
127-095 |
4-140 |
3.5% |
0-176 |
0.4% |
6% |
False |
True |
1,137,815 |
| 80 |
132-055 |
127-095 |
4-280 |
3.8% |
0-179 |
0.4% |
5% |
False |
True |
855,206 |
| 100 |
133-095 |
127-095 |
6-000 |
4.7% |
0-177 |
0.4% |
4% |
False |
True |
684,264 |
| 120 |
133-095 |
127-095 |
6-000 |
4.7% |
0-154 |
0.4% |
4% |
False |
True |
570,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-196 |
|
2.618 |
131-208 |
|
1.618 |
130-143 |
|
1.000 |
129-225 |
|
0.618 |
129-078 |
|
HIGH |
128-160 |
|
0.618 |
128-013 |
|
0.500 |
127-288 |
|
0.382 |
127-242 |
|
LOW |
127-095 |
|
0.618 |
126-177 |
|
1.000 |
126-030 |
|
1.618 |
125-112 |
|
2.618 |
124-047 |
|
4.250 |
122-059 |
|
|
| Fisher Pivots for day following 10-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
127-288 |
129-048 |
| PP |
127-252 |
128-198 |
| S1 |
127-216 |
128-029 |
|