ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 11-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2016 |
11-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
128-030 |
127-115 |
-0-235 |
-0.6% |
129-275 |
| High |
128-160 |
127-220 |
-0-260 |
-0.6% |
131-000 |
| Low |
127-095 |
127-025 |
-0-070 |
-0.2% |
127-025 |
| Close |
127-180 |
127-055 |
-0-125 |
-0.3% |
127-055 |
| Range |
1-065 |
0-195 |
-0-190 |
-49.3% |
3-295 |
| ATR |
0-227 |
0-224 |
-0-002 |
-1.0% |
0-000 |
| Volume |
3,054,870 |
596,168 |
-2,458,702 |
-80.5% |
9,707,497 |
|
| Daily Pivots for day following 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-045 |
128-245 |
127-162 |
|
| R3 |
128-170 |
128-050 |
127-109 |
|
| R2 |
127-295 |
127-295 |
127-091 |
|
| R1 |
127-175 |
127-175 |
127-073 |
127-138 |
| PP |
127-100 |
127-100 |
127-100 |
127-081 |
| S1 |
126-300 |
126-300 |
127-037 |
126-262 |
| S2 |
126-225 |
126-225 |
127-019 |
|
| S3 |
126-030 |
126-105 |
127-001 |
|
| S4 |
125-155 |
125-230 |
126-268 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-058 |
137-192 |
129-105 |
|
| R3 |
136-083 |
133-217 |
128-080 |
|
| R2 |
132-108 |
132-108 |
127-285 |
|
| R1 |
129-242 |
129-242 |
127-170 |
129-028 |
| PP |
128-133 |
128-133 |
128-133 |
128-026 |
| S1 |
125-267 |
125-267 |
126-260 |
125-052 |
| S2 |
124-158 |
124-158 |
126-145 |
|
| S3 |
120-183 |
121-292 |
126-030 |
|
| S4 |
116-208 |
117-317 |
125-005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-000 |
127-025 |
3-295 |
3.1% |
1-056 |
0.9% |
2% |
False |
True |
1,941,499 |
| 10 |
131-000 |
127-025 |
3-295 |
3.1% |
0-264 |
0.6% |
2% |
False |
True |
1,615,959 |
| 20 |
131-000 |
127-025 |
3-295 |
3.1% |
0-198 |
0.5% |
2% |
False |
True |
1,338,507 |
| 40 |
131-235 |
127-025 |
4-210 |
3.7% |
0-171 |
0.4% |
2% |
False |
True |
1,202,844 |
| 60 |
131-235 |
127-025 |
4-210 |
3.7% |
0-177 |
0.4% |
2% |
False |
True |
1,147,563 |
| 80 |
132-055 |
127-025 |
5-030 |
4.0% |
0-179 |
0.4% |
2% |
False |
True |
862,640 |
| 100 |
133-095 |
127-025 |
6-070 |
4.9% |
0-179 |
0.4% |
2% |
False |
True |
690,225 |
| 120 |
133-095 |
127-025 |
6-070 |
4.9% |
0-155 |
0.4% |
2% |
False |
True |
575,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-089 |
|
2.618 |
129-091 |
|
1.618 |
128-216 |
|
1.000 |
128-095 |
|
0.618 |
128-021 |
|
HIGH |
127-220 |
|
0.618 |
127-146 |
|
0.500 |
127-122 |
|
0.382 |
127-099 |
|
LOW |
127-025 |
|
0.618 |
126-224 |
|
1.000 |
126-150 |
|
1.618 |
126-029 |
|
2.618 |
125-154 |
|
4.250 |
124-156 |
|
|
| Fisher Pivots for day following 11-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
127-122 |
129-012 |
| PP |
127-100 |
128-133 |
| S1 |
127-078 |
127-254 |
|