ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 15-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2016 |
15-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
127-070 |
126-130 |
-0-260 |
-0.6% |
129-275 |
| High |
127-070 |
126-315 |
-0-075 |
-0.2% |
131-000 |
| Low |
125-305 |
126-105 |
0-120 |
0.3% |
127-025 |
| Close |
126-210 |
126-135 |
-0-075 |
-0.2% |
127-055 |
| Range |
1-085 |
0-210 |
-0-195 |
-48.1% |
3-295 |
| ATR |
0-237 |
0-235 |
-0-002 |
-0.8% |
0-000 |
| Volume |
2,439,460 |
1,750,696 |
-688,764 |
-28.2% |
9,707,497 |
|
| Daily Pivots for day following 15-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-175 |
128-045 |
126-251 |
|
| R3 |
127-285 |
127-155 |
126-193 |
|
| R2 |
127-075 |
127-075 |
126-174 |
|
| R1 |
126-265 |
126-265 |
126-154 |
127-010 |
| PP |
126-185 |
126-185 |
126-185 |
126-218 |
| S1 |
126-055 |
126-055 |
126-116 |
126-120 |
| S2 |
125-295 |
125-295 |
126-097 |
|
| S3 |
125-085 |
125-165 |
126-077 |
|
| S4 |
124-195 |
124-275 |
126-019 |
|
|
| 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 |
125-305 |
5-015 |
4.0% |
1-122 |
1.1% |
9% |
False |
False |
2,414,605 |
| 10 |
131-000 |
125-305 |
5-015 |
4.0% |
0-298 |
0.7% |
9% |
False |
False |
1,779,295 |
| 20 |
131-000 |
125-305 |
5-015 |
4.0% |
0-215 |
0.5% |
9% |
False |
False |
1,450,291 |
| 40 |
131-235 |
125-305 |
5-250 |
4.6% |
0-180 |
0.4% |
8% |
False |
False |
1,273,494 |
| 60 |
131-235 |
125-305 |
5-250 |
4.6% |
0-181 |
0.4% |
8% |
False |
False |
1,215,124 |
| 80 |
132-055 |
125-305 |
6-070 |
4.9% |
0-183 |
0.5% |
8% |
False |
False |
914,981 |
| 100 |
133-095 |
125-305 |
7-110 |
5.8% |
0-174 |
0.4% |
6% |
False |
False |
732,127 |
| 120 |
133-095 |
125-305 |
7-110 |
5.8% |
0-160 |
0.4% |
6% |
False |
False |
610,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-248 |
|
2.618 |
128-225 |
|
1.618 |
128-015 |
|
1.000 |
127-205 |
|
0.618 |
127-125 |
|
HIGH |
126-315 |
|
0.618 |
126-235 |
|
0.500 |
126-210 |
|
0.382 |
126-185 |
|
LOW |
126-105 |
|
0.618 |
125-295 |
|
1.000 |
125-215 |
|
1.618 |
125-085 |
|
2.618 |
124-195 |
|
4.250 |
123-172 |
|
|
| Fisher Pivots for day following 15-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
126-210 |
126-262 |
| PP |
126-185 |
126-220 |
| S1 |
126-160 |
126-178 |
|