ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 16-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2016 |
16-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
126-130 |
126-185 |
0-055 |
0.1% |
129-275 |
High |
126-315 |
126-220 |
-0-095 |
-0.2% |
131-000 |
Low |
126-105 |
125-285 |
-0-140 |
-0.3% |
127-025 |
Close |
126-135 |
126-150 |
0-015 |
0.0% |
127-055 |
Range |
0-210 |
0-255 |
0-045 |
21.4% |
3-295 |
ATR |
0-235 |
0-237 |
0-001 |
0.6% |
0-000 |
Volume |
1,750,696 |
1,843,304 |
92,608 |
5.3% |
9,707,497 |
|
Daily Pivots for day following 16-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-237 |
128-128 |
126-290 |
|
R3 |
127-302 |
127-193 |
126-220 |
|
R2 |
127-047 |
127-047 |
126-197 |
|
R1 |
126-258 |
126-258 |
126-173 |
126-185 |
PP |
126-112 |
126-112 |
126-112 |
126-075 |
S1 |
126-003 |
126-003 |
126-127 |
125-250 |
S2 |
125-177 |
125-177 |
126-103 |
|
S3 |
124-242 |
125-068 |
126-080 |
|
S4 |
123-307 |
124-133 |
126-010 |
|
|
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 |
128-160 |
125-285 |
2-195 |
2.1% |
0-290 |
0.7% |
22% |
False |
True |
1,936,899 |
10 |
131-000 |
125-285 |
5-035 |
4.0% |
0-306 |
0.8% |
11% |
False |
True |
1,815,569 |
20 |
131-000 |
125-285 |
5-035 |
4.0% |
0-222 |
0.5% |
11% |
False |
True |
1,493,947 |
40 |
131-235 |
125-285 |
5-270 |
4.6% |
0-181 |
0.4% |
10% |
False |
True |
1,291,699 |
60 |
131-235 |
125-285 |
5-270 |
4.6% |
0-183 |
0.5% |
10% |
False |
True |
1,242,294 |
80 |
132-055 |
125-285 |
6-090 |
5.0% |
0-184 |
0.5% |
9% |
False |
True |
938,000 |
100 |
133-095 |
125-285 |
7-130 |
5.9% |
0-176 |
0.4% |
8% |
False |
True |
750,560 |
120 |
133-095 |
125-285 |
7-130 |
5.9% |
0-162 |
0.4% |
8% |
False |
True |
625,467 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-024 |
2.618 |
128-248 |
1.618 |
127-313 |
1.000 |
127-155 |
0.618 |
127-058 |
HIGH |
126-220 |
0.618 |
126-123 |
0.500 |
126-092 |
0.382 |
126-062 |
LOW |
125-285 |
0.618 |
125-127 |
1.000 |
125-030 |
1.618 |
124-192 |
2.618 |
123-257 |
4.250 |
122-161 |
|
|
Fisher Pivots for day following 16-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
126-131 |
126-178 |
PP |
126-112 |
126-168 |
S1 |
126-092 |
126-159 |
|