ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 17-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2016 |
17-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
126-185 |
126-160 |
-0-025 |
-0.1% |
129-275 |
High |
126-220 |
126-245 |
0-025 |
0.1% |
131-000 |
Low |
125-285 |
125-265 |
-0-020 |
0.0% |
127-025 |
Close |
126-150 |
126-025 |
-0-125 |
-0.3% |
127-055 |
Range |
0-255 |
0-300 |
0-045 |
17.6% |
3-295 |
ATR |
0-237 |
0-241 |
0-005 |
1.9% |
0-000 |
Volume |
1,843,304 |
1,606,222 |
-237,082 |
-12.9% |
9,707,497 |
|
Daily Pivots for day following 17-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-012 |
128-158 |
126-190 |
|
R3 |
128-032 |
127-178 |
126-107 |
|
R2 |
127-052 |
127-052 |
126-080 |
|
R1 |
126-198 |
126-198 |
126-052 |
126-135 |
PP |
126-072 |
126-072 |
126-072 |
126-040 |
S1 |
125-218 |
125-218 |
125-317 |
125-155 |
S2 |
125-092 |
125-092 |
125-290 |
|
S3 |
124-112 |
124-238 |
125-262 |
|
S4 |
123-132 |
123-258 |
125-180 |
|
|
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 |
127-220 |
125-265 |
1-275 |
1.5% |
0-273 |
0.7% |
13% |
False |
True |
1,647,170 |
10 |
131-000 |
125-265 |
5-055 |
4.1% |
0-319 |
0.8% |
5% |
False |
True |
1,868,323 |
20 |
131-000 |
125-265 |
5-055 |
4.1% |
0-232 |
0.6% |
5% |
False |
True |
1,520,846 |
40 |
131-235 |
125-265 |
5-290 |
4.7% |
0-185 |
0.5% |
4% |
False |
True |
1,304,927 |
60 |
131-235 |
125-265 |
5-290 |
4.7% |
0-187 |
0.5% |
4% |
False |
True |
1,258,590 |
80 |
132-055 |
125-265 |
6-110 |
5.0% |
0-185 |
0.5% |
4% |
False |
True |
958,020 |
100 |
133-095 |
125-265 |
7-150 |
5.9% |
0-178 |
0.4% |
3% |
False |
True |
766,622 |
120 |
133-095 |
125-265 |
7-150 |
5.9% |
0-165 |
0.4% |
3% |
False |
True |
638,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-240 |
2.618 |
129-070 |
1.618 |
128-090 |
1.000 |
127-225 |
0.618 |
127-110 |
HIGH |
126-245 |
0.618 |
126-130 |
0.500 |
126-095 |
0.382 |
126-060 |
LOW |
125-265 |
0.618 |
125-080 |
1.000 |
124-285 |
1.618 |
124-100 |
2.618 |
123-120 |
4.250 |
121-270 |
|
|
Fisher Pivots for day following 17-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
126-095 |
126-130 |
PP |
126-072 |
126-095 |
S1 |
126-048 |
126-060 |
|