ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 22-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2016 |
22-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
125-120 |
125-255 |
0-135 |
0.3% |
127-070 |
High |
125-280 |
125-310 |
0-030 |
0.1% |
127-070 |
Low |
125-100 |
125-175 |
0-075 |
0.2% |
125-100 |
Close |
125-175 |
125-225 |
0-050 |
0.1% |
125-180 |
Range |
0-180 |
0-135 |
-0-045 |
-25.0% |
1-290 |
ATR |
0-239 |
0-231 |
-0-007 |
-3.1% |
0-000 |
Volume |
1,635,973 |
2,263,826 |
627,853 |
38.4% |
9,553,950 |
|
Daily Pivots for day following 22-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-002 |
126-248 |
125-299 |
|
R3 |
126-187 |
126-113 |
125-262 |
|
R2 |
126-052 |
126-052 |
125-250 |
|
R1 |
125-298 |
125-298 |
125-237 |
125-268 |
PP |
125-237 |
125-237 |
125-237 |
125-221 |
S1 |
125-163 |
125-163 |
125-213 |
125-132 |
S2 |
125-102 |
125-102 |
125-200 |
|
S3 |
124-287 |
125-028 |
125-188 |
|
S4 |
124-152 |
124-213 |
125-151 |
|
|
Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-240 |
130-180 |
126-196 |
|
R3 |
129-270 |
128-210 |
126-028 |
|
R2 |
127-300 |
127-300 |
125-292 |
|
R1 |
126-240 |
126-240 |
125-236 |
126-125 |
PP |
126-010 |
126-010 |
126-010 |
125-273 |
S1 |
124-270 |
124-270 |
125-124 |
124-155 |
S2 |
124-040 |
124-040 |
125-068 |
|
S3 |
122-070 |
122-300 |
125-012 |
|
S4 |
120-100 |
121-010 |
124-164 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-245 |
125-100 |
1-145 |
1.2% |
0-228 |
0.6% |
27% |
False |
False |
1,852,718 |
10 |
131-000 |
125-100 |
5-220 |
4.5% |
1-015 |
0.8% |
7% |
False |
False |
2,133,662 |
20 |
131-000 |
125-100 |
5-220 |
4.5% |
0-244 |
0.6% |
7% |
False |
False |
1,681,742 |
40 |
131-235 |
125-100 |
6-135 |
5.1% |
0-190 |
0.5% |
6% |
False |
False |
1,382,274 |
60 |
131-235 |
125-100 |
6-135 |
5.1% |
0-185 |
0.5% |
6% |
False |
False |
1,287,768 |
80 |
132-040 |
125-100 |
6-260 |
5.4% |
0-185 |
0.5% |
6% |
False |
False |
1,030,622 |
100 |
133-095 |
125-100 |
7-315 |
6.4% |
0-181 |
0.4% |
5% |
False |
False |
824,736 |
120 |
133-095 |
125-100 |
7-315 |
6.4% |
0-170 |
0.4% |
5% |
False |
False |
687,303 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-244 |
2.618 |
127-023 |
1.618 |
126-208 |
1.000 |
126-125 |
0.618 |
126-073 |
HIGH |
125-310 |
0.618 |
125-258 |
0.500 |
125-243 |
0.382 |
125-227 |
LOW |
125-175 |
0.618 |
125-092 |
1.000 |
125-040 |
1.618 |
124-277 |
2.618 |
124-142 |
4.250 |
123-241 |
|
|
Fisher Pivots for day following 22-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
125-243 |
125-235 |
PP |
125-237 |
125-232 |
S1 |
125-231 |
125-228 |
|