ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 30-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2016 |
30-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
125-225 |
125-255 |
0-030 |
0.1% |
125-120 |
High |
125-265 |
125-265 |
0-000 |
0.0% |
125-310 |
Low |
125-115 |
124-315 |
-0-120 |
-0.3% |
124-255 |
Close |
125-245 |
125-075 |
-0-170 |
-0.4% |
125-065 |
Range |
0-150 |
0-270 |
0-120 |
80.0% |
1-055 |
ATR |
0-225 |
0-228 |
0-003 |
1.4% |
0-000 |
Volume |
1,214,689 |
361,206 |
-853,483 |
-70.3% |
8,454,099 |
|
Daily Pivots for day following 30-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-282 |
127-128 |
125-223 |
|
R3 |
127-012 |
126-178 |
125-149 |
|
R2 |
126-062 |
126-062 |
125-125 |
|
R1 |
125-228 |
125-228 |
125-100 |
125-170 |
PP |
125-112 |
125-112 |
125-112 |
125-083 |
S1 |
124-278 |
124-278 |
125-050 |
124-220 |
S2 |
124-162 |
124-162 |
125-026 |
|
S3 |
123-212 |
124-008 |
125-001 |
|
S4 |
122-262 |
123-058 |
124-247 |
|
|
Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-268 |
128-062 |
125-271 |
|
R3 |
127-213 |
127-007 |
125-168 |
|
R2 |
126-158 |
126-158 |
125-134 |
|
R1 |
125-272 |
125-272 |
125-099 |
125-188 |
PP |
125-103 |
125-103 |
125-103 |
125-061 |
S1 |
124-217 |
124-217 |
125-031 |
124-132 |
S2 |
124-048 |
124-048 |
124-316 |
|
S3 |
122-313 |
123-162 |
124-282 |
|
S4 |
121-258 |
122-107 |
124-179 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-295 |
124-255 |
1-040 |
0.9% |
0-217 |
0.5% |
39% |
False |
False |
1,727,626 |
10 |
126-245 |
124-255 |
1-310 |
1.6% |
0-222 |
0.6% |
22% |
False |
False |
1,790,172 |
20 |
131-000 |
124-255 |
6-065 |
5.0% |
0-260 |
0.6% |
7% |
False |
False |
1,784,734 |
40 |
131-000 |
124-255 |
6-065 |
5.0% |
0-198 |
0.5% |
7% |
False |
False |
1,446,023 |
60 |
131-235 |
124-255 |
6-300 |
5.5% |
0-187 |
0.5% |
6% |
False |
False |
1,328,039 |
80 |
131-290 |
124-255 |
7-035 |
5.7% |
0-187 |
0.5% |
6% |
False |
False |
1,138,241 |
100 |
132-065 |
124-255 |
7-130 |
5.9% |
0-184 |
0.5% |
6% |
False |
False |
911,091 |
120 |
133-095 |
124-255 |
8-160 |
6.8% |
0-176 |
0.4% |
5% |
False |
False |
759,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-132 |
2.618 |
128-012 |
1.618 |
127-062 |
1.000 |
126-215 |
0.618 |
126-112 |
HIGH |
125-265 |
0.618 |
125-162 |
0.500 |
125-130 |
0.382 |
125-098 |
LOW |
124-315 |
0.618 |
124-148 |
1.000 |
124-045 |
1.618 |
123-198 |
2.618 |
122-248 |
4.250 |
121-128 |
|
|
Fisher Pivots for day following 30-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
125-130 |
125-130 |
PP |
125-112 |
125-112 |
S1 |
125-093 |
125-093 |
|