ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 01-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2016 |
01-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
125-255 |
125-030 |
-0-225 |
-0.6% |
125-120 |
High |
125-265 |
125-055 |
-0-210 |
-0.5% |
125-310 |
Low |
124-315 |
124-110 |
-0-205 |
-0.5% |
124-255 |
Close |
125-075 |
124-235 |
-0-160 |
-0.4% |
125-065 |
Range |
0-270 |
0-265 |
-0-005 |
-1.8% |
1-055 |
ATR |
0-228 |
0-232 |
0-004 |
1.8% |
0-000 |
Volume |
361,206 |
92,573 |
-268,633 |
-74.4% |
8,454,099 |
|
Daily Pivots for day following 01-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-075 |
126-260 |
125-061 |
|
R3 |
126-130 |
125-315 |
124-308 |
|
R2 |
125-185 |
125-185 |
124-284 |
|
R1 |
125-050 |
125-050 |
124-259 |
124-305 |
PP |
124-240 |
124-240 |
124-240 |
124-208 |
S1 |
124-105 |
124-105 |
124-211 |
124-040 |
S2 |
123-295 |
123-295 |
124-186 |
|
S3 |
123-030 |
123-160 |
124-162 |
|
S4 |
122-085 |
122-215 |
124-089 |
|
|
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 |
125-265 |
124-110 |
1-155 |
1.2% |
0-202 |
0.5% |
26% |
False |
True |
1,131,120 |
10 |
126-245 |
124-110 |
2-135 |
1.9% |
0-223 |
0.6% |
16% |
False |
True |
1,615,099 |
20 |
131-000 |
124-110 |
6-210 |
5.3% |
0-265 |
0.7% |
6% |
False |
True |
1,715,334 |
40 |
131-000 |
124-110 |
6-210 |
5.3% |
0-201 |
0.5% |
6% |
False |
True |
1,418,100 |
60 |
131-235 |
124-110 |
7-125 |
5.9% |
0-190 |
0.5% |
5% |
False |
True |
1,314,307 |
80 |
131-290 |
124-110 |
7-180 |
6.1% |
0-189 |
0.5% |
5% |
False |
True |
1,139,200 |
100 |
132-055 |
124-110 |
7-265 |
6.3% |
0-185 |
0.5% |
5% |
False |
True |
911,993 |
120 |
133-095 |
124-110 |
8-305 |
7.2% |
0-178 |
0.4% |
4% |
False |
True |
760,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-221 |
2.618 |
127-109 |
1.618 |
126-164 |
1.000 |
126-000 |
0.618 |
125-219 |
HIGH |
125-055 |
0.618 |
124-274 |
0.500 |
124-243 |
0.382 |
124-211 |
LOW |
124-110 |
0.618 |
123-266 |
1.000 |
123-165 |
1.618 |
123-001 |
2.618 |
122-056 |
4.250 |
120-264 |
|
|
Fisher Pivots for day following 01-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
124-243 |
125-028 |
PP |
124-240 |
124-310 |
S1 |
124-238 |
124-273 |
|