ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 02-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2016 |
02-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
125-030 |
124-235 |
-0-115 |
-0.3% |
125-115 |
High |
125-055 |
125-120 |
0-065 |
0.2% |
125-265 |
Low |
124-110 |
124-235 |
0-125 |
0.3% |
124-110 |
Close |
124-235 |
125-075 |
0-160 |
0.4% |
125-075 |
Range |
0-265 |
0-205 |
-0-060 |
-22.6% |
1-155 |
ATR |
0-232 |
0-230 |
-0-002 |
-0.8% |
0-000 |
Volume |
92,573 |
42,433 |
-50,140 |
-54.2% |
4,218,839 |
|
Daily Pivots for day following 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-012 |
126-248 |
125-188 |
|
R3 |
126-127 |
126-043 |
125-131 |
|
R2 |
125-242 |
125-242 |
125-113 |
|
R1 |
125-158 |
125-158 |
125-094 |
125-200 |
PP |
125-037 |
125-037 |
125-037 |
125-058 |
S1 |
124-273 |
124-273 |
125-056 |
124-315 |
S2 |
124-152 |
124-152 |
125-037 |
|
S3 |
123-267 |
124-068 |
125-019 |
|
S4 |
123-062 |
123-183 |
124-282 |
|
|
Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-188 |
128-287 |
126-016 |
|
R3 |
128-033 |
127-132 |
125-206 |
|
R2 |
126-198 |
126-198 |
125-162 |
|
R1 |
125-297 |
125-297 |
125-119 |
125-170 |
PP |
125-043 |
125-043 |
125-043 |
124-300 |
S1 |
124-142 |
124-142 |
125-031 |
124-015 |
S2 |
123-208 |
123-208 |
124-308 |
|
S3 |
122-053 |
122-307 |
124-264 |
|
S4 |
120-218 |
121-152 |
124-134 |
|
|
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% |
0-205 |
0.5% |
60% |
False |
False |
843,767 |
10 |
126-050 |
124-110 |
1-260 |
1.4% |
0-214 |
0.5% |
49% |
False |
False |
1,458,720 |
20 |
131-000 |
124-110 |
6-210 |
5.3% |
0-267 |
0.7% |
13% |
False |
False |
1,663,521 |
40 |
131-000 |
124-110 |
6-210 |
5.3% |
0-202 |
0.5% |
13% |
False |
False |
1,386,684 |
60 |
131-235 |
124-110 |
7-125 |
5.9% |
0-189 |
0.5% |
12% |
False |
False |
1,294,081 |
80 |
131-290 |
124-110 |
7-180 |
6.0% |
0-189 |
0.5% |
12% |
False |
False |
1,139,662 |
100 |
132-055 |
124-110 |
7-265 |
6.3% |
0-186 |
0.5% |
11% |
False |
False |
912,417 |
120 |
133-095 |
124-110 |
8-305 |
7.1% |
0-180 |
0.4% |
10% |
False |
False |
760,412 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-031 |
2.618 |
127-017 |
1.618 |
126-132 |
1.000 |
126-005 |
0.618 |
125-247 |
HIGH |
125-120 |
0.618 |
125-042 |
0.500 |
125-018 |
0.382 |
124-313 |
LOW |
124-235 |
0.618 |
124-108 |
1.000 |
124-030 |
1.618 |
123-223 |
2.618 |
123-018 |
4.250 |
122-004 |
|
|
Fisher Pivots for day following 02-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
125-056 |
125-059 |
PP |
125-037 |
125-043 |
S1 |
125-018 |
125-028 |
|