ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 05-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2016 |
05-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
124-235 |
125-195 |
0-280 |
0.7% |
125-115 |
| High |
125-120 |
125-245 |
0-125 |
0.3% |
125-265 |
| Low |
124-235 |
124-235 |
0-000 |
0.0% |
124-110 |
| Close |
125-075 |
125-060 |
-0-015 |
0.0% |
125-075 |
| Range |
0-205 |
1-010 |
0-125 |
61.0% |
1-155 |
| ATR |
0-230 |
0-238 |
0-007 |
3.1% |
0-000 |
| Volume |
42,433 |
52,882 |
10,449 |
24.6% |
4,218,839 |
|
| Daily Pivots for day following 05-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-103 |
127-252 |
125-241 |
|
| R3 |
127-093 |
126-242 |
125-151 |
|
| R2 |
126-083 |
126-083 |
125-120 |
|
| R1 |
125-232 |
125-232 |
125-090 |
125-152 |
| PP |
125-073 |
125-073 |
125-073 |
125-034 |
| S1 |
124-222 |
124-222 |
125-030 |
124-143 |
| S2 |
124-063 |
124-063 |
125-000 |
|
| S3 |
123-053 |
123-212 |
124-289 |
|
| S4 |
122-043 |
122-202 |
124-199 |
|
|
| 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% |
0-244 |
0.6% |
57% |
False |
False |
352,756 |
| 10 |
125-310 |
124-110 |
1-200 |
1.3% |
0-220 |
0.5% |
52% |
False |
False |
1,272,582 |
| 20 |
131-000 |
124-110 |
6-210 |
5.3% |
0-276 |
0.7% |
13% |
False |
False |
1,599,363 |
| 40 |
131-000 |
124-110 |
6-210 |
5.3% |
0-207 |
0.5% |
13% |
False |
False |
1,350,654 |
| 60 |
131-235 |
124-110 |
7-125 |
5.9% |
0-192 |
0.5% |
11% |
False |
False |
1,273,642 |
| 80 |
131-290 |
124-110 |
7-180 |
6.0% |
0-190 |
0.5% |
11% |
False |
False |
1,140,228 |
| 100 |
132-055 |
124-110 |
7-265 |
6.3% |
0-187 |
0.5% |
11% |
False |
False |
912,942 |
| 120 |
133-095 |
124-110 |
8-305 |
7.2% |
0-182 |
0.5% |
9% |
False |
False |
760,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-047 |
|
2.618 |
128-149 |
|
1.618 |
127-139 |
|
1.000 |
126-255 |
|
0.618 |
126-129 |
|
HIGH |
125-245 |
|
0.618 |
125-119 |
|
0.500 |
125-080 |
|
0.382 |
125-041 |
|
LOW |
124-235 |
|
0.618 |
124-031 |
|
1.000 |
123-225 |
|
1.618 |
123-021 |
|
2.618 |
122-011 |
|
4.250 |
120-113 |
|
|
| Fisher Pivots for day following 05-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
125-080 |
125-046 |
| PP |
125-073 |
125-032 |
| S1 |
125-067 |
125-018 |
|