ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 06-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2016 |
06-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
125-195 |
125-050 |
-0-145 |
-0.4% |
125-115 |
| High |
125-245 |
125-110 |
-0-135 |
-0.3% |
125-265 |
| Low |
124-235 |
125-040 |
0-125 |
0.3% |
124-110 |
| Close |
125-060 |
125-065 |
0-005 |
0.0% |
125-075 |
| Range |
1-010 |
0-070 |
-0-260 |
-78.8% |
1-155 |
| ATR |
0-238 |
0-226 |
-0-012 |
-5.0% |
0-000 |
| Volume |
52,882 |
17,022 |
-35,860 |
-67.8% |
4,218,839 |
|
| Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-282 |
125-243 |
125-104 |
|
| R3 |
125-212 |
125-173 |
125-084 |
|
| R2 |
125-142 |
125-142 |
125-078 |
|
| R1 |
125-103 |
125-103 |
125-071 |
125-123 |
| PP |
125-072 |
125-072 |
125-072 |
125-081 |
| S1 |
125-033 |
125-033 |
125-059 |
125-052 |
| S2 |
125-002 |
125-002 |
125-052 |
|
| S3 |
124-252 |
124-283 |
125-046 |
|
| S4 |
124-182 |
124-213 |
125-026 |
|
|
| 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% |
0-228 |
0.6% |
58% |
False |
False |
113,223 |
| 10 |
125-310 |
124-110 |
1-200 |
1.3% |
0-209 |
0.5% |
53% |
False |
False |
1,110,686 |
| 20 |
131-000 |
124-110 |
6-210 |
5.3% |
0-276 |
0.7% |
13% |
False |
False |
1,560,793 |
| 40 |
131-000 |
124-110 |
6-210 |
5.3% |
0-204 |
0.5% |
13% |
False |
False |
1,343,600 |
| 60 |
131-235 |
124-110 |
7-125 |
5.9% |
0-191 |
0.5% |
12% |
False |
False |
1,253,949 |
| 80 |
131-235 |
124-110 |
7-125 |
5.9% |
0-188 |
0.5% |
12% |
False |
False |
1,140,267 |
| 100 |
132-055 |
124-110 |
7-265 |
6.3% |
0-186 |
0.5% |
11% |
False |
False |
913,109 |
| 120 |
133-095 |
124-110 |
8-305 |
7.2% |
0-182 |
0.5% |
10% |
False |
False |
760,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-088 |
|
2.618 |
125-293 |
|
1.618 |
125-223 |
|
1.000 |
125-180 |
|
0.618 |
125-153 |
|
HIGH |
125-110 |
|
0.618 |
125-083 |
|
0.500 |
125-075 |
|
0.382 |
125-067 |
|
LOW |
125-040 |
|
0.618 |
124-317 |
|
1.000 |
124-290 |
|
1.618 |
124-247 |
|
2.618 |
124-177 |
|
4.250 |
124-062 |
|
|
| Fisher Pivots for day following 06-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
125-075 |
125-080 |
| PP |
125-072 |
125-075 |
| S1 |
125-068 |
125-070 |
|