ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 08-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2016 |
08-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
125-075 |
125-195 |
0-120 |
0.3% |
125-115 |
High |
125-185 |
125-195 |
0-010 |
0.0% |
125-265 |
Low |
125-045 |
124-305 |
-0-060 |
-0.1% |
124-110 |
Close |
125-175 |
125-090 |
-0-085 |
-0.2% |
125-075 |
Range |
0-140 |
0-210 |
0-070 |
50.0% |
1-155 |
ATR |
0-219 |
0-219 |
-0-001 |
-0.3% |
0-000 |
Volume |
17,059 |
18,868 |
1,809 |
10.6% |
4,218,839 |
|
Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-080 |
126-295 |
125-206 |
|
R3 |
126-190 |
126-085 |
125-148 |
|
R2 |
125-300 |
125-300 |
125-129 |
|
R1 |
125-195 |
125-195 |
125-109 |
125-143 |
PP |
125-090 |
125-090 |
125-090 |
125-064 |
S1 |
124-305 |
124-305 |
125-071 |
124-252 |
S2 |
124-200 |
124-200 |
125-052 |
|
S3 |
123-310 |
124-095 |
125-032 |
|
S4 |
123-100 |
123-205 |
124-295 |
|
|
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 |
125-245 |
124-235 |
1-010 |
0.8% |
0-191 |
0.5% |
53% |
False |
False |
29,652 |
10 |
125-265 |
124-110 |
1-155 |
1.2% |
0-196 |
0.5% |
63% |
False |
False |
580,386 |
20 |
128-160 |
124-110 |
4-050 |
3.3% |
0-232 |
0.6% |
23% |
False |
False |
1,299,187 |
40 |
131-000 |
124-110 |
6-210 |
5.3% |
0-207 |
0.5% |
14% |
False |
False |
1,286,168 |
60 |
131-235 |
124-110 |
7-125 |
5.9% |
0-188 |
0.5% |
13% |
False |
False |
1,212,926 |
80 |
131-235 |
124-110 |
7-125 |
5.9% |
0-187 |
0.5% |
13% |
False |
False |
1,140,296 |
100 |
132-055 |
124-110 |
7-265 |
6.2% |
0-187 |
0.5% |
12% |
False |
False |
913,457 |
120 |
133-095 |
124-110 |
8-305 |
7.1% |
0-183 |
0.5% |
10% |
False |
False |
761,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-128 |
2.618 |
127-105 |
1.618 |
126-215 |
1.000 |
126-085 |
0.618 |
126-005 |
HIGH |
125-195 |
0.618 |
125-115 |
0.500 |
125-090 |
0.382 |
125-065 |
LOW |
124-305 |
0.618 |
124-175 |
1.000 |
124-095 |
1.618 |
123-285 |
2.618 |
123-075 |
4.250 |
122-052 |
|
|
Fisher Pivots for day following 08-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
125-090 |
125-090 |
PP |
125-090 |
125-090 |
S1 |
125-090 |
125-090 |
|