ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 12-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
125-000 |
124-195 |
-0-125 |
-0.3% |
125-195 |
| High |
125-090 |
124-290 |
-0-120 |
-0.3% |
125-245 |
| Low |
124-210 |
124-095 |
-0-115 |
-0.3% |
124-210 |
| Close |
124-255 |
124-245 |
-0-010 |
0.0% |
124-255 |
| Range |
0-200 |
0-195 |
-0-005 |
-2.5% |
1-035 |
| ATR |
0-217 |
0-216 |
-0-002 |
-0.7% |
0-000 |
| Volume |
8,544 |
5,861 |
-2,683 |
-31.4% |
114,375 |
|
| Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-155 |
126-075 |
125-032 |
|
| R3 |
125-280 |
125-200 |
124-299 |
|
| R2 |
125-085 |
125-085 |
124-281 |
|
| R1 |
125-005 |
125-005 |
124-263 |
125-045 |
| PP |
124-210 |
124-210 |
124-210 |
124-230 |
| S1 |
124-130 |
124-130 |
124-227 |
124-170 |
| S2 |
124-015 |
124-015 |
124-209 |
|
| S3 |
123-140 |
123-255 |
124-191 |
|
| S4 |
122-265 |
123-060 |
124-138 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-128 |
127-227 |
125-130 |
|
| R3 |
127-093 |
126-192 |
125-033 |
|
| R2 |
126-058 |
126-058 |
125-000 |
|
| R1 |
125-157 |
125-157 |
124-288 |
125-090 |
| PP |
125-023 |
125-023 |
125-023 |
124-310 |
| S1 |
124-122 |
124-122 |
124-222 |
124-055 |
| S2 |
123-308 |
123-308 |
124-190 |
|
| S3 |
122-273 |
123-087 |
124-157 |
|
| S4 |
121-238 |
122-052 |
124-060 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-195 |
124-095 |
1-100 |
1.1% |
0-163 |
0.4% |
36% |
False |
True |
13,470 |
| 10 |
125-265 |
124-095 |
1-170 |
1.2% |
0-203 |
0.5% |
31% |
False |
True |
183,113 |
| 20 |
127-070 |
124-095 |
2-295 |
2.3% |
0-223 |
0.6% |
16% |
False |
True |
1,117,356 |
| 40 |
131-000 |
124-095 |
6-225 |
5.4% |
0-210 |
0.5% |
7% |
False |
True |
1,227,931 |
| 60 |
131-235 |
124-095 |
7-140 |
6.0% |
0-188 |
0.5% |
6% |
False |
True |
1,174,348 |
| 80 |
131-235 |
124-095 |
7-140 |
6.0% |
0-188 |
0.5% |
6% |
False |
True |
1,140,011 |
| 100 |
132-055 |
124-095 |
7-280 |
6.3% |
0-188 |
0.5% |
6% |
False |
True |
913,583 |
| 120 |
133-095 |
124-095 |
9-000 |
7.2% |
0-186 |
0.5% |
5% |
False |
True |
761,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-159 |
|
2.618 |
126-161 |
|
1.618 |
125-286 |
|
1.000 |
125-165 |
|
0.618 |
125-091 |
|
HIGH |
124-290 |
|
0.618 |
124-216 |
|
0.500 |
124-193 |
|
0.382 |
124-170 |
|
LOW |
124-095 |
|
0.618 |
123-294 |
|
1.000 |
123-220 |
|
1.618 |
123-099 |
|
2.618 |
122-224 |
|
4.250 |
121-226 |
|
|
| Fisher Pivots for day following 12-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
124-227 |
124-305 |
| PP |
124-210 |
124-285 |
| S1 |
124-193 |
124-265 |
|