ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 13-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
124-195 |
124-280 |
0-085 |
0.2% |
125-195 |
| High |
124-290 |
125-025 |
0-055 |
0.1% |
125-245 |
| Low |
124-095 |
124-190 |
0-095 |
0.2% |
124-210 |
| Close |
124-245 |
124-215 |
-0-030 |
-0.1% |
124-255 |
| Range |
0-195 |
0-155 |
-0-040 |
-20.5% |
1-035 |
| ATR |
0-216 |
0-212 |
-0-004 |
-2.0% |
0-000 |
| Volume |
5,861 |
3,337 |
-2,524 |
-43.1% |
114,375 |
|
| Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-075 |
125-300 |
124-300 |
|
| R3 |
125-240 |
125-145 |
124-258 |
|
| R2 |
125-085 |
125-085 |
124-243 |
|
| R1 |
124-310 |
124-310 |
124-229 |
124-280 |
| PP |
124-250 |
124-250 |
124-250 |
124-235 |
| S1 |
124-155 |
124-155 |
124-201 |
124-125 |
| S2 |
124-095 |
124-095 |
124-187 |
|
| S3 |
123-260 |
124-000 |
124-172 |
|
| S4 |
123-105 |
123-165 |
124-130 |
|
|
| 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% |
0-180 |
0.5% |
29% |
False |
False |
10,733 |
| 10 |
125-265 |
124-095 |
1-170 |
1.2% |
0-204 |
0.5% |
24% |
False |
False |
61,978 |
| 20 |
126-315 |
124-095 |
2-220 |
2.2% |
0-210 |
0.5% |
14% |
False |
False |
995,550 |
| 40 |
131-000 |
124-095 |
6-225 |
5.4% |
0-210 |
0.5% |
6% |
False |
False |
1,207,053 |
| 60 |
131-235 |
124-095 |
7-140 |
6.0% |
0-189 |
0.5% |
5% |
False |
False |
1,164,785 |
| 80 |
131-235 |
124-095 |
7-140 |
6.0% |
0-188 |
0.5% |
5% |
False |
False |
1,139,064 |
| 100 |
132-055 |
124-095 |
7-280 |
6.3% |
0-187 |
0.5% |
5% |
False |
False |
913,614 |
| 120 |
133-095 |
124-095 |
9-000 |
7.2% |
0-186 |
0.5% |
4% |
False |
False |
761,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-044 |
|
2.618 |
126-111 |
|
1.618 |
125-276 |
|
1.000 |
125-180 |
|
0.618 |
125-121 |
|
HIGH |
125-025 |
|
0.618 |
124-286 |
|
0.500 |
124-268 |
|
0.382 |
124-249 |
|
LOW |
124-190 |
|
0.618 |
124-094 |
|
1.000 |
124-035 |
|
1.618 |
123-259 |
|
2.618 |
123-104 |
|
4.250 |
122-171 |
|
|
| Fisher Pivots for day following 13-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
124-268 |
124-253 |
| PP |
124-250 |
124-240 |
| S1 |
124-233 |
124-228 |
|