ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 14-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
124-280 |
124-285 |
0-005 |
0.0% |
125-195 |
High |
125-025 |
125-050 |
0-025 |
0.1% |
125-245 |
Low |
124-190 |
123-235 |
-0-275 |
-0.7% |
124-210 |
Close |
124-215 |
124-050 |
-0-165 |
-0.4% |
124-255 |
Range |
0-155 |
1-135 |
0-300 |
193.6% |
1-035 |
ATR |
0-212 |
0-229 |
0-017 |
8.2% |
0-000 |
Volume |
3,337 |
7,771 |
4,434 |
132.9% |
114,375 |
|
Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-197 |
127-258 |
124-300 |
|
R3 |
127-062 |
126-123 |
124-175 |
|
R2 |
125-247 |
125-247 |
124-133 |
|
R1 |
124-308 |
124-308 |
124-092 |
124-210 |
PP |
124-112 |
124-112 |
124-112 |
124-063 |
S1 |
123-173 |
123-173 |
124-008 |
123-075 |
S2 |
122-297 |
122-297 |
123-287 |
|
S3 |
121-162 |
122-038 |
123-245 |
|
S4 |
120-027 |
120-223 |
123-120 |
|
|
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 |
123-235 |
1-280 |
1.5% |
0-243 |
0.6% |
23% |
False |
True |
8,876 |
10 |
125-245 |
123-235 |
2-010 |
1.6% |
0-222 |
0.6% |
21% |
False |
True |
26,635 |
20 |
126-245 |
123-235 |
3-010 |
2.4% |
0-222 |
0.6% |
14% |
False |
True |
908,403 |
40 |
131-000 |
123-235 |
7-085 |
5.9% |
0-219 |
0.6% |
6% |
False |
True |
1,179,347 |
60 |
131-235 |
123-235 |
8-000 |
6.4% |
0-194 |
0.5% |
5% |
False |
True |
1,151,797 |
80 |
131-235 |
123-235 |
8-000 |
6.4% |
0-191 |
0.5% |
5% |
False |
True |
1,138,444 |
100 |
132-055 |
123-235 |
8-140 |
6.8% |
0-191 |
0.5% |
5% |
False |
True |
913,665 |
120 |
133-095 |
123-235 |
9-180 |
7.7% |
0-182 |
0.5% |
4% |
False |
True |
761,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-064 |
2.618 |
128-281 |
1.618 |
127-146 |
1.000 |
126-185 |
0.618 |
126-011 |
HIGH |
125-050 |
0.618 |
124-196 |
0.500 |
124-143 |
0.382 |
124-089 |
LOW |
123-235 |
0.618 |
122-274 |
1.000 |
122-100 |
1.618 |
121-139 |
2.618 |
120-004 |
4.250 |
117-221 |
|
|
Fisher Pivots for day following 14-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
124-143 |
124-143 |
PP |
124-112 |
124-112 |
S1 |
124-081 |
124-081 |
|