ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 15-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
124-285 |
123-275 |
-1-010 |
-0.8% |
125-195 |
High |
125-050 |
123-275 |
-1-095 |
-1.0% |
125-245 |
Low |
123-235 |
123-085 |
-0-150 |
-0.4% |
124-210 |
Close |
124-050 |
123-225 |
-0-145 |
-0.4% |
124-255 |
Range |
1-135 |
0-190 |
-0-265 |
-58.2% |
1-035 |
ATR |
0-229 |
0-233 |
0-004 |
1.8% |
0-000 |
Volume |
7,771 |
11,375 |
3,604 |
46.4% |
114,375 |
|
Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-125 |
125-045 |
124-010 |
|
R3 |
124-255 |
124-175 |
123-277 |
|
R2 |
124-065 |
124-065 |
123-260 |
|
R1 |
123-305 |
123-305 |
123-242 |
123-250 |
PP |
123-195 |
123-195 |
123-195 |
123-167 |
S1 |
123-115 |
123-115 |
123-208 |
123-060 |
S2 |
123-005 |
123-005 |
123-190 |
|
S3 |
122-135 |
122-245 |
123-173 |
|
S4 |
121-265 |
122-055 |
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 |
125-090 |
123-085 |
2-005 |
1.6% |
0-239 |
0.6% |
22% |
False |
True |
7,377 |
10 |
125-245 |
123-085 |
2-160 |
2.0% |
0-215 |
0.5% |
18% |
False |
True |
18,515 |
20 |
126-245 |
123-085 |
3-160 |
2.8% |
0-219 |
0.6% |
13% |
False |
True |
816,807 |
40 |
131-000 |
123-085 |
7-235 |
6.3% |
0-221 |
0.6% |
6% |
False |
True |
1,155,377 |
60 |
131-235 |
123-085 |
8-150 |
6.8% |
0-194 |
0.5% |
5% |
False |
True |
1,133,401 |
80 |
131-235 |
123-085 |
8-150 |
6.8% |
0-192 |
0.5% |
5% |
False |
True |
1,135,922 |
100 |
132-055 |
123-085 |
8-290 |
7.2% |
0-191 |
0.5% |
5% |
False |
True |
913,762 |
120 |
133-095 |
123-085 |
10-010 |
8.1% |
0-183 |
0.5% |
4% |
False |
True |
761,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-123 |
2.618 |
125-132 |
1.618 |
124-262 |
1.000 |
124-145 |
0.618 |
124-072 |
HIGH |
123-275 |
0.618 |
123-202 |
0.500 |
123-180 |
0.382 |
123-158 |
LOW |
123-085 |
0.618 |
122-288 |
1.000 |
122-215 |
1.618 |
122-098 |
2.618 |
121-228 |
4.250 |
120-237 |
|
|
Fisher Pivots for day following 15-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
123-210 |
124-068 |
PP |
123-195 |
124-013 |
S1 |
123-180 |
123-279 |
|