ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 16-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2016 |
16-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
123-275 |
123-175 |
-0-100 |
-0.3% |
124-195 |
High |
123-275 |
123-300 |
0-025 |
0.1% |
125-050 |
Low |
123-085 |
123-145 |
0-060 |
0.2% |
123-085 |
Close |
123-225 |
123-195 |
-0-030 |
-0.1% |
123-195 |
Range |
0-190 |
0-155 |
-0-035 |
-18.4% |
1-285 |
ATR |
0-233 |
0-227 |
-0-006 |
-2.4% |
0-000 |
Volume |
11,375 |
10,007 |
-1,368 |
-12.0% |
38,351 |
|
Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-038 |
124-272 |
123-280 |
|
R3 |
124-203 |
124-117 |
123-238 |
|
R2 |
124-048 |
124-048 |
123-223 |
|
R1 |
123-282 |
123-282 |
123-209 |
124-005 |
PP |
123-213 |
123-213 |
123-213 |
123-235 |
S1 |
123-127 |
123-127 |
123-181 |
123-170 |
S2 |
123-058 |
123-058 |
123-167 |
|
S3 |
122-223 |
122-292 |
123-152 |
|
S4 |
122-068 |
122-137 |
123-110 |
|
|
Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-218 |
128-172 |
124-208 |
|
R3 |
127-253 |
126-207 |
124-041 |
|
R2 |
125-288 |
125-288 |
123-306 |
|
R1 |
124-242 |
124-242 |
123-250 |
124-123 |
PP |
124-003 |
124-003 |
124-003 |
123-264 |
S1 |
122-277 |
122-277 |
123-140 |
122-157 |
S2 |
122-038 |
122-038 |
123-084 |
|
S3 |
120-073 |
120-312 |
123-029 |
|
S4 |
118-108 |
119-027 |
122-182 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-050 |
123-085 |
1-285 |
1.5% |
0-230 |
0.6% |
18% |
False |
False |
7,670 |
10 |
125-245 |
123-085 |
2-160 |
2.0% |
0-210 |
0.5% |
14% |
False |
False |
15,272 |
20 |
126-050 |
123-085 |
2-285 |
2.3% |
0-212 |
0.5% |
12% |
False |
False |
736,996 |
40 |
131-000 |
123-085 |
7-235 |
6.3% |
0-222 |
0.6% |
4% |
False |
False |
1,128,921 |
60 |
131-235 |
123-085 |
8-150 |
6.9% |
0-194 |
0.5% |
4% |
False |
False |
1,115,616 |
80 |
131-235 |
123-085 |
8-150 |
6.9% |
0-193 |
0.5% |
4% |
False |
False |
1,128,191 |
100 |
132-055 |
123-085 |
8-290 |
7.2% |
0-190 |
0.5% |
4% |
False |
False |
913,815 |
120 |
133-095 |
123-085 |
10-010 |
8.1% |
0-184 |
0.5% |
3% |
False |
False |
761,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-319 |
2.618 |
125-066 |
1.618 |
124-231 |
1.000 |
124-135 |
0.618 |
124-076 |
HIGH |
123-300 |
0.618 |
123-241 |
0.500 |
123-222 |
0.382 |
123-204 |
LOW |
123-145 |
0.618 |
123-049 |
1.000 |
122-310 |
1.618 |
122-214 |
2.618 |
122-059 |
4.250 |
121-126 |
|
|
Fisher Pivots for day following 16-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
123-222 |
124-068 |
PP |
123-213 |
124-003 |
S1 |
123-204 |
123-259 |
|