ECBOT 10 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 19-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
123-175 |
123-210 |
0-035 |
0.1% |
124-195 |
High |
123-300 |
124-055 |
0-075 |
0.2% |
125-050 |
Low |
123-145 |
123-210 |
0-065 |
0.2% |
123-085 |
Close |
123-195 |
124-010 |
0-135 |
0.3% |
123-195 |
Range |
0-155 |
0-165 |
0-010 |
6.4% |
1-285 |
ATR |
0-227 |
0-224 |
-0-003 |
-1.5% |
0-000 |
Volume |
10,007 |
11,592 |
1,585 |
15.8% |
38,351 |
|
Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-160 |
125-090 |
124-101 |
|
R3 |
124-315 |
124-245 |
124-055 |
|
R2 |
124-150 |
124-150 |
124-040 |
|
R1 |
124-080 |
124-080 |
124-025 |
124-115 |
PP |
123-305 |
123-305 |
123-305 |
124-003 |
S1 |
123-235 |
123-235 |
123-315 |
123-270 |
S2 |
123-140 |
123-140 |
123-300 |
|
S3 |
122-295 |
123-070 |
123-285 |
|
S4 |
122-130 |
122-225 |
123-239 |
|
|
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% |
0-224 |
0.6% |
40% |
False |
False |
8,816 |
10 |
125-195 |
123-085 |
2-110 |
1.9% |
0-194 |
0.5% |
33% |
False |
False |
11,143 |
20 |
125-310 |
123-085 |
2-225 |
2.2% |
0-207 |
0.5% |
28% |
False |
False |
641,862 |
40 |
131-000 |
123-085 |
7-235 |
6.2% |
0-224 |
0.6% |
10% |
False |
False |
1,110,537 |
60 |
131-235 |
123-085 |
8-150 |
6.8% |
0-196 |
0.5% |
9% |
False |
False |
1,103,813 |
80 |
131-235 |
123-085 |
8-150 |
6.8% |
0-194 |
0.5% |
9% |
False |
False |
1,112,289 |
100 |
132-055 |
123-085 |
8-290 |
7.2% |
0-191 |
0.5% |
9% |
False |
False |
913,919 |
120 |
133-095 |
123-085 |
10-010 |
8.1% |
0-184 |
0.5% |
8% |
False |
False |
761,780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-116 |
2.618 |
125-167 |
1.618 |
125-002 |
1.000 |
124-220 |
0.618 |
124-157 |
HIGH |
124-055 |
0.618 |
123-312 |
0.500 |
123-293 |
0.382 |
123-273 |
LOW |
123-210 |
0.618 |
123-108 |
1.000 |
123-045 |
1.618 |
122-263 |
2.618 |
122-098 |
4.250 |
121-149 |
|
|
Fisher Pivots for day following 19-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
123-318 |
123-297 |
PP |
123-305 |
123-263 |
S1 |
123-293 |
123-230 |
|