ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 13-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
130-095 |
130-175 |
0-080 |
0.2% |
130-225 |
| High |
130-195 |
130-255 |
0-060 |
0.1% |
131-180 |
| Low |
130-055 |
129-260 |
-0-115 |
-0.3% |
130-095 |
| Close |
130-160 |
129-315 |
-0-165 |
-0.4% |
130-115 |
| Range |
0-140 |
0-315 |
0-175 |
125.0% |
1-085 |
| ATR |
0-184 |
0-193 |
0-009 |
5.1% |
0-000 |
| Volume |
1,198,593 |
1,440,609 |
242,016 |
20.2% |
4,637,819 |
|
| Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-048 |
132-177 |
130-168 |
|
| R3 |
132-053 |
131-182 |
130-082 |
|
| R2 |
131-058 |
131-058 |
130-053 |
|
| R1 |
130-187 |
130-187 |
130-024 |
130-125 |
| PP |
130-063 |
130-063 |
130-063 |
130-033 |
| S1 |
129-192 |
129-192 |
129-286 |
129-130 |
| S2 |
129-068 |
129-068 |
129-257 |
|
| S3 |
128-073 |
128-197 |
129-228 |
|
| S4 |
127-078 |
127-202 |
129-142 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-172 |
133-228 |
131-018 |
|
| R3 |
133-087 |
132-143 |
130-226 |
|
| R2 |
132-002 |
132-002 |
130-189 |
|
| R1 |
131-058 |
131-058 |
130-152 |
130-308 |
| PP |
130-237 |
130-237 |
130-237 |
130-201 |
| S1 |
129-293 |
129-293 |
130-078 |
129-223 |
| S2 |
129-152 |
129-152 |
130-041 |
|
| S3 |
128-067 |
128-208 |
130-004 |
|
| S4 |
126-302 |
127-123 |
129-212 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-180 |
129-260 |
1-240 |
1.3% |
0-198 |
0.5% |
10% |
False |
True |
1,218,182 |
| 10 |
131-180 |
129-260 |
1-240 |
1.3% |
0-196 |
0.5% |
10% |
False |
True |
1,231,280 |
| 20 |
131-200 |
129-260 |
1-260 |
1.4% |
0-187 |
0.5% |
9% |
False |
True |
870,349 |
| 40 |
132-055 |
129-260 |
2-115 |
1.8% |
0-183 |
0.4% |
7% |
False |
True |
437,852 |
| 60 |
133-095 |
129-260 |
3-155 |
2.7% |
0-175 |
0.4% |
5% |
False |
True |
292,050 |
| 80 |
133-095 |
128-240 |
4-175 |
3.5% |
0-140 |
0.3% |
27% |
False |
False |
219,038 |
| 100 |
133-095 |
128-045 |
5-050 |
4.0% |
0-112 |
0.3% |
36% |
False |
False |
175,230 |
| 120 |
133-095 |
128-045 |
5-050 |
4.0% |
0-094 |
0.2% |
36% |
False |
False |
146,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-314 |
|
2.618 |
133-120 |
|
1.618 |
132-125 |
|
1.000 |
131-250 |
|
0.618 |
131-130 |
|
HIGH |
130-255 |
|
0.618 |
130-135 |
|
0.500 |
130-098 |
|
0.382 |
130-060 |
|
LOW |
129-260 |
|
0.618 |
129-065 |
|
1.000 |
128-265 |
|
1.618 |
128-070 |
|
2.618 |
127-075 |
|
4.250 |
125-201 |
|
|
| Fisher Pivots for day following 13-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
130-098 |
130-115 |
| PP |
130-063 |
130-075 |
| S1 |
130-029 |
130-035 |
|