ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 16-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
130-110 |
130-175 |
0-065 |
0.2% |
130-095 |
| High |
130-270 |
130-265 |
-0-005 |
0.0% |
130-270 |
| Low |
130-035 |
130-120 |
0-085 |
0.2% |
129-260 |
| Close |
130-145 |
130-130 |
-0-015 |
0.0% |
130-130 |
| Range |
0-235 |
0-145 |
-0-090 |
-38.3% |
1-010 |
| ATR |
0-195 |
0-191 |
-0-004 |
-1.8% |
0-000 |
| Volume |
1,392,491 |
936,587 |
-455,904 |
-32.7% |
6,024,964 |
|
| Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-287 |
131-193 |
130-210 |
|
| R3 |
131-142 |
131-048 |
130-170 |
|
| R2 |
130-317 |
130-317 |
130-157 |
|
| R1 |
130-223 |
130-223 |
130-143 |
130-198 |
| PP |
130-172 |
130-172 |
130-172 |
130-159 |
| S1 |
130-078 |
130-078 |
130-117 |
130-053 |
| S2 |
130-027 |
130-027 |
130-103 |
|
| S3 |
129-202 |
129-253 |
130-090 |
|
| S4 |
129-057 |
129-108 |
130-050 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-143 |
132-307 |
130-312 |
|
| R3 |
132-133 |
131-297 |
130-221 |
|
| R2 |
131-123 |
131-123 |
130-191 |
|
| R1 |
130-287 |
130-287 |
130-160 |
131-045 |
| PP |
130-113 |
130-113 |
130-113 |
130-153 |
| S1 |
129-277 |
129-277 |
130-100 |
130-035 |
| S2 |
129-103 |
129-103 |
130-070 |
|
| S3 |
128-093 |
128-267 |
130-039 |
|
| S4 |
127-083 |
127-257 |
129-269 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-270 |
129-260 |
1-010 |
0.8% |
0-202 |
0.5% |
58% |
False |
False |
1,204,992 |
| 10 |
131-180 |
129-260 |
1-240 |
1.3% |
0-209 |
0.5% |
34% |
False |
False |
1,204,221 |
| 20 |
131-180 |
129-260 |
1-240 |
1.3% |
0-188 |
0.5% |
34% |
False |
False |
1,037,001 |
| 40 |
132-055 |
129-260 |
2-115 |
1.8% |
0-186 |
0.4% |
25% |
False |
False |
522,435 |
| 60 |
133-095 |
129-260 |
3-155 |
2.7% |
0-184 |
0.4% |
17% |
False |
False |
348,480 |
| 80 |
133-095 |
128-240 |
4-175 |
3.5% |
0-147 |
0.4% |
36% |
False |
False |
261,360 |
| 100 |
133-095 |
128-195 |
4-220 |
3.6% |
0-118 |
0.3% |
38% |
False |
False |
209,088 |
| 120 |
133-095 |
128-045 |
5-050 |
4.0% |
0-098 |
0.2% |
44% |
False |
False |
174,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-241 |
|
2.618 |
132-005 |
|
1.618 |
131-180 |
|
1.000 |
131-090 |
|
0.618 |
131-035 |
|
HIGH |
130-265 |
|
0.618 |
130-210 |
|
0.500 |
130-192 |
|
0.382 |
130-175 |
|
LOW |
130-120 |
|
0.618 |
130-030 |
|
1.000 |
129-295 |
|
1.618 |
129-205 |
|
2.618 |
129-060 |
|
4.250 |
128-144 |
|
|
| Fisher Pivots for day following 16-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
130-192 |
130-128 |
| PP |
130-172 |
130-127 |
| S1 |
130-151 |
130-125 |
|