ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 23-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2016 |
23-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
130-225 |
130-295 |
0-070 |
0.2% |
130-170 |
| High |
131-030 |
131-025 |
-0-005 |
0.0% |
131-030 |
| Low |
130-210 |
130-275 |
0-065 |
0.2% |
130-020 |
| Close |
130-275 |
131-010 |
0-055 |
0.1% |
131-010 |
| Range |
0-140 |
0-070 |
-0-070 |
-50.0% |
1-010 |
| ATR |
0-183 |
0-175 |
-0-008 |
-4.4% |
0-000 |
| Volume |
1,077,100 |
719,773 |
-357,327 |
-33.2% |
4,276,158 |
|
| Daily Pivots for day following 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-207 |
131-178 |
131-049 |
|
| R3 |
131-137 |
131-108 |
131-029 |
|
| R2 |
131-067 |
131-067 |
131-023 |
|
| R1 |
131-038 |
131-038 |
131-016 |
131-052 |
| PP |
130-317 |
130-317 |
130-317 |
131-004 |
| S1 |
130-288 |
130-288 |
131-004 |
130-303 |
| S2 |
130-247 |
130-247 |
130-317 |
|
| S3 |
130-177 |
130-218 |
130-311 |
|
| S4 |
130-107 |
130-148 |
130-292 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-263 |
133-147 |
131-192 |
|
| R3 |
132-253 |
132-137 |
131-101 |
|
| R2 |
131-243 |
131-243 |
131-071 |
|
| R1 |
131-127 |
131-127 |
131-040 |
131-185 |
| PP |
130-233 |
130-233 |
130-233 |
130-263 |
| S1 |
130-117 |
130-117 |
130-300 |
130-175 |
| S2 |
129-223 |
129-223 |
130-270 |
|
| S3 |
128-213 |
129-107 |
130-239 |
|
| S4 |
127-203 |
128-097 |
130-149 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-030 |
130-020 |
1-010 |
0.8% |
0-135 |
0.3% |
94% |
False |
False |
855,231 |
| 10 |
131-030 |
129-260 |
1-090 |
1.0% |
0-169 |
0.4% |
95% |
False |
False |
1,030,112 |
| 20 |
131-180 |
129-260 |
1-240 |
1.3% |
0-188 |
0.4% |
70% |
False |
False |
1,137,717 |
| 40 |
132-055 |
129-260 |
2-115 |
1.8% |
0-183 |
0.4% |
52% |
False |
False |
629,078 |
| 60 |
133-095 |
129-260 |
3-155 |
2.7% |
0-172 |
0.4% |
35% |
False |
False |
419,746 |
| 80 |
133-095 |
129-080 |
4-015 |
3.1% |
0-156 |
0.4% |
44% |
False |
False |
314,812 |
| 100 |
133-095 |
128-195 |
4-220 |
3.6% |
0-125 |
0.3% |
52% |
False |
False |
251,849 |
| 120 |
133-095 |
128-045 |
5-050 |
3.9% |
0-104 |
0.2% |
56% |
False |
False |
209,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-002 |
|
2.618 |
131-208 |
|
1.618 |
131-138 |
|
1.000 |
131-095 |
|
0.618 |
131-068 |
|
HIGH |
131-025 |
|
0.618 |
130-318 |
|
0.500 |
130-310 |
|
0.382 |
130-302 |
|
LOW |
130-275 |
|
0.618 |
130-232 |
|
1.000 |
130-205 |
|
1.618 |
130-162 |
|
2.618 |
130-092 |
|
4.250 |
129-298 |
|
|
| Fisher Pivots for day following 23-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
131-003 |
130-282 |
| PP |
130-317 |
130-233 |
| S1 |
130-310 |
130-185 |
|