ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 12-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2016 |
12-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
129-260 |
129-270 |
0-010 |
0.0% |
131-070 |
| High |
130-010 |
129-290 |
-0-040 |
-0.1% |
131-075 |
| Low |
129-220 |
129-170 |
-0-050 |
-0.1% |
129-230 |
| Close |
129-285 |
129-260 |
-0-025 |
-0.1% |
130-020 |
| Range |
0-110 |
0-120 |
0-010 |
9.1% |
1-165 |
| ATR |
0-161 |
0-158 |
-0-003 |
-1.8% |
0-000 |
| Volume |
1,116,008 |
1,217,196 |
101,188 |
9.1% |
6,179,899 |
|
| Daily Pivots for day following 12-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-280 |
130-230 |
130-006 |
|
| R3 |
130-160 |
130-110 |
129-293 |
|
| R2 |
130-040 |
130-040 |
129-282 |
|
| R1 |
129-310 |
129-310 |
129-271 |
129-275 |
| PP |
129-240 |
129-240 |
129-240 |
129-223 |
| S1 |
129-190 |
129-190 |
129-249 |
129-155 |
| S2 |
129-120 |
129-120 |
129-238 |
|
| S3 |
129-000 |
129-070 |
129-227 |
|
| S4 |
128-200 |
128-270 |
129-194 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-283 |
133-317 |
130-287 |
|
| R3 |
133-118 |
132-152 |
130-153 |
|
| R2 |
131-273 |
131-273 |
130-109 |
|
| R1 |
130-307 |
130-307 |
130-064 |
130-208 |
| PP |
130-108 |
130-108 |
130-108 |
130-059 |
| S1 |
129-142 |
129-142 |
129-296 |
129-043 |
| S2 |
128-263 |
128-263 |
129-251 |
|
| S3 |
127-098 |
127-297 |
129-207 |
|
| S4 |
125-253 |
126-132 |
129-073 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-125 |
129-170 |
0-275 |
0.7% |
0-140 |
0.3% |
33% |
False |
True |
1,085,105 |
| 10 |
131-235 |
129-170 |
2-065 |
1.7% |
0-154 |
0.4% |
13% |
False |
True |
1,164,931 |
| 20 |
131-235 |
129-170 |
2-065 |
1.7% |
0-150 |
0.4% |
13% |
False |
True |
1,066,442 |
| 40 |
131-235 |
129-170 |
2-065 |
1.7% |
0-167 |
0.4% |
13% |
False |
True |
994,425 |
| 60 |
132-055 |
129-170 |
2-205 |
2.0% |
0-174 |
0.4% |
11% |
False |
True |
664,983 |
| 80 |
133-095 |
129-170 |
3-245 |
2.9% |
0-171 |
0.4% |
7% |
False |
True |
498,857 |
| 100 |
133-095 |
128-240 |
4-175 |
3.5% |
0-144 |
0.3% |
23% |
False |
False |
399,085 |
| 120 |
133-095 |
128-045 |
5-050 |
4.0% |
0-120 |
0.3% |
32% |
False |
False |
332,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-160 |
|
2.618 |
130-284 |
|
1.618 |
130-164 |
|
1.000 |
130-090 |
|
0.618 |
130-044 |
|
HIGH |
129-290 |
|
0.618 |
129-244 |
|
0.500 |
129-230 |
|
0.382 |
129-216 |
|
LOW |
129-170 |
|
0.618 |
129-096 |
|
1.000 |
129-050 |
|
1.618 |
128-296 |
|
2.618 |
128-176 |
|
4.250 |
127-300 |
|
|
| Fisher Pivots for day following 12-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-250 |
129-273 |
| PP |
129-240 |
129-268 |
| S1 |
129-230 |
129-264 |
|