ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 07-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2016 |
07-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
130-005 |
129-275 |
-0-050 |
-0.1% |
129-190 |
| High |
130-120 |
130-000 |
-0-120 |
-0.3% |
130-120 |
| Low |
129-300 |
129-245 |
-0-055 |
-0.1% |
129-085 |
| Close |
130-080 |
129-270 |
-0-130 |
-0.3% |
130-080 |
| Range |
0-140 |
0-075 |
-0-065 |
-46.4% |
1-035 |
| ATR |
0-148 |
0-149 |
0-000 |
0.3% |
0-000 |
| Volume |
1,336,051 |
788,423 |
-547,628 |
-41.0% |
6,452,098 |
|
| Daily Pivots for day following 07-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-183 |
130-142 |
129-311 |
|
| R3 |
130-108 |
130-067 |
129-291 |
|
| R2 |
130-033 |
130-033 |
129-284 |
|
| R1 |
129-312 |
129-312 |
129-277 |
129-295 |
| PP |
129-278 |
129-278 |
129-278 |
129-270 |
| S1 |
129-237 |
129-237 |
129-263 |
129-220 |
| S2 |
129-203 |
129-203 |
129-256 |
|
| S3 |
129-128 |
129-162 |
129-249 |
|
| S4 |
129-053 |
129-087 |
129-229 |
|
|
| Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-093 |
132-282 |
130-275 |
|
| R3 |
132-058 |
131-247 |
130-178 |
|
| R2 |
131-023 |
131-023 |
130-145 |
|
| R1 |
130-212 |
130-212 |
130-113 |
130-278 |
| PP |
129-308 |
129-308 |
129-308 |
130-021 |
| S1 |
129-177 |
129-177 |
130-047 |
129-242 |
| S2 |
128-273 |
128-273 |
130-015 |
|
| S3 |
127-238 |
128-142 |
129-302 |
|
| S4 |
126-203 |
127-107 |
129-205 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-120 |
129-085 |
1-035 |
0.9% |
0-152 |
0.4% |
52% |
False |
False |
1,230,664 |
| 10 |
130-120 |
129-065 |
1-055 |
0.9% |
0-144 |
0.3% |
55% |
False |
False |
1,230,338 |
| 20 |
130-155 |
129-065 |
1-090 |
1.0% |
0-133 |
0.3% |
50% |
False |
False |
1,126,407 |
| 40 |
131-235 |
129-065 |
2-170 |
1.9% |
0-148 |
0.4% |
25% |
False |
False |
1,100,527 |
| 60 |
131-235 |
129-065 |
2-170 |
1.9% |
0-159 |
0.4% |
25% |
False |
False |
1,000,092 |
| 80 |
132-055 |
129-065 |
2-310 |
2.3% |
0-163 |
0.4% |
22% |
False |
False |
751,188 |
| 100 |
133-095 |
129-065 |
4-030 |
3.2% |
0-163 |
0.4% |
16% |
False |
False |
601,035 |
| 120 |
133-095 |
128-240 |
4-175 |
3.5% |
0-140 |
0.3% |
24% |
False |
False |
500,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-319 |
|
2.618 |
130-196 |
|
1.618 |
130-121 |
|
1.000 |
130-075 |
|
0.618 |
130-046 |
|
HIGH |
130-000 |
|
0.618 |
129-291 |
|
0.500 |
129-282 |
|
0.382 |
129-274 |
|
LOW |
129-245 |
|
0.618 |
129-199 |
|
1.000 |
129-170 |
|
1.618 |
129-124 |
|
2.618 |
129-049 |
|
4.250 |
128-246 |
|
|
| Fisher Pivots for day following 07-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-282 |
130-022 |
| PP |
129-278 |
129-318 |
| S1 |
129-274 |
129-294 |
|