ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 08-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2016 |
08-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
129-275 |
129-270 |
-0-005 |
0.0% |
129-190 |
| High |
130-000 |
130-000 |
0-000 |
0.0% |
130-120 |
| Low |
129-245 |
129-110 |
-0-135 |
-0.3% |
129-085 |
| Close |
129-270 |
129-160 |
-0-110 |
-0.3% |
130-080 |
| Range |
0-075 |
0-210 |
0-135 |
179.9% |
1-035 |
| ATR |
0-149 |
0-153 |
0-004 |
3.0% |
0-000 |
| Volume |
788,423 |
1,036,202 |
247,779 |
31.4% |
6,452,098 |
|
| Daily Pivots for day following 08-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-187 |
131-063 |
129-275 |
|
| R3 |
130-297 |
130-173 |
129-218 |
|
| R2 |
130-087 |
130-087 |
129-198 |
|
| R1 |
129-283 |
129-283 |
129-179 |
129-240 |
| PP |
129-197 |
129-197 |
129-197 |
129-175 |
| S1 |
129-073 |
129-073 |
129-141 |
129-030 |
| S2 |
128-307 |
128-307 |
129-122 |
|
| S3 |
128-097 |
128-183 |
129-102 |
|
| S4 |
127-207 |
127-293 |
129-045 |
|
|
| 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 |
129-110 |
1-010 |
0.8% |
0-153 |
0.4% |
15% |
False |
True |
1,143,986 |
| 10 |
130-120 |
129-065 |
1-055 |
0.9% |
0-153 |
0.4% |
25% |
False |
False |
1,229,822 |
| 20 |
130-155 |
129-065 |
1-090 |
1.0% |
0-138 |
0.3% |
23% |
False |
False |
1,122,417 |
| 40 |
131-235 |
129-065 |
2-170 |
2.0% |
0-145 |
0.4% |
12% |
False |
False |
1,090,417 |
| 60 |
131-235 |
129-065 |
2-170 |
2.0% |
0-159 |
0.4% |
12% |
False |
False |
1,017,061 |
| 80 |
132-055 |
129-065 |
2-310 |
2.3% |
0-164 |
0.4% |
10% |
False |
False |
764,134 |
| 100 |
133-095 |
129-065 |
4-030 |
3.2% |
0-163 |
0.4% |
7% |
False |
False |
611,397 |
| 120 |
133-095 |
128-240 |
4-175 |
3.5% |
0-142 |
0.3% |
16% |
False |
False |
509,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-252 |
|
2.618 |
131-230 |
|
1.618 |
131-020 |
|
1.000 |
130-210 |
|
0.618 |
130-130 |
|
HIGH |
130-000 |
|
0.618 |
129-240 |
|
0.500 |
129-215 |
|
0.382 |
129-190 |
|
LOW |
129-110 |
|
0.618 |
128-300 |
|
1.000 |
128-220 |
|
1.618 |
128-090 |
|
2.618 |
127-200 |
|
4.250 |
126-178 |
|
|
| Fisher Pivots for day following 08-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-215 |
129-275 |
| PP |
129-197 |
129-237 |
| S1 |
129-178 |
129-198 |
|