ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 14-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2016 |
14-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
127-115 |
127-070 |
-0-045 |
-0.1% |
129-275 |
| High |
127-220 |
127-070 |
-0-150 |
-0.4% |
131-000 |
| Low |
127-025 |
125-305 |
-1-040 |
-0.9% |
127-025 |
| Close |
127-055 |
126-210 |
-0-165 |
-0.4% |
127-055 |
| Range |
0-195 |
1-085 |
0-210 |
107.7% |
3-295 |
| ATR |
0-224 |
0-237 |
0-013 |
5.7% |
0-000 |
| Volume |
596,168 |
2,439,460 |
1,843,292 |
309.2% |
9,707,497 |
|
| Daily Pivots for day following 14-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-130 |
129-255 |
127-113 |
|
| R3 |
129-045 |
128-170 |
127-001 |
|
| R2 |
127-280 |
127-280 |
126-284 |
|
| R1 |
127-085 |
127-085 |
126-247 |
126-300 |
| PP |
126-195 |
126-195 |
126-195 |
126-143 |
| S1 |
126-000 |
126-000 |
126-173 |
125-215 |
| S2 |
125-110 |
125-110 |
126-136 |
|
| S3 |
124-025 |
124-235 |
126-099 |
|
| S4 |
122-260 |
123-150 |
125-307 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-058 |
137-192 |
129-105 |
|
| R3 |
136-083 |
133-217 |
128-080 |
|
| R2 |
132-108 |
132-108 |
127-285 |
|
| R1 |
129-242 |
129-242 |
127-170 |
129-028 |
| PP |
128-133 |
128-133 |
128-133 |
128-026 |
| S1 |
125-267 |
125-267 |
126-260 |
125-052 |
| S2 |
124-158 |
124-158 |
126-145 |
|
| S3 |
120-183 |
121-292 |
126-030 |
|
| S4 |
116-208 |
117-317 |
125-005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-000 |
125-305 |
5-015 |
4.0% |
1-122 |
1.1% |
14% |
False |
True |
2,271,706 |
| 10 |
131-000 |
125-305 |
5-015 |
4.0% |
0-297 |
0.7% |
14% |
False |
True |
1,751,185 |
| 20 |
131-000 |
125-305 |
5-015 |
4.0% |
0-210 |
0.5% |
14% |
False |
True |
1,418,557 |
| 40 |
131-235 |
125-305 |
5-250 |
4.6% |
0-179 |
0.4% |
12% |
False |
True |
1,249,402 |
| 60 |
131-235 |
125-305 |
5-250 |
4.6% |
0-181 |
0.4% |
12% |
False |
True |
1,186,902 |
| 80 |
132-055 |
125-305 |
6-070 |
4.9% |
0-182 |
0.4% |
11% |
False |
True |
893,130 |
| 100 |
133-095 |
125-305 |
7-110 |
5.8% |
0-181 |
0.4% |
10% |
False |
True |
714,620 |
| 120 |
133-095 |
125-305 |
7-110 |
5.8% |
0-159 |
0.4% |
10% |
False |
True |
595,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-191 |
|
2.618 |
130-170 |
|
1.618 |
129-085 |
|
1.000 |
128-155 |
|
0.618 |
128-000 |
|
HIGH |
127-070 |
|
0.618 |
126-235 |
|
0.500 |
126-188 |
|
0.382 |
126-140 |
|
LOW |
125-305 |
|
0.618 |
125-055 |
|
1.000 |
124-220 |
|
1.618 |
123-290 |
|
2.618 |
122-205 |
|
4.250 |
120-184 |
|
|
| Fisher Pivots for day following 14-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
126-203 |
127-072 |
| PP |
126-195 |
127-012 |
| S1 |
126-188 |
126-271 |
|