ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 18-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2016 |
18-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
126-160 |
125-270 |
-0-210 |
-0.5% |
127-070 |
| High |
126-245 |
126-050 |
-0-195 |
-0.5% |
127-070 |
| Low |
125-265 |
125-100 |
-0-165 |
-0.4% |
125-100 |
| Close |
126-025 |
125-180 |
-0-165 |
-0.4% |
125-180 |
| Range |
0-300 |
0-270 |
-0-030 |
-10.0% |
1-290 |
| ATR |
0-241 |
0-243 |
0-002 |
0.9% |
0-000 |
| Volume |
1,606,222 |
1,914,268 |
308,046 |
19.2% |
9,553,950 |
|
| Daily Pivots for day following 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-067 |
127-233 |
126-009 |
|
| R3 |
127-117 |
126-283 |
125-254 |
|
| R2 |
126-167 |
126-167 |
125-230 |
|
| R1 |
126-013 |
126-013 |
125-205 |
125-275 |
| PP |
125-217 |
125-217 |
125-217 |
125-188 |
| S1 |
125-063 |
125-063 |
125-155 |
125-005 |
| S2 |
124-267 |
124-267 |
125-130 |
|
| S3 |
123-317 |
124-113 |
125-106 |
|
| S4 |
123-047 |
123-163 |
125-031 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-240 |
130-180 |
126-196 |
|
| R3 |
129-270 |
128-210 |
126-028 |
|
| R2 |
127-300 |
127-300 |
125-292 |
|
| R1 |
126-240 |
126-240 |
125-236 |
126-125 |
| PP |
126-010 |
126-010 |
126-010 |
125-273 |
| S1 |
124-270 |
124-270 |
125-124 |
124-155 |
| S2 |
124-040 |
124-040 |
125-068 |
|
| S3 |
122-070 |
122-300 |
125-012 |
|
| S4 |
120-100 |
121-010 |
124-164 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-070 |
125-100 |
1-290 |
1.5% |
0-288 |
0.7% |
13% |
False |
True |
1,910,790 |
| 10 |
131-000 |
125-100 |
5-220 |
4.5% |
1-012 |
0.8% |
4% |
False |
True |
1,926,144 |
| 20 |
131-000 |
125-100 |
5-220 |
4.5% |
0-241 |
0.6% |
4% |
False |
True |
1,579,211 |
| 40 |
131-235 |
125-100 |
6-135 |
5.1% |
0-190 |
0.5% |
4% |
False |
True |
1,334,789 |
| 60 |
131-235 |
125-100 |
6-135 |
5.1% |
0-189 |
0.5% |
4% |
False |
True |
1,269,098 |
| 80 |
132-055 |
125-100 |
6-275 |
5.5% |
0-187 |
0.5% |
4% |
False |
True |
981,933 |
| 100 |
133-095 |
125-100 |
7-315 |
6.4% |
0-179 |
0.4% |
3% |
False |
True |
785,763 |
| 120 |
133-095 |
125-100 |
7-315 |
6.4% |
0-167 |
0.4% |
3% |
False |
True |
654,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-238 |
|
2.618 |
128-117 |
|
1.618 |
127-167 |
|
1.000 |
127-000 |
|
0.618 |
126-217 |
|
HIGH |
126-050 |
|
0.618 |
125-267 |
|
0.500 |
125-235 |
|
0.382 |
125-203 |
|
LOW |
125-100 |
|
0.618 |
124-253 |
|
1.000 |
124-150 |
|
1.618 |
123-303 |
|
2.618 |
123-033 |
|
4.250 |
121-232 |
|
|
| Fisher Pivots for day following 18-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
125-235 |
126-012 |
| PP |
125-217 |
125-282 |
| S1 |
125-198 |
125-231 |
|