ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 21-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2016 |
21-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
125-270 |
125-120 |
-0-150 |
-0.4% |
127-070 |
| High |
126-050 |
125-280 |
-0-090 |
-0.2% |
127-070 |
| Low |
125-100 |
125-100 |
0-000 |
0.0% |
125-100 |
| Close |
125-180 |
125-175 |
-0-005 |
0.0% |
125-180 |
| Range |
0-270 |
0-180 |
-0-090 |
-33.3% |
1-290 |
| ATR |
0-243 |
0-239 |
-0-005 |
-1.9% |
0-000 |
| Volume |
1,914,268 |
1,635,973 |
-278,295 |
-14.5% |
9,553,950 |
|
| Daily Pivots for day following 21-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-085 |
126-310 |
125-274 |
|
| R3 |
126-225 |
126-130 |
125-225 |
|
| R2 |
126-045 |
126-045 |
125-208 |
|
| R1 |
125-270 |
125-270 |
125-192 |
125-318 |
| PP |
125-185 |
125-185 |
125-185 |
125-209 |
| S1 |
125-090 |
125-090 |
125-159 |
125-138 |
| S2 |
125-005 |
125-005 |
125-142 |
|
| S3 |
124-145 |
124-230 |
125-126 |
|
| S4 |
123-285 |
124-050 |
125-076 |
|
|
| 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 |
126-315 |
125-100 |
1-215 |
1.3% |
0-243 |
0.6% |
14% |
False |
True |
1,750,092 |
| 10 |
131-000 |
125-100 |
5-220 |
4.5% |
1-023 |
0.9% |
4% |
False |
True |
2,010,899 |
| 20 |
131-000 |
125-100 |
5-220 |
4.5% |
0-243 |
0.6% |
4% |
False |
True |
1,620,618 |
| 40 |
131-235 |
125-100 |
6-135 |
5.1% |
0-191 |
0.5% |
4% |
False |
True |
1,354,984 |
| 60 |
131-235 |
125-100 |
6-135 |
5.1% |
0-187 |
0.5% |
4% |
False |
True |
1,270,655 |
| 80 |
132-050 |
125-100 |
6-270 |
5.5% |
0-185 |
0.5% |
3% |
False |
True |
1,002,354 |
| 100 |
133-095 |
125-100 |
7-315 |
6.4% |
0-180 |
0.4% |
3% |
False |
True |
802,123 |
| 120 |
133-095 |
125-100 |
7-315 |
6.4% |
0-169 |
0.4% |
3% |
False |
True |
668,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-085 |
|
2.618 |
127-111 |
|
1.618 |
126-251 |
|
1.000 |
126-140 |
|
0.618 |
126-071 |
|
HIGH |
125-280 |
|
0.618 |
125-211 |
|
0.500 |
125-190 |
|
0.382 |
125-169 |
|
LOW |
125-100 |
|
0.618 |
124-309 |
|
1.000 |
124-240 |
|
1.618 |
124-129 |
|
2.618 |
123-269 |
|
4.250 |
122-295 |
|
|
| Fisher Pivots for day following 21-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
125-190 |
126-012 |
| PP |
125-185 |
125-280 |
| S1 |
125-180 |
125-228 |
|