ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 23-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2016 |
23-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
125-255 |
125-230 |
-0-025 |
-0.1% |
127-070 |
| High |
125-310 |
125-295 |
-0-015 |
0.0% |
127-070 |
| Low |
125-175 |
124-275 |
-0-220 |
-0.5% |
125-100 |
| Close |
125-225 |
125-115 |
-0-110 |
-0.3% |
125-180 |
| Range |
0-135 |
1-020 |
0-205 |
151.8% |
1-290 |
| ATR |
0-231 |
0-239 |
0-008 |
3.4% |
0-000 |
| Volume |
2,263,826 |
3,075,104 |
811,278 |
35.8% |
9,553,950 |
|
| Daily Pivots for day following 23-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-182 |
128-008 |
125-302 |
|
| R3 |
127-162 |
126-308 |
125-209 |
|
| R2 |
126-142 |
126-142 |
125-177 |
|
| R1 |
125-288 |
125-288 |
125-146 |
125-205 |
| PP |
125-122 |
125-122 |
125-122 |
125-080 |
| S1 |
124-268 |
124-268 |
125-084 |
124-185 |
| S2 |
124-102 |
124-102 |
125-053 |
|
| S3 |
123-082 |
123-248 |
125-022 |
|
| S4 |
122-062 |
122-228 |
124-248 |
|
|
| 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 |
126-245 |
124-275 |
1-290 |
1.5% |
0-245 |
0.6% |
26% |
False |
True |
2,099,078 |
| 10 |
128-160 |
124-275 |
3-205 |
2.9% |
0-268 |
0.7% |
14% |
False |
True |
2,017,989 |
| 20 |
131-000 |
124-275 |
6-045 |
4.9% |
0-254 |
0.6% |
8% |
False |
True |
1,783,059 |
| 40 |
131-235 |
124-275 |
6-280 |
5.5% |
0-197 |
0.5% |
7% |
False |
True |
1,432,304 |
| 60 |
131-235 |
124-275 |
6-280 |
5.5% |
0-189 |
0.5% |
7% |
False |
True |
1,323,034 |
| 80 |
132-040 |
124-275 |
7-085 |
5.8% |
0-187 |
0.5% |
7% |
False |
True |
1,069,039 |
| 100 |
133-095 |
124-275 |
8-140 |
6.7% |
0-183 |
0.5% |
6% |
False |
True |
855,482 |
| 120 |
133-095 |
124-275 |
8-140 |
6.7% |
0-173 |
0.4% |
6% |
False |
True |
712,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-140 |
|
2.618 |
128-225 |
|
1.618 |
127-205 |
|
1.000 |
126-315 |
|
0.618 |
126-185 |
|
HIGH |
125-295 |
|
0.618 |
125-165 |
|
0.500 |
125-125 |
|
0.382 |
125-085 |
|
LOW |
124-275 |
|
0.618 |
124-065 |
|
1.000 |
123-255 |
|
1.618 |
123-045 |
|
2.618 |
122-025 |
|
4.250 |
120-110 |
|
|
| Fisher Pivots for day following 23-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
125-125 |
125-133 |
| PP |
125-122 |
125-127 |
| S1 |
125-118 |
125-121 |
|