ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 07-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2016 |
07-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
125-050 |
125-075 |
0-025 |
0.1% |
125-115 |
| High |
125-110 |
125-185 |
0-075 |
0.2% |
125-265 |
| Low |
125-040 |
125-045 |
0-005 |
0.0% |
124-110 |
| Close |
125-065 |
125-175 |
0-110 |
0.3% |
125-075 |
| Range |
0-070 |
0-140 |
0-070 |
100.0% |
1-155 |
| ATR |
0-226 |
0-219 |
-0-006 |
-2.7% |
0-000 |
| Volume |
17,022 |
17,059 |
37 |
0.2% |
4,218,839 |
|
| Daily Pivots for day following 07-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-235 |
126-185 |
125-252 |
|
| R3 |
126-095 |
126-045 |
125-214 |
|
| R2 |
125-275 |
125-275 |
125-201 |
|
| R1 |
125-225 |
125-225 |
125-188 |
125-250 |
| PP |
125-135 |
125-135 |
125-135 |
125-147 |
| S1 |
125-085 |
125-085 |
125-162 |
125-110 |
| S2 |
124-315 |
124-315 |
125-149 |
|
| S3 |
124-175 |
124-265 |
125-137 |
|
| S4 |
124-035 |
124-125 |
125-098 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-188 |
128-287 |
126-016 |
|
| R3 |
128-033 |
127-132 |
125-206 |
|
| R2 |
126-198 |
126-198 |
125-162 |
|
| R1 |
125-297 |
125-297 |
125-119 |
125-170 |
| PP |
125-043 |
125-043 |
125-043 |
124-300 |
| S1 |
124-142 |
124-142 |
125-031 |
124-015 |
| S2 |
123-208 |
123-208 |
124-308 |
|
| S3 |
122-053 |
122-307 |
124-264 |
|
| S4 |
120-218 |
121-152 |
124-134 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-245 |
124-110 |
1-135 |
1.1% |
0-202 |
0.5% |
85% |
False |
False |
44,393 |
| 10 |
125-295 |
124-110 |
1-185 |
1.3% |
0-209 |
0.5% |
76% |
False |
False |
886,010 |
| 20 |
131-000 |
124-110 |
6-210 |
5.3% |
0-272 |
0.7% |
18% |
False |
False |
1,509,836 |
| 40 |
131-000 |
124-110 |
6-210 |
5.3% |
0-205 |
0.5% |
18% |
False |
False |
1,316,126 |
| 60 |
131-235 |
124-110 |
7-125 |
5.9% |
0-188 |
0.5% |
16% |
False |
False |
1,230,223 |
| 80 |
131-235 |
124-110 |
7-125 |
5.9% |
0-188 |
0.5% |
16% |
False |
False |
1,140,254 |
| 100 |
132-055 |
124-110 |
7-265 |
6.2% |
0-186 |
0.5% |
15% |
False |
False |
913,274 |
| 120 |
133-095 |
124-110 |
8-305 |
7.1% |
0-181 |
0.5% |
13% |
False |
False |
761,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-140 |
|
2.618 |
126-232 |
|
1.618 |
126-092 |
|
1.000 |
126-005 |
|
0.618 |
125-272 |
|
HIGH |
125-185 |
|
0.618 |
125-132 |
|
0.500 |
125-115 |
|
0.382 |
125-098 |
|
LOW |
125-045 |
|
0.618 |
124-278 |
|
1.000 |
124-225 |
|
1.618 |
124-138 |
|
2.618 |
123-318 |
|
4.250 |
123-090 |
|
|
| Fisher Pivots for day following 07-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
125-155 |
125-143 |
| PP |
125-135 |
125-112 |
| S1 |
125-115 |
125-080 |
|