ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 09-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2016 |
09-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
125-195 |
125-000 |
-0-195 |
-0.5% |
125-195 |
| High |
125-195 |
125-090 |
-0-105 |
-0.3% |
125-245 |
| Low |
124-305 |
124-210 |
-0-095 |
-0.2% |
124-210 |
| Close |
125-090 |
124-255 |
-0-155 |
-0.4% |
124-255 |
| Range |
0-210 |
0-200 |
-0-010 |
-4.8% |
1-035 |
| ATR |
0-219 |
0-217 |
-0-001 |
-0.6% |
0-000 |
| Volume |
18,868 |
8,544 |
-10,324 |
-54.7% |
114,375 |
|
| Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-252 |
126-133 |
125-045 |
|
| R3 |
126-052 |
125-253 |
124-310 |
|
| R2 |
125-172 |
125-172 |
124-292 |
|
| R1 |
125-053 |
125-053 |
124-273 |
125-013 |
| PP |
124-292 |
124-292 |
124-292 |
124-271 |
| S1 |
124-173 |
124-173 |
124-237 |
124-133 |
| S2 |
124-092 |
124-092 |
124-218 |
|
| S3 |
123-212 |
123-293 |
124-200 |
|
| S4 |
123-012 |
123-093 |
124-145 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-128 |
127-227 |
125-130 |
|
| R3 |
127-093 |
126-192 |
125-033 |
|
| R2 |
126-058 |
126-058 |
125-000 |
|
| R1 |
125-157 |
125-157 |
124-288 |
125-090 |
| PP |
125-023 |
125-023 |
125-023 |
124-310 |
| S1 |
124-122 |
124-122 |
124-222 |
124-055 |
| S2 |
123-308 |
123-308 |
124-190 |
|
| S3 |
122-273 |
123-087 |
124-157 |
|
| S4 |
121-238 |
122-052 |
124-060 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-245 |
124-210 |
1-035 |
0.9% |
0-190 |
0.5% |
13% |
False |
True |
22,875 |
| 10 |
125-265 |
124-110 |
1-155 |
1.2% |
0-197 |
0.5% |
31% |
False |
False |
433,321 |
| 20 |
127-220 |
124-110 |
3-110 |
2.7% |
0-223 |
0.6% |
14% |
False |
False |
1,146,871 |
| 40 |
131-000 |
124-110 |
6-210 |
5.3% |
0-209 |
0.5% |
7% |
False |
False |
1,258,267 |
| 60 |
131-235 |
124-110 |
7-125 |
5.9% |
0-188 |
0.5% |
6% |
False |
False |
1,189,860 |
| 80 |
131-235 |
124-110 |
7-125 |
5.9% |
0-188 |
0.5% |
6% |
False |
False |
1,140,079 |
| 100 |
132-055 |
124-110 |
7-265 |
6.3% |
0-188 |
0.5% |
6% |
False |
False |
913,539 |
| 120 |
133-095 |
124-110 |
8-305 |
7.2% |
0-185 |
0.5% |
5% |
False |
False |
761,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-300 |
|
2.618 |
126-294 |
|
1.618 |
126-094 |
|
1.000 |
125-290 |
|
0.618 |
125-214 |
|
HIGH |
125-090 |
|
0.618 |
125-014 |
|
0.500 |
124-310 |
|
0.382 |
124-286 |
|
LOW |
124-210 |
|
0.618 |
124-086 |
|
1.000 |
124-010 |
|
1.618 |
123-206 |
|
2.618 |
123-006 |
|
4.250 |
122-000 |
|
|
| Fisher Pivots for day following 09-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
124-310 |
125-043 |
| PP |
124-292 |
125-007 |
| S1 |
124-273 |
124-291 |
|