ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 20-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2016 |
20-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
123-210 |
124-000 |
0-110 |
0.3% |
124-195 |
| High |
124-055 |
124-030 |
-0-025 |
-0.1% |
125-050 |
| Low |
123-210 |
123-215 |
0-005 |
0.0% |
123-085 |
| Close |
124-010 |
123-300 |
-0-030 |
-0.1% |
123-195 |
| Range |
0-165 |
0-135 |
-0-030 |
-18.2% |
1-285 |
| ATR |
0-224 |
0-218 |
-0-006 |
-2.8% |
0-000 |
| Volume |
11,592 |
2,136 |
-9,456 |
-81.6% |
38,351 |
|
| Daily Pivots for day following 20-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-053 |
124-312 |
124-054 |
|
| R3 |
124-238 |
124-177 |
124-017 |
|
| R2 |
124-103 |
124-103 |
124-005 |
|
| R1 |
124-042 |
124-042 |
123-312 |
124-005 |
| PP |
123-288 |
123-288 |
123-288 |
123-270 |
| S1 |
123-227 |
123-227 |
123-288 |
123-190 |
| S2 |
123-153 |
123-153 |
123-275 |
|
| S3 |
123-018 |
123-092 |
123-263 |
|
| S4 |
122-203 |
122-277 |
123-226 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-218 |
128-172 |
124-208 |
|
| R3 |
127-253 |
126-207 |
124-041 |
|
| R2 |
125-288 |
125-288 |
123-306 |
|
| R1 |
124-242 |
124-242 |
123-250 |
124-123 |
| PP |
124-003 |
124-003 |
124-003 |
123-264 |
| S1 |
122-277 |
122-277 |
123-140 |
122-157 |
| S2 |
122-038 |
122-038 |
123-084 |
|
| S3 |
120-073 |
120-312 |
123-029 |
|
| S4 |
118-108 |
119-027 |
122-182 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-050 |
123-085 |
1-285 |
1.5% |
0-220 |
0.6% |
36% |
False |
False |
8,576 |
| 10 |
125-195 |
123-085 |
2-110 |
1.9% |
0-200 |
0.5% |
29% |
False |
False |
9,655 |
| 20 |
125-310 |
123-085 |
2-225 |
2.2% |
0-204 |
0.5% |
25% |
False |
False |
560,170 |
| 40 |
131-000 |
123-085 |
7-235 |
6.2% |
0-224 |
0.6% |
9% |
False |
False |
1,090,394 |
| 60 |
131-235 |
123-085 |
8-150 |
6.8% |
0-196 |
0.5% |
8% |
False |
False |
1,090,046 |
| 80 |
131-235 |
123-085 |
8-150 |
6.8% |
0-191 |
0.5% |
8% |
False |
False |
1,093,034 |
| 100 |
132-050 |
123-085 |
8-285 |
7.2% |
0-189 |
0.5% |
8% |
False |
False |
913,917 |
| 120 |
133-095 |
123-085 |
10-010 |
8.1% |
0-184 |
0.5% |
7% |
False |
False |
761,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-284 |
|
2.618 |
125-063 |
|
1.618 |
124-248 |
|
1.000 |
124-165 |
|
0.618 |
124-113 |
|
HIGH |
124-030 |
|
0.618 |
123-298 |
|
0.500 |
123-283 |
|
0.382 |
123-267 |
|
LOW |
123-215 |
|
0.618 |
123-132 |
|
1.000 |
123-080 |
|
1.618 |
122-317 |
|
2.618 |
122-182 |
|
4.250 |
121-281 |
|
|
| Fisher Pivots for day following 20-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
123-294 |
123-287 |
| PP |
123-288 |
123-273 |
| S1 |
123-283 |
123-260 |
|