ECBOT 10 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 14-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2016 |
14-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
129-285 |
130-045 |
0-080 |
0.2% |
130-035 |
| High |
130-085 |
130-070 |
-0-015 |
0.0% |
130-085 |
| Low |
129-280 |
129-245 |
-0-035 |
-0.1% |
129-170 |
| Close |
130-060 |
129-275 |
-0-105 |
-0.3% |
129-275 |
| Range |
0-125 |
0-145 |
0-020 |
16.0% |
0-235 |
| ATR |
0-157 |
0-156 |
-0-001 |
-0.6% |
0-000 |
| Volume |
1,124,596 |
1,219,283 |
94,687 |
8.4% |
4,976,254 |
|
| Daily Pivots for day following 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-098 |
131-012 |
130-035 |
|
| R3 |
130-273 |
130-187 |
129-315 |
|
| R2 |
130-128 |
130-128 |
129-302 |
|
| R1 |
130-042 |
130-042 |
129-288 |
130-013 |
| PP |
129-303 |
129-303 |
129-303 |
129-289 |
| S1 |
129-217 |
129-217 |
129-262 |
129-187 |
| S2 |
129-158 |
129-158 |
129-248 |
|
| S3 |
129-013 |
129-072 |
129-235 |
|
| S4 |
128-188 |
128-247 |
129-195 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-028 |
131-227 |
130-084 |
|
| R3 |
131-113 |
130-312 |
130-020 |
|
| R2 |
130-198 |
130-198 |
129-318 |
|
| R1 |
130-077 |
130-077 |
129-297 |
130-020 |
| PP |
129-283 |
129-283 |
129-283 |
129-255 |
| S1 |
129-162 |
129-162 |
129-253 |
129-105 |
| S2 |
129-048 |
129-048 |
129-232 |
|
| S3 |
128-133 |
128-247 |
129-210 |
|
| S4 |
127-218 |
128-012 |
129-146 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-085 |
129-170 |
0-235 |
0.6% |
0-133 |
0.3% |
45% |
False |
False |
995,250 |
| 10 |
131-075 |
129-170 |
1-225 |
1.3% |
0-143 |
0.3% |
19% |
False |
False |
1,115,615 |
| 20 |
131-235 |
129-170 |
2-065 |
1.7% |
0-145 |
0.3% |
15% |
False |
False |
1,067,182 |
| 40 |
131-235 |
129-170 |
2-065 |
1.7% |
0-166 |
0.4% |
15% |
False |
False |
1,052,092 |
| 60 |
132-055 |
129-170 |
2-205 |
2.0% |
0-172 |
0.4% |
12% |
False |
False |
704,018 |
| 80 |
133-095 |
129-170 |
3-245 |
2.9% |
0-174 |
0.4% |
9% |
False |
False |
528,155 |
| 100 |
133-095 |
128-240 |
4-175 |
3.5% |
0-147 |
0.4% |
24% |
False |
False |
422,524 |
| 120 |
133-095 |
128-195 |
4-220 |
3.6% |
0-122 |
0.3% |
27% |
False |
False |
352,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-046 |
|
2.618 |
131-130 |
|
1.618 |
130-305 |
|
1.000 |
130-215 |
|
0.618 |
130-160 |
|
HIGH |
130-070 |
|
0.618 |
130-015 |
|
0.500 |
129-318 |
|
0.382 |
129-300 |
|
LOW |
129-245 |
|
0.618 |
129-155 |
|
1.000 |
129-100 |
|
1.618 |
129-010 |
|
2.618 |
128-185 |
|
4.250 |
127-269 |
|
|
| Fisher Pivots for day following 14-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-318 |
129-288 |
| PP |
129-303 |
129-283 |
| S1 |
129-289 |
129-279 |
|