ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 26-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2016 |
26-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
130-070 |
130-230 |
0-160 |
0.4% |
129-195 |
High |
130-070 |
130-230 |
0-160 |
0.4% |
130-070 |
Low |
130-070 |
130-230 |
0-160 |
0.4% |
129-195 |
Close |
130-070 |
130-230 |
0-160 |
0.4% |
130-070 |
Range |
|
|
|
|
|
ATR |
0-064 |
0-071 |
0-007 |
10.6% |
0-000 |
Volume |
0 |
1 |
1 |
|
4 |
|
Daily Pivots for day following 26-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-230 |
130-230 |
130-230 |
|
R3 |
130-230 |
130-230 |
130-230 |
|
R2 |
130-230 |
130-230 |
130-230 |
|
R1 |
130-230 |
130-230 |
130-230 |
130-230 |
PP |
130-230 |
130-230 |
130-230 |
130-230 |
S1 |
130-230 |
130-230 |
130-230 |
130-230 |
S2 |
130-230 |
130-230 |
130-230 |
|
S3 |
130-230 |
130-230 |
130-230 |
|
S4 |
130-230 |
130-230 |
130-230 |
|
|
Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-270 |
131-205 |
130-177 |
|
R3 |
131-075 |
131-010 |
130-124 |
|
R2 |
130-200 |
130-200 |
130-106 |
|
R1 |
130-135 |
130-135 |
130-088 |
130-168 |
PP |
130-005 |
130-005 |
130-005 |
130-021 |
S1 |
129-260 |
129-260 |
130-052 |
129-293 |
S2 |
129-130 |
129-130 |
130-034 |
|
S3 |
128-255 |
129-065 |
130-016 |
|
S4 |
128-060 |
128-190 |
129-283 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-230 |
2.618 |
130-230 |
1.618 |
130-230 |
1.000 |
130-230 |
0.618 |
130-230 |
HIGH |
130-230 |
0.618 |
130-230 |
0.500 |
130-230 |
0.382 |
130-230 |
LOW |
130-230 |
0.618 |
130-230 |
1.000 |
130-230 |
1.618 |
130-230 |
2.618 |
130-230 |
4.250 |
130-230 |
|
|
Fisher Pivots for day following 26-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
130-230 |
130-194 |
PP |
130-230 |
130-158 |
S1 |
130-230 |
130-123 |
|