ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 30-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2016 |
30-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
130-260 |
130-275 |
0-015 |
0.0% |
130-230 |
High |
131-010 |
131-050 |
0-040 |
0.1% |
131-050 |
Low |
130-245 |
130-185 |
-0-060 |
-0.1% |
130-185 |
Close |
131-010 |
130-190 |
-0-140 |
-0.3% |
130-190 |
Range |
0-085 |
0-185 |
0-100 |
117.6% |
0-185 |
ATR |
0-069 |
0-077 |
0-008 |
12.1% |
0-000 |
Volume |
96 |
76 |
-20 |
-20.8% |
218 |
|
Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-163 |
132-042 |
130-292 |
|
R3 |
131-298 |
131-177 |
130-241 |
|
R2 |
131-113 |
131-113 |
130-224 |
|
R1 |
130-312 |
130-312 |
130-207 |
130-280 |
PP |
130-248 |
130-248 |
130-248 |
130-233 |
S1 |
130-127 |
130-127 |
130-173 |
130-095 |
S2 |
130-063 |
130-063 |
130-156 |
|
S3 |
129-198 |
129-262 |
130-139 |
|
S4 |
129-013 |
129-077 |
130-088 |
|
|
Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-163 |
132-042 |
130-292 |
|
R3 |
131-298 |
131-177 |
130-241 |
|
R2 |
131-113 |
131-113 |
130-224 |
|
R1 |
130-312 |
130-312 |
130-207 |
130-280 |
PP |
130-248 |
130-248 |
130-248 |
130-233 |
S1 |
130-127 |
130-127 |
130-173 |
130-095 |
S2 |
130-063 |
130-063 |
130-156 |
|
S3 |
129-198 |
129-262 |
130-139 |
|
S4 |
129-013 |
129-077 |
130-088 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-196 |
2.618 |
132-214 |
1.618 |
132-029 |
1.000 |
131-235 |
0.618 |
131-164 |
HIGH |
131-050 |
0.618 |
130-299 |
0.500 |
130-278 |
0.382 |
130-256 |
LOW |
130-185 |
0.618 |
130-071 |
1.000 |
130-000 |
1.618 |
129-206 |
2.618 |
129-021 |
4.250 |
128-039 |
|
|
Fisher Pivots for day following 30-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
130-278 |
130-278 |
PP |
130-248 |
130-248 |
S1 |
130-219 |
130-219 |
|