ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 17-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2016 |
17-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
129-135 |
129-105 |
-0-030 |
-0.1% |
129-180 |
High |
129-200 |
129-195 |
-0-005 |
0.0% |
129-220 |
Low |
129-065 |
129-045 |
-0-020 |
0.0% |
129-000 |
Close |
129-090 |
129-170 |
0-080 |
0.2% |
129-090 |
Range |
0-135 |
0-150 |
0-015 |
11.1% |
0-220 |
ATR |
0-104 |
0-107 |
0-003 |
3.2% |
0-000 |
Volume |
516 |
1,664 |
1,148 |
222.5% |
2,260 |
|
Daily Pivots for day following 17-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-267 |
130-208 |
129-253 |
|
R3 |
130-117 |
130-058 |
129-211 |
|
R2 |
129-287 |
129-287 |
129-198 |
|
R1 |
129-228 |
129-228 |
129-184 |
129-258 |
PP |
129-137 |
129-137 |
129-137 |
129-151 |
S1 |
129-078 |
129-078 |
129-156 |
129-108 |
S2 |
128-307 |
128-307 |
129-143 |
|
S3 |
128-157 |
128-248 |
129-129 |
|
S4 |
128-007 |
128-098 |
129-088 |
|
|
Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-123 |
131-007 |
129-211 |
|
R3 |
130-223 |
130-107 |
129-151 |
|
R2 |
130-003 |
130-003 |
129-130 |
|
R1 |
129-207 |
129-207 |
129-110 |
129-155 |
PP |
129-103 |
129-103 |
129-103 |
129-078 |
S1 |
128-307 |
128-307 |
129-070 |
128-255 |
S2 |
128-203 |
128-203 |
129-050 |
|
S3 |
127-303 |
128-087 |
129-030 |
|
S4 |
127-083 |
127-187 |
128-289 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-193 |
2.618 |
130-268 |
1.618 |
130-118 |
1.000 |
130-025 |
0.618 |
129-288 |
HIGH |
129-195 |
0.618 |
129-138 |
0.500 |
129-120 |
0.382 |
129-102 |
LOW |
129-045 |
0.618 |
128-272 |
1.000 |
128-215 |
1.618 |
128-122 |
2.618 |
127-292 |
4.250 |
127-047 |
|
|
Fisher Pivots for day following 17-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
129-153 |
129-158 |
PP |
129-137 |
129-145 |
S1 |
129-120 |
129-132 |
|