ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 18-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2016 |
18-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
129-105 |
129-185 |
0-080 |
0.2% |
129-180 |
High |
129-195 |
129-245 |
0-050 |
0.1% |
129-220 |
Low |
129-045 |
129-130 |
0-085 |
0.2% |
129-000 |
Close |
129-170 |
129-225 |
0-055 |
0.1% |
129-090 |
Range |
0-150 |
0-115 |
-0-035 |
-23.4% |
0-220 |
ATR |
0-107 |
0-108 |
0-001 |
0.5% |
0-000 |
Volume |
1,664 |
922 |
-742 |
-44.6% |
2,260 |
|
Daily Pivots for day following 18-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-225 |
130-180 |
129-288 |
|
R3 |
130-110 |
130-065 |
129-257 |
|
R2 |
129-315 |
129-315 |
129-246 |
|
R1 |
129-270 |
129-270 |
129-236 |
129-292 |
PP |
129-200 |
129-200 |
129-200 |
129-211 |
S1 |
129-155 |
129-155 |
129-214 |
129-178 |
S2 |
129-085 |
129-085 |
129-204 |
|
S3 |
128-290 |
129-040 |
129-193 |
|
S4 |
128-175 |
128-245 |
129-162 |
|
|
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 |
131-094 |
2.618 |
130-226 |
1.618 |
130-111 |
1.000 |
130-040 |
0.618 |
129-316 |
HIGH |
129-245 |
0.618 |
129-201 |
0.500 |
129-188 |
0.382 |
129-174 |
LOW |
129-130 |
0.618 |
129-059 |
1.000 |
129-015 |
1.618 |
128-264 |
2.618 |
128-149 |
4.250 |
127-281 |
|
|
Fisher Pivots for day following 18-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
129-212 |
129-198 |
PP |
129-200 |
129-172 |
S1 |
129-188 |
129-145 |
|