ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 24-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2016 |
24-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
129-210 |
129-260 |
0-050 |
0.1% |
129-105 |
High |
129-265 |
129-290 |
0-025 |
0.1% |
129-280 |
Low |
129-190 |
129-170 |
-0-020 |
0.0% |
129-045 |
Close |
129-250 |
129-200 |
-0-050 |
-0.1% |
129-250 |
Range |
0-075 |
0-120 |
0-045 |
60.1% |
0-235 |
ATR |
0-104 |
0-105 |
0-001 |
1.1% |
0-000 |
Volume |
2,021 |
905 |
-1,116 |
-55.2% |
7,441 |
|
Daily Pivots for day following 24-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-260 |
130-190 |
129-266 |
|
R3 |
130-140 |
130-070 |
129-233 |
|
R2 |
130-020 |
130-020 |
129-222 |
|
R1 |
129-270 |
129-270 |
129-211 |
129-245 |
PP |
129-220 |
129-220 |
129-220 |
129-208 |
S1 |
129-150 |
129-150 |
129-189 |
129-125 |
S2 |
129-100 |
129-100 |
129-178 |
|
S3 |
128-300 |
129-030 |
129-167 |
|
S4 |
128-180 |
128-230 |
129-134 |
|
|
Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-257 |
131-168 |
130-059 |
|
R3 |
131-022 |
130-253 |
129-315 |
|
R2 |
130-107 |
130-107 |
129-293 |
|
R1 |
130-018 |
130-018 |
129-272 |
130-063 |
PP |
129-192 |
129-192 |
129-192 |
129-214 |
S1 |
129-103 |
129-103 |
129-228 |
129-148 |
S2 |
128-277 |
128-277 |
129-207 |
|
S3 |
128-042 |
128-188 |
129-185 |
|
S4 |
127-127 |
127-273 |
129-121 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-160 |
2.618 |
130-284 |
1.618 |
130-164 |
1.000 |
130-090 |
0.618 |
130-044 |
HIGH |
129-290 |
0.618 |
129-244 |
0.500 |
129-230 |
0.382 |
129-216 |
LOW |
129-170 |
0.618 |
129-096 |
1.000 |
129-050 |
1.618 |
128-296 |
2.618 |
128-176 |
4.250 |
127-300 |
|
|
Fisher Pivots for day following 24-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
129-230 |
129-230 |
PP |
129-220 |
129-220 |
S1 |
129-210 |
129-210 |
|