ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 26-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2016 |
26-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
129-130 |
129-165 |
0-035 |
0.1% |
129-105 |
| High |
129-245 |
129-235 |
-0-010 |
0.0% |
129-280 |
| Low |
129-130 |
129-110 |
-0-020 |
0.0% |
129-045 |
| Close |
129-205 |
129-125 |
-0-080 |
-0.2% |
129-250 |
| Range |
0-115 |
0-125 |
0-010 |
8.7% |
0-235 |
| ATR |
0-105 |
0-107 |
0-001 |
1.3% |
0-000 |
| Volume |
3,934 |
78 |
-3,856 |
-98.0% |
7,441 |
|
| Daily Pivots for day following 26-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-212 |
130-133 |
129-194 |
|
| R3 |
130-087 |
130-008 |
129-159 |
|
| R2 |
129-282 |
129-282 |
129-148 |
|
| R1 |
129-203 |
129-203 |
129-136 |
129-180 |
| PP |
129-157 |
129-157 |
129-157 |
129-145 |
| S1 |
129-078 |
129-078 |
129-114 |
129-055 |
| S2 |
129-032 |
129-032 |
129-102 |
|
| S3 |
128-227 |
128-273 |
129-091 |
|
| S4 |
128-102 |
128-148 |
129-056 |
|
|
| 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 |
131-126 |
|
2.618 |
130-242 |
|
1.618 |
130-117 |
|
1.000 |
130-040 |
|
0.618 |
129-312 |
|
HIGH |
129-235 |
|
0.618 |
129-187 |
|
0.500 |
129-173 |
|
0.382 |
129-158 |
|
LOW |
129-110 |
|
0.618 |
129-033 |
|
1.000 |
128-305 |
|
1.618 |
128-228 |
|
2.618 |
128-103 |
|
4.250 |
127-219 |
|
|
| Fisher Pivots for day following 26-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
129-173 |
129-200 |
| PP |
129-157 |
129-175 |
| S1 |
129-141 |
129-150 |
|