ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 01-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2016 |
01-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
128-315 |
129-015 |
0-020 |
0.0% |
129-260 |
High |
129-040 |
129-100 |
0-060 |
0.1% |
129-290 |
Low |
128-300 |
128-235 |
-0-065 |
-0.2% |
128-210 |
Close |
129-015 |
129-075 |
0-060 |
0.1% |
128-315 |
Range |
0-060 |
0-185 |
0-125 |
208.3% |
1-080 |
ATR |
0-111 |
0-117 |
0-005 |
4.7% |
0-000 |
Volume |
3,037 |
4,924 |
1,887 |
62.1% |
10,563 |
|
Daily Pivots for day following 01-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-265 |
130-195 |
129-177 |
|
R3 |
130-080 |
130-010 |
129-126 |
|
R2 |
129-215 |
129-215 |
129-109 |
|
R1 |
129-145 |
129-145 |
129-092 |
129-180 |
PP |
129-030 |
129-030 |
129-030 |
129-048 |
S1 |
128-280 |
128-280 |
129-058 |
128-315 |
S2 |
128-165 |
128-165 |
129-041 |
|
S3 |
127-300 |
128-095 |
129-024 |
|
S4 |
127-115 |
127-230 |
128-293 |
|
|
Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-298 |
132-067 |
129-215 |
|
R3 |
131-218 |
130-307 |
129-105 |
|
R2 |
130-138 |
130-138 |
129-068 |
|
R1 |
129-227 |
129-227 |
129-032 |
129-143 |
PP |
129-058 |
129-058 |
129-058 |
129-016 |
S1 |
128-147 |
128-147 |
128-278 |
128-063 |
S2 |
127-298 |
127-298 |
128-242 |
|
S3 |
126-218 |
127-067 |
128-205 |
|
S4 |
125-138 |
125-307 |
128-095 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-246 |
2.618 |
130-264 |
1.618 |
130-079 |
1.000 |
129-285 |
0.618 |
129-214 |
HIGH |
129-100 |
0.618 |
129-029 |
0.500 |
129-008 |
0.382 |
128-306 |
LOW |
128-235 |
0.618 |
128-121 |
1.000 |
128-050 |
1.618 |
127-256 |
2.618 |
127-071 |
4.250 |
126-089 |
|
|
Fisher Pivots for day following 01-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
129-053 |
129-048 |
PP |
129-030 |
129-022 |
S1 |
129-008 |
128-315 |
|