ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 11-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2016 |
11-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
127-130 |
126-255 |
-0-195 |
-0.5% |
129-075 |
High |
127-275 |
127-005 |
-0-270 |
-0.7% |
130-140 |
Low |
126-210 |
126-140 |
-0-070 |
-0.2% |
126-140 |
Close |
126-290 |
126-160 |
-0-130 |
-0.3% |
126-160 |
Range |
1-065 |
0-185 |
-0-200 |
-51.9% |
4-000 |
ATR |
0-209 |
0-208 |
-0-002 |
-0.8% |
0-000 |
Volume |
24,848 |
8,542 |
-16,306 |
-65.6% |
76,199 |
|
Daily Pivots for day following 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-123 |
128-007 |
126-262 |
|
R3 |
127-258 |
127-142 |
126-211 |
|
R2 |
127-073 |
127-073 |
126-194 |
|
R1 |
126-277 |
126-277 |
126-177 |
126-242 |
PP |
126-208 |
126-208 |
126-208 |
126-191 |
S1 |
126-092 |
126-092 |
126-143 |
126-058 |
S2 |
126-023 |
126-023 |
126-126 |
|
S3 |
125-158 |
125-227 |
126-109 |
|
S4 |
124-293 |
125-042 |
126-058 |
|
|
Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-253 |
137-047 |
128-224 |
|
R3 |
135-253 |
133-047 |
127-192 |
|
R2 |
131-253 |
131-253 |
127-075 |
|
R1 |
129-047 |
129-047 |
126-277 |
128-150 |
PP |
127-253 |
127-253 |
127-253 |
127-145 |
S1 |
125-047 |
125-047 |
126-043 |
124-150 |
S2 |
123-253 |
123-253 |
125-245 |
|
S3 |
119-253 |
121-047 |
125-128 |
|
S4 |
115-253 |
117-047 |
124-096 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-151 |
2.618 |
128-169 |
1.618 |
127-304 |
1.000 |
127-190 |
0.618 |
127-119 |
HIGH |
127-005 |
0.618 |
126-254 |
0.500 |
126-232 |
0.382 |
126-211 |
LOW |
126-140 |
0.618 |
126-026 |
1.000 |
125-275 |
1.618 |
125-161 |
2.618 |
124-296 |
4.250 |
123-314 |
|
|
Fisher Pivots for day following 11-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
126-232 |
128-140 |
PP |
126-208 |
127-253 |
S1 |
126-184 |
127-047 |
|