ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 14-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2016 |
14-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
126-255 |
126-160 |
-0-095 |
-0.2% |
129-075 |
High |
127-005 |
126-165 |
-0-160 |
-0.4% |
130-140 |
Low |
126-140 |
125-080 |
-1-060 |
-0.9% |
126-140 |
Close |
126-160 |
125-310 |
-0-170 |
-0.4% |
126-160 |
Range |
0-185 |
1-085 |
0-220 |
118.9% |
4-000 |
ATR |
0-208 |
0-222 |
0-014 |
6.8% |
0-000 |
Volume |
8,542 |
28,606 |
20,064 |
234.9% |
76,199 |
|
Daily Pivots for day following 14-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-227 |
129-033 |
126-213 |
|
R3 |
128-142 |
127-268 |
126-101 |
|
R2 |
127-057 |
127-057 |
126-064 |
|
R1 |
126-183 |
126-183 |
126-027 |
126-078 |
PP |
125-292 |
125-292 |
125-292 |
125-239 |
S1 |
125-098 |
125-098 |
125-273 |
124-313 |
S2 |
124-207 |
124-207 |
125-236 |
|
S3 |
123-122 |
124-013 |
125-199 |
|
S4 |
122-037 |
122-248 |
125-087 |
|
|
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 |
131-286 |
2.618 |
129-265 |
1.618 |
128-180 |
1.000 |
127-250 |
0.618 |
127-095 |
HIGH |
126-165 |
0.618 |
126-010 |
0.500 |
125-282 |
0.382 |
125-235 |
LOW |
125-080 |
0.618 |
124-150 |
1.000 |
123-315 |
1.618 |
123-065 |
2.618 |
121-300 |
4.250 |
119-279 |
|
|
Fisher Pivots for day following 14-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
125-301 |
126-178 |
PP |
125-292 |
126-115 |
S1 |
125-282 |
126-053 |
|