ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 15-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2016 |
15-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
126-160 |
125-270 |
-0-210 |
-0.5% |
129-075 |
High |
126-165 |
126-095 |
-0-070 |
-0.2% |
130-140 |
Low |
125-080 |
125-210 |
0-130 |
0.3% |
126-140 |
Close |
125-310 |
125-240 |
-0-070 |
-0.2% |
126-160 |
Range |
1-085 |
0-205 |
-0-200 |
-49.4% |
4-000 |
ATR |
0-222 |
0-221 |
-0-001 |
-0.5% |
0-000 |
Volume |
28,606 |
50,725 |
22,119 |
77.3% |
76,199 |
|
Daily Pivots for day following 15-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-263 |
127-137 |
126-033 |
|
R3 |
127-058 |
126-252 |
125-296 |
|
R2 |
126-173 |
126-173 |
125-278 |
|
R1 |
126-047 |
126-047 |
125-259 |
126-008 |
PP |
125-288 |
125-288 |
125-288 |
125-269 |
S1 |
125-162 |
125-162 |
125-221 |
125-123 |
S2 |
125-083 |
125-083 |
125-202 |
|
S3 |
124-198 |
124-277 |
125-184 |
|
S4 |
123-313 |
124-072 |
125-127 |
|
|
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 |
129-006 |
2.618 |
127-312 |
1.618 |
127-107 |
1.000 |
126-300 |
0.618 |
126-222 |
HIGH |
126-095 |
0.618 |
126-017 |
0.500 |
125-313 |
0.382 |
125-288 |
LOW |
125-210 |
0.618 |
125-083 |
1.000 |
125-005 |
1.618 |
124-198 |
2.618 |
123-313 |
4.250 |
122-299 |
|
|
Fisher Pivots for day following 15-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
125-313 |
126-042 |
PP |
125-288 |
126-002 |
S1 |
125-264 |
125-281 |
|