ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 16-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2016 |
16-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
125-270 |
125-285 |
0-015 |
0.0% |
129-075 |
High |
126-095 |
126-005 |
-0-090 |
-0.2% |
130-140 |
Low |
125-210 |
125-065 |
-0-145 |
-0.4% |
126-140 |
Close |
125-240 |
125-260 |
0-020 |
0.0% |
126-160 |
Range |
0-205 |
0-260 |
0-055 |
26.8% |
4-000 |
ATR |
0-221 |
0-223 |
0-003 |
1.3% |
0-000 |
Volume |
50,725 |
78,262 |
27,537 |
54.3% |
76,199 |
|
Daily Pivots for day following 16-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-037 |
127-248 |
126-083 |
|
R3 |
127-097 |
126-308 |
126-012 |
|
R2 |
126-157 |
126-157 |
125-308 |
|
R1 |
126-048 |
126-048 |
125-284 |
125-292 |
PP |
125-217 |
125-217 |
125-217 |
125-179 |
S1 |
125-108 |
125-108 |
125-236 |
125-032 |
S2 |
124-277 |
124-277 |
125-212 |
|
S3 |
124-017 |
124-168 |
125-188 |
|
S4 |
123-077 |
123-228 |
125-117 |
|
|
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 |
129-150 |
2.618 |
128-046 |
1.618 |
127-106 |
1.000 |
126-265 |
0.618 |
126-166 |
HIGH |
126-005 |
0.618 |
125-226 |
0.500 |
125-195 |
0.382 |
125-164 |
LOW |
125-065 |
0.618 |
124-224 |
1.000 |
124-125 |
1.618 |
123-284 |
2.618 |
123-024 |
4.250 |
121-240 |
|
|
Fisher Pivots for day following 16-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
125-238 |
125-275 |
PP |
125-217 |
125-270 |
S1 |
125-195 |
125-265 |
|