ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 17-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2016 |
17-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
125-285 |
125-280 |
-0-005 |
0.0% |
129-075 |
High |
126-005 |
126-035 |
0-030 |
0.1% |
130-140 |
Low |
125-065 |
125-050 |
-0-015 |
0.0% |
126-140 |
Close |
125-260 |
125-130 |
-0-130 |
-0.3% |
126-160 |
Range |
0-260 |
0-305 |
0-045 |
17.3% |
4-000 |
ATR |
0-223 |
0-229 |
0-006 |
2.6% |
0-000 |
Volume |
78,262 |
89,561 |
11,299 |
14.4% |
76,199 |
|
Daily Pivots for day following 17-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-133 |
127-277 |
125-298 |
|
R3 |
127-148 |
126-292 |
125-214 |
|
R2 |
126-163 |
126-163 |
125-186 |
|
R1 |
125-307 |
125-307 |
125-158 |
125-243 |
PP |
125-178 |
125-178 |
125-178 |
125-146 |
S1 |
125-002 |
125-002 |
125-102 |
124-258 |
S2 |
124-193 |
124-193 |
125-074 |
|
S3 |
123-208 |
124-017 |
125-046 |
|
S4 |
122-223 |
123-032 |
124-282 |
|
|
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 |
130-051 |
2.618 |
128-193 |
1.618 |
127-208 |
1.000 |
127-020 |
0.618 |
126-223 |
HIGH |
126-035 |
0.618 |
125-239 |
0.500 |
125-203 |
0.382 |
125-167 |
LOW |
125-050 |
0.618 |
124-182 |
1.000 |
124-065 |
1.618 |
123-197 |
2.618 |
122-212 |
4.250 |
121-034 |
|
|
Fisher Pivots for day following 17-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
125-203 |
125-233 |
PP |
125-178 |
125-198 |
S1 |
125-154 |
125-164 |
|