ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 22-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2016 |
22-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
124-210 |
125-045 |
0-155 |
0.4% |
126-160 |
| High |
125-060 |
125-100 |
0-040 |
0.1% |
126-165 |
| Low |
124-200 |
124-285 |
0-085 |
0.2% |
124-205 |
| Close |
124-280 |
125-015 |
0-055 |
0.1% |
124-280 |
| Range |
0-180 |
0-135 |
-0-045 |
-25.0% |
1-280 |
| ATR |
0-228 |
0-222 |
-0-006 |
-2.8% |
0-000 |
| Volume |
336,249 |
861,510 |
525,261 |
156.2% |
337,351 |
|
| Daily Pivots for day following 22-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-112 |
126-038 |
125-089 |
|
| R3 |
125-297 |
125-223 |
125-052 |
|
| R2 |
125-162 |
125-162 |
125-040 |
|
| R1 |
125-088 |
125-088 |
125-027 |
125-058 |
| PP |
125-027 |
125-027 |
125-027 |
125-011 |
| S1 |
124-273 |
124-273 |
125-003 |
124-242 |
| S2 |
124-212 |
124-212 |
124-310 |
|
| S3 |
124-077 |
124-138 |
124-298 |
|
| S4 |
123-262 |
124-003 |
124-261 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-310 |
129-255 |
125-290 |
|
| R3 |
129-030 |
127-295 |
125-125 |
|
| R2 |
127-070 |
127-070 |
125-070 |
|
| R1 |
126-015 |
126-015 |
125-015 |
125-222 |
| PP |
125-110 |
125-110 |
125-110 |
125-054 |
| S1 |
124-055 |
124-055 |
124-225 |
123-262 |
| S2 |
123-150 |
123-150 |
124-170 |
|
| S3 |
121-190 |
122-095 |
124-115 |
|
| S4 |
119-230 |
120-135 |
123-270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-035 |
124-200 |
1-155 |
1.2% |
0-229 |
0.6% |
28% |
False |
False |
291,155 |
| 10 |
130-140 |
124-200 |
5-260 |
4.6% |
1-016 |
0.8% |
7% |
False |
False |
159,939 |
| 20 |
130-140 |
124-200 |
5-260 |
4.6% |
0-239 |
0.6% |
7% |
False |
False |
82,348 |
| 40 |
131-050 |
124-200 |
6-170 |
5.2% |
0-177 |
0.4% |
6% |
False |
False |
41,570 |
| 60 |
131-050 |
124-200 |
6-170 |
5.2% |
0-119 |
0.3% |
6% |
False |
False |
27,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-034 |
|
2.618 |
126-133 |
|
1.618 |
125-318 |
|
1.000 |
125-235 |
|
0.618 |
125-183 |
|
HIGH |
125-100 |
|
0.618 |
125-048 |
|
0.500 |
125-032 |
|
0.382 |
125-017 |
|
LOW |
124-285 |
|
0.618 |
124-202 |
|
1.000 |
124-150 |
|
1.618 |
124-067 |
|
2.618 |
123-252 |
|
4.250 |
123-031 |
|
|
| Fisher Pivots for day following 22-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
125-032 |
125-015 |
| PP |
125-027 |
125-015 |
| S1 |
125-021 |
125-015 |
|