ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 23-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2016 |
23-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
125-045 |
125-020 |
-0-025 |
-0.1% |
126-160 |
| High |
125-100 |
125-080 |
-0-020 |
0.0% |
126-165 |
| Low |
124-285 |
124-060 |
-0-225 |
-0.6% |
124-205 |
| Close |
125-015 |
124-230 |
-0-105 |
-0.3% |
124-280 |
| Range |
0-135 |
1-020 |
0-205 |
151.8% |
1-280 |
| ATR |
0-222 |
0-230 |
0-008 |
3.8% |
0-000 |
| Volume |
861,510 |
1,414,437 |
552,927 |
64.2% |
337,351 |
|
| Daily Pivots for day following 23-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-290 |
127-120 |
125-097 |
|
| R3 |
126-270 |
126-100 |
125-004 |
|
| R2 |
125-250 |
125-250 |
124-292 |
|
| R1 |
125-080 |
125-080 |
124-261 |
124-315 |
| PP |
124-230 |
124-230 |
124-230 |
124-188 |
| S1 |
124-060 |
124-060 |
124-199 |
123-295 |
| S2 |
123-210 |
123-210 |
124-168 |
|
| S3 |
122-190 |
123-040 |
124-137 |
|
| S4 |
121-170 |
122-020 |
124-043 |
|
|
| 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 |
124-060 |
1-295 |
1.5% |
0-245 |
0.6% |
28% |
False |
True |
558,390 |
| 10 |
127-275 |
124-060 |
3-215 |
2.9% |
0-266 |
0.7% |
14% |
False |
True |
298,293 |
| 20 |
130-140 |
124-060 |
6-080 |
5.0% |
0-250 |
0.6% |
9% |
False |
True |
153,065 |
| 40 |
131-050 |
124-060 |
6-310 |
5.6% |
0-185 |
0.5% |
8% |
False |
True |
76,930 |
| 60 |
131-050 |
124-060 |
6-310 |
5.6% |
0-125 |
0.3% |
8% |
False |
True |
51,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-245 |
|
2.618 |
128-010 |
|
1.618 |
126-310 |
|
1.000 |
126-100 |
|
0.618 |
125-290 |
|
HIGH |
125-080 |
|
0.618 |
124-270 |
|
0.500 |
124-230 |
|
0.382 |
124-190 |
|
LOW |
124-060 |
|
0.618 |
123-170 |
|
1.000 |
123-040 |
|
1.618 |
122-150 |
|
2.618 |
121-130 |
|
4.250 |
119-215 |
|
|
| Fisher Pivots for day following 23-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
124-230 |
124-240 |
| PP |
124-230 |
124-237 |
| S1 |
124-230 |
124-233 |
|