ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 29-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2016 |
29-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
124-235 |
125-015 |
0-100 |
0.3% |
124-210 |
High |
125-025 |
125-055 |
0-030 |
0.1% |
125-100 |
Low |
124-220 |
124-220 |
0-000 |
0.0% |
124-050 |
Close |
124-315 |
125-035 |
0-040 |
0.1% |
124-185 |
Range |
0-125 |
0-155 |
0-030 |
24.0% |
1-050 |
ATR |
0-223 |
0-218 |
-0-005 |
-2.2% |
0-000 |
Volume |
1,942,577 |
1,129,432 |
-813,145 |
-41.9% |
3,353,473 |
|
Daily Pivots for day following 29-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-142 |
126-083 |
125-120 |
|
R3 |
125-307 |
125-248 |
125-078 |
|
R2 |
125-152 |
125-152 |
125-063 |
|
R1 |
125-093 |
125-093 |
125-049 |
125-123 |
PP |
124-317 |
124-317 |
124-317 |
125-011 |
S1 |
124-258 |
124-258 |
125-021 |
124-288 |
S2 |
124-162 |
124-162 |
125-007 |
|
S3 |
124-007 |
124-103 |
124-312 |
|
S4 |
123-172 |
123-268 |
124-270 |
|
|
Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-048 |
127-167 |
125-068 |
|
R3 |
126-318 |
126-117 |
124-287 |
|
R2 |
125-268 |
125-268 |
124-253 |
|
R1 |
125-067 |
125-067 |
124-219 |
124-302 |
PP |
124-218 |
124-218 |
124-218 |
124-176 |
S1 |
124-017 |
124-017 |
124-151 |
123-253 |
S2 |
123-168 |
123-168 |
124-117 |
|
S3 |
122-118 |
122-287 |
124-083 |
|
S4 |
121-068 |
121-237 |
123-302 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-100 |
124-050 |
1-050 |
0.9% |
0-189 |
0.5% |
82% |
False |
False |
1,217,846 |
10 |
126-095 |
124-050 |
2-045 |
1.7% |
0-216 |
0.5% |
45% |
False |
False |
673,422 |
20 |
130-140 |
124-050 |
6-090 |
5.0% |
0-254 |
0.6% |
15% |
False |
False |
343,296 |
40 |
130-150 |
124-050 |
6-100 |
5.0% |
0-188 |
0.5% |
15% |
False |
False |
172,258 |
60 |
131-050 |
124-050 |
7-000 |
5.6% |
0-132 |
0.3% |
14% |
False |
False |
114,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-074 |
2.618 |
126-141 |
1.618 |
125-306 |
1.000 |
125-210 |
0.618 |
125-151 |
HIGH |
125-055 |
0.618 |
124-316 |
0.500 |
124-298 |
0.382 |
124-279 |
LOW |
124-220 |
0.618 |
124-124 |
1.000 |
124-065 |
1.618 |
123-289 |
2.618 |
123-134 |
4.250 |
122-201 |
|
|
Fisher Pivots for day following 29-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
125-016 |
124-308 |
PP |
124-317 |
124-260 |
S1 |
124-298 |
124-213 |
|