ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 30-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2016 |
30-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
125-015 |
125-045 |
0-030 |
0.1% |
124-210 |
High |
125-055 |
125-060 |
0-005 |
0.0% |
125-100 |
Low |
124-220 |
124-085 |
-0-135 |
-0.3% |
124-050 |
Close |
125-035 |
124-165 |
-0-190 |
-0.5% |
124-185 |
Range |
0-155 |
0-295 |
0-140 |
90.3% |
1-050 |
ATR |
0-218 |
0-223 |
0-006 |
2.5% |
0-000 |
Volume |
1,129,432 |
2,266,308 |
1,136,876 |
100.7% |
3,353,473 |
|
Daily Pivots for day following 30-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-135 |
126-285 |
125-007 |
|
R3 |
126-160 |
125-310 |
124-246 |
|
R2 |
125-185 |
125-185 |
124-219 |
|
R1 |
125-015 |
125-015 |
124-192 |
124-272 |
PP |
124-210 |
124-210 |
124-210 |
124-179 |
S1 |
124-040 |
124-040 |
124-138 |
123-297 |
S2 |
123-235 |
123-235 |
124-111 |
|
S3 |
122-260 |
123-065 |
124-084 |
|
S4 |
121-285 |
122-090 |
124-003 |
|
|
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 |
125-080 |
124-050 |
1-030 |
0.9% |
0-221 |
0.6% |
33% |
False |
False |
1,498,806 |
10 |
126-035 |
124-050 |
1-305 |
1.6% |
0-225 |
0.6% |
18% |
False |
False |
894,981 |
20 |
130-140 |
124-050 |
6-090 |
5.0% |
0-260 |
0.7% |
6% |
False |
False |
456,365 |
40 |
130-140 |
124-050 |
6-090 |
5.0% |
0-192 |
0.5% |
6% |
False |
False |
228,895 |
60 |
131-050 |
124-050 |
7-000 |
5.6% |
0-137 |
0.3% |
5% |
False |
False |
152,614 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-034 |
2.618 |
127-192 |
1.618 |
126-217 |
1.000 |
126-035 |
0.618 |
125-242 |
HIGH |
125-060 |
0.618 |
124-267 |
0.500 |
124-232 |
0.382 |
124-198 |
LOW |
124-085 |
0.618 |
123-223 |
1.000 |
123-110 |
1.618 |
122-248 |
2.618 |
121-273 |
4.250 |
120-111 |
|
|
Fisher Pivots for day following 30-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
124-232 |
124-232 |
PP |
124-210 |
124-210 |
S1 |
124-187 |
124-187 |
|