ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 01-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2016 |
01-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
125-045 |
124-125 |
-0-240 |
-0.6% |
124-210 |
| High |
125-060 |
124-145 |
-0-235 |
-0.6% |
125-100 |
| Low |
124-085 |
123-190 |
-0-215 |
-0.5% |
124-050 |
| Close |
124-165 |
123-315 |
-0-170 |
-0.4% |
124-185 |
| Range |
0-295 |
0-275 |
-0-020 |
-6.8% |
1-050 |
| ATR |
0-223 |
0-228 |
0-005 |
2.3% |
0-000 |
| Volume |
2,266,308 |
1,893,099 |
-373,209 |
-16.5% |
3,353,473 |
|
| Daily Pivots for day following 01-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-188 |
126-047 |
124-146 |
|
| R3 |
125-233 |
125-092 |
124-071 |
|
| R2 |
124-278 |
124-278 |
124-045 |
|
| R1 |
124-137 |
124-137 |
124-020 |
124-070 |
| PP |
124-003 |
124-003 |
124-003 |
123-290 |
| S1 |
123-182 |
123-182 |
123-290 |
123-115 |
| S2 |
123-048 |
123-048 |
123-265 |
|
| S3 |
122-093 |
122-227 |
123-239 |
|
| S4 |
121-138 |
121-272 |
123-164 |
|
|
| 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 |
125-060 |
123-190 |
1-190 |
1.3% |
0-208 |
0.5% |
25% |
False |
True |
1,594,538 |
| 10 |
126-035 |
123-190 |
2-165 |
2.0% |
0-226 |
0.6% |
16% |
False |
True |
1,076,464 |
| 20 |
130-140 |
123-190 |
6-270 |
5.5% |
0-265 |
0.7% |
6% |
False |
True |
550,787 |
| 40 |
130-140 |
123-190 |
6-270 |
5.5% |
0-195 |
0.5% |
6% |
False |
True |
276,219 |
| 60 |
131-050 |
123-190 |
7-180 |
6.1% |
0-142 |
0.4% |
5% |
False |
True |
184,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-034 |
|
2.618 |
126-225 |
|
1.618 |
125-270 |
|
1.000 |
125-100 |
|
0.618 |
124-315 |
|
HIGH |
124-145 |
|
0.618 |
124-040 |
|
0.500 |
124-008 |
|
0.382 |
123-295 |
|
LOW |
123-190 |
|
0.618 |
123-020 |
|
1.000 |
122-235 |
|
1.618 |
122-065 |
|
2.618 |
121-110 |
|
4.250 |
119-301 |
|
|
| Fisher Pivots for day following 01-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
124-008 |
124-125 |
| PP |
124-003 |
124-082 |
| S1 |
123-319 |
124-038 |
|