ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 02-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2016 |
02-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
124-125 |
123-305 |
-0-140 |
-0.4% |
124-235 |
| High |
124-145 |
124-200 |
0-055 |
0.1% |
125-060 |
| Low |
123-190 |
123-305 |
0-115 |
0.3% |
123-190 |
| Close |
123-315 |
124-150 |
0-155 |
0.4% |
124-150 |
| Range |
0-275 |
0-215 |
-0-060 |
-21.8% |
1-190 |
| ATR |
0-228 |
0-227 |
-0-001 |
-0.4% |
0-000 |
| Volume |
1,893,099 |
1,453,287 |
-439,812 |
-23.2% |
8,684,703 |
|
| Daily Pivots for day following 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-117 |
126-028 |
124-268 |
|
| R3 |
125-222 |
125-133 |
124-209 |
|
| R2 |
125-007 |
125-007 |
124-189 |
|
| R1 |
124-238 |
124-238 |
124-170 |
124-283 |
| PP |
124-112 |
124-112 |
124-112 |
124-134 |
| S1 |
124-023 |
124-023 |
124-130 |
124-068 |
| S2 |
123-217 |
123-217 |
124-111 |
|
| S3 |
123-002 |
123-128 |
124-091 |
|
| S4 |
122-107 |
122-233 |
124-032 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-063 |
128-137 |
125-111 |
|
| R3 |
127-193 |
126-267 |
124-290 |
|
| R2 |
126-003 |
126-003 |
124-244 |
|
| R1 |
125-077 |
125-077 |
124-197 |
124-265 |
| PP |
124-133 |
124-133 |
124-133 |
124-068 |
| S1 |
123-207 |
123-207 |
124-103 |
123-075 |
| S2 |
122-263 |
122-263 |
124-057 |
|
| S3 |
121-073 |
122-017 |
124-010 |
|
| S4 |
119-203 |
120-147 |
123-190 |
|
|
| 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% |
0-213 |
0.5% |
55% |
False |
False |
1,736,940 |
| 10 |
125-150 |
123-190 |
1-280 |
1.5% |
0-218 |
0.5% |
47% |
False |
False |
1,212,837 |
| 20 |
130-140 |
123-190 |
6-270 |
5.5% |
0-268 |
0.7% |
13% |
False |
False |
622,895 |
| 40 |
130-140 |
123-190 |
6-270 |
5.5% |
0-197 |
0.5% |
13% |
False |
False |
312,551 |
| 60 |
131-050 |
123-190 |
7-180 |
6.1% |
0-145 |
0.4% |
12% |
False |
False |
208,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-154 |
|
2.618 |
126-123 |
|
1.618 |
125-228 |
|
1.000 |
125-095 |
|
0.618 |
125-013 |
|
HIGH |
124-200 |
|
0.618 |
124-118 |
|
0.500 |
124-092 |
|
0.382 |
124-067 |
|
LOW |
123-305 |
|
0.618 |
123-172 |
|
1.000 |
123-090 |
|
1.618 |
122-277 |
|
2.618 |
122-062 |
|
4.250 |
121-031 |
|
|
| Fisher Pivots for day following 02-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
124-131 |
124-142 |
| PP |
124-112 |
124-133 |
| S1 |
124-092 |
124-125 |
|