ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 06-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2016 |
06-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
124-260 |
124-140 |
-0-120 |
-0.3% |
124-235 |
| High |
125-020 |
124-200 |
-0-140 |
-0.3% |
125-060 |
| Low |
124-000 |
124-125 |
0-125 |
0.3% |
123-190 |
| Close |
124-150 |
124-150 |
0-000 |
0.0% |
124-150 |
| Range |
1-020 |
0-075 |
-0-265 |
-77.9% |
1-190 |
| ATR |
0-235 |
0-224 |
-0-011 |
-4.9% |
0-000 |
| Volume |
1,503,965 |
844,697 |
-659,268 |
-43.8% |
8,684,703 |
|
| Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-063 |
125-022 |
124-191 |
|
| R3 |
124-308 |
124-267 |
124-171 |
|
| R2 |
124-233 |
124-233 |
124-164 |
|
| R1 |
124-192 |
124-192 |
124-157 |
124-213 |
| PP |
124-158 |
124-158 |
124-158 |
124-169 |
| S1 |
124-117 |
124-117 |
124-143 |
124-138 |
| S2 |
124-083 |
124-083 |
124-136 |
|
| S3 |
124-008 |
124-042 |
124-129 |
|
| S4 |
123-253 |
123-287 |
124-109 |
|
|
| 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% |
0-240 |
0.6% |
55% |
False |
False |
1,592,271 |
| 10 |
125-100 |
123-190 |
1-230 |
1.4% |
0-214 |
0.5% |
51% |
False |
False |
1,405,058 |
| 20 |
130-140 |
123-190 |
6-270 |
5.5% |
0-278 |
0.7% |
13% |
False |
False |
739,816 |
| 40 |
130-140 |
123-190 |
6-270 |
5.5% |
0-200 |
0.5% |
13% |
False |
False |
371,263 |
| 60 |
131-050 |
123-190 |
7-180 |
6.1% |
0-152 |
0.4% |
12% |
False |
False |
247,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-199 |
|
2.618 |
125-076 |
|
1.618 |
125-001 |
|
1.000 |
124-275 |
|
0.618 |
124-246 |
|
HIGH |
124-200 |
|
0.618 |
124-171 |
|
0.500 |
124-162 |
|
0.382 |
124-154 |
|
LOW |
124-125 |
|
0.618 |
124-079 |
|
1.000 |
124-050 |
|
1.618 |
124-004 |
|
2.618 |
123-249 |
|
4.250 |
123-126 |
|
|
| Fisher Pivots for day following 06-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
124-162 |
124-162 |
| PP |
124-158 |
124-158 |
| S1 |
124-154 |
124-154 |
|