ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 12-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
124-115 |
123-285 |
-0-150 |
-0.4% |
124-260 |
| High |
124-180 |
124-050 |
-0-130 |
-0.3% |
125-020 |
| Low |
123-280 |
123-165 |
-0-115 |
-0.3% |
123-280 |
| Close |
124-010 |
124-000 |
-0-010 |
0.0% |
124-010 |
| Range |
0-220 |
0-205 |
-0-015 |
-6.8% |
1-060 |
| ATR |
0-218 |
0-217 |
-0-001 |
-0.4% |
0-000 |
| Volume |
1,466,260 |
1,418,496 |
-47,764 |
-3.3% |
6,050,029 |
|
| Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-260 |
125-175 |
124-113 |
|
| R3 |
125-055 |
124-290 |
124-056 |
|
| R2 |
124-170 |
124-170 |
124-038 |
|
| R1 |
124-085 |
124-085 |
124-019 |
124-128 |
| PP |
123-285 |
123-285 |
123-285 |
123-306 |
| S1 |
123-200 |
123-200 |
123-301 |
123-242 |
| S2 |
123-080 |
123-080 |
123-282 |
|
| S3 |
122-195 |
122-315 |
123-264 |
|
| S4 |
121-310 |
122-110 |
123-207 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-283 |
127-047 |
124-219 |
|
| R3 |
126-223 |
125-307 |
124-115 |
|
| R2 |
125-163 |
125-163 |
124-080 |
|
| R1 |
124-247 |
124-247 |
124-045 |
124-175 |
| PP |
124-103 |
124-103 |
124-103 |
124-068 |
| S1 |
123-187 |
123-187 |
123-295 |
123-115 |
| S2 |
123-043 |
123-043 |
123-260 |
|
| S3 |
121-303 |
122-127 |
123-226 |
|
| S4 |
120-243 |
121-067 |
123-121 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-280 |
123-165 |
1-115 |
1.1% |
0-172 |
0.4% |
36% |
False |
True |
1,192,912 |
| 10 |
125-060 |
123-165 |
1-215 |
1.3% |
0-214 |
0.5% |
29% |
False |
True |
1,421,065 |
| 20 |
126-165 |
123-165 |
3-000 |
2.4% |
0-228 |
0.6% |
16% |
False |
True |
992,202 |
| 40 |
130-140 |
123-165 |
6-295 |
5.6% |
0-208 |
0.5% |
7% |
False |
True |
499,204 |
| 60 |
131-050 |
123-165 |
7-205 |
6.2% |
0-165 |
0.4% |
6% |
False |
True |
332,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-281 |
|
2.618 |
125-267 |
|
1.618 |
125-062 |
|
1.000 |
124-255 |
|
0.618 |
124-177 |
|
HIGH |
124-050 |
|
0.618 |
123-292 |
|
0.500 |
123-268 |
|
0.382 |
123-243 |
|
LOW |
123-165 |
|
0.618 |
123-038 |
|
1.000 |
122-280 |
|
1.618 |
122-153 |
|
2.618 |
121-268 |
|
4.250 |
120-254 |
|
|
| Fisher Pivots for day following 12-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
123-303 |
124-062 |
| PP |
123-285 |
124-042 |
| S1 |
123-268 |
124-021 |
|