ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 13-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
123-285 |
124-015 |
0-050 |
0.1% |
124-260 |
| High |
124-050 |
124-100 |
0-050 |
0.1% |
125-020 |
| Low |
123-165 |
123-265 |
0-100 |
0.3% |
123-280 |
| Close |
124-000 |
123-295 |
-0-025 |
-0.1% |
124-010 |
| Range |
0-205 |
0-155 |
-0-050 |
-24.4% |
1-060 |
| ATR |
0-217 |
0-213 |
-0-004 |
-2.0% |
0-000 |
| Volume |
1,418,496 |
1,251,420 |
-167,076 |
-11.8% |
6,050,029 |
|
| Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-152 |
125-058 |
124-060 |
|
| R3 |
124-317 |
124-223 |
124-018 |
|
| R2 |
124-162 |
124-162 |
124-003 |
|
| R1 |
124-068 |
124-068 |
123-309 |
124-038 |
| PP |
124-007 |
124-007 |
124-007 |
123-311 |
| S1 |
123-233 |
123-233 |
123-281 |
123-202 |
| S2 |
123-172 |
123-172 |
123-267 |
|
| S3 |
123-017 |
123-078 |
123-252 |
|
| S4 |
122-182 |
122-243 |
123-210 |
|
|
| 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% |
0-188 |
0.5% |
30% |
False |
False |
1,274,256 |
| 10 |
125-060 |
123-165 |
1-215 |
1.3% |
0-214 |
0.5% |
24% |
False |
False |
1,433,263 |
| 20 |
126-095 |
123-165 |
2-250 |
2.2% |
0-215 |
0.5% |
15% |
False |
False |
1,053,343 |
| 40 |
130-140 |
123-165 |
6-295 |
5.6% |
0-209 |
0.5% |
6% |
False |
False |
530,448 |
| 60 |
131-050 |
123-165 |
7-205 |
6.2% |
0-168 |
0.4% |
5% |
False |
False |
353,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-119 |
|
2.618 |
125-186 |
|
1.618 |
125-031 |
|
1.000 |
124-255 |
|
0.618 |
124-196 |
|
HIGH |
124-100 |
|
0.618 |
124-041 |
|
0.500 |
124-022 |
|
0.382 |
124-004 |
|
LOW |
123-265 |
|
0.618 |
123-169 |
|
1.000 |
123-110 |
|
1.618 |
123-014 |
|
2.618 |
122-179 |
|
4.250 |
121-246 |
|
|
| Fisher Pivots for day following 13-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
124-022 |
124-012 |
| PP |
124-007 |
124-000 |
| S1 |
123-311 |
123-308 |
|