ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 15-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
124-000 |
123-010 |
-0-310 |
-0.8% |
124-260 |
| High |
124-135 |
123-045 |
-1-090 |
-1.0% |
125-020 |
| Low |
122-305 |
122-145 |
-0-160 |
-0.4% |
123-280 |
| Close |
123-130 |
122-295 |
-0-155 |
-0.4% |
124-010 |
| Range |
1-150 |
0-220 |
-0-250 |
-53.2% |
1-060 |
| ATR |
0-231 |
0-236 |
0-005 |
2.3% |
0-000 |
| Volume |
1,764,025 |
2,089,103 |
325,078 |
18.4% |
6,050,029 |
|
| Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-288 |
124-192 |
123-096 |
|
| R3 |
124-068 |
123-292 |
123-036 |
|
| R2 |
123-168 |
123-168 |
123-015 |
|
| R1 |
123-072 |
123-072 |
122-315 |
123-010 |
| PP |
122-268 |
122-268 |
122-268 |
122-237 |
| S1 |
122-172 |
122-172 |
122-275 |
122-110 |
| S2 |
122-048 |
122-048 |
122-255 |
|
| S3 |
121-148 |
121-272 |
122-235 |
|
| S4 |
120-248 |
121-052 |
122-174 |
|
|
| 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 |
124-180 |
122-145 |
2-035 |
1.7% |
0-254 |
0.6% |
22% |
False |
True |
1,597,860 |
| 10 |
125-020 |
122-145 |
2-195 |
2.1% |
0-226 |
0.6% |
18% |
False |
True |
1,402,636 |
| 20 |
126-035 |
122-145 |
3-210 |
3.0% |
0-226 |
0.6% |
13% |
False |
True |
1,239,550 |
| 40 |
130-140 |
122-145 |
7-315 |
6.5% |
0-221 |
0.6% |
6% |
False |
True |
626,733 |
| 60 |
131-050 |
122-145 |
8-225 |
7.1% |
0-179 |
0.5% |
5% |
False |
True |
417,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-020 |
|
2.618 |
124-301 |
|
1.618 |
124-081 |
|
1.000 |
123-265 |
|
0.618 |
123-181 |
|
HIGH |
123-045 |
|
0.618 |
122-281 |
|
0.500 |
122-255 |
|
0.382 |
122-229 |
|
LOW |
122-145 |
|
0.618 |
122-009 |
|
1.000 |
121-245 |
|
1.618 |
121-109 |
|
2.618 |
120-209 |
|
4.250 |
119-170 |
|
|
| Fisher Pivots for day following 15-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
122-282 |
123-140 |
| PP |
122-268 |
123-085 |
| S1 |
122-255 |
123-030 |
|