ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 16-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2016 |
16-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
123-010 |
122-230 |
-0-100 |
-0.3% |
123-285 |
| High |
123-045 |
123-055 |
0-010 |
0.0% |
124-135 |
| Low |
122-145 |
122-205 |
0-060 |
0.2% |
122-145 |
| Close |
122-295 |
122-265 |
-0-030 |
-0.1% |
122-265 |
| Range |
0-220 |
0-170 |
-0-050 |
-22.7% |
1-310 |
| ATR |
0-236 |
0-232 |
-0-005 |
-2.0% |
0-000 |
| Volume |
2,089,103 |
1,324,475 |
-764,628 |
-36.6% |
7,847,519 |
|
| Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-152 |
124-058 |
123-039 |
|
| R3 |
123-302 |
123-208 |
122-312 |
|
| R2 |
123-132 |
123-132 |
122-296 |
|
| R1 |
123-038 |
123-038 |
122-281 |
123-085 |
| PP |
122-282 |
122-282 |
122-282 |
122-305 |
| S1 |
122-188 |
122-188 |
122-249 |
122-235 |
| S2 |
122-112 |
122-112 |
122-234 |
|
| S3 |
121-262 |
122-018 |
122-218 |
|
| S4 |
121-092 |
121-168 |
122-171 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-045 |
127-305 |
123-292 |
|
| R3 |
127-055 |
125-315 |
123-118 |
|
| R2 |
125-065 |
125-065 |
123-060 |
|
| R1 |
124-005 |
124-005 |
123-003 |
123-200 |
| PP |
123-075 |
123-075 |
123-075 |
123-012 |
| S1 |
122-015 |
122-015 |
122-207 |
121-210 |
| S2 |
121-085 |
121-085 |
122-149 |
|
| S3 |
119-095 |
120-025 |
122-092 |
|
| S4 |
117-105 |
118-035 |
121-238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-135 |
122-145 |
1-310 |
1.6% |
0-244 |
0.6% |
19% |
False |
False |
1,569,503 |
| 10 |
125-020 |
122-145 |
2-195 |
2.1% |
0-222 |
0.6% |
14% |
False |
False |
1,389,754 |
| 20 |
125-150 |
122-145 |
3-005 |
2.5% |
0-220 |
0.6% |
12% |
False |
False |
1,301,296 |
| 40 |
130-140 |
122-145 |
7-315 |
6.5% |
0-223 |
0.6% |
5% |
False |
False |
659,794 |
| 60 |
131-050 |
122-145 |
8-225 |
7.1% |
0-181 |
0.5% |
4% |
False |
False |
440,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-138 |
|
2.618 |
124-180 |
|
1.618 |
124-010 |
|
1.000 |
123-225 |
|
0.618 |
123-160 |
|
HIGH |
123-055 |
|
0.618 |
122-310 |
|
0.500 |
122-290 |
|
0.382 |
122-270 |
|
LOW |
122-205 |
|
0.618 |
122-100 |
|
1.000 |
122-035 |
|
1.618 |
121-250 |
|
2.618 |
121-080 |
|
4.250 |
120-122 |
|
|
| Fisher Pivots for day following 16-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
122-290 |
123-140 |
| PP |
122-282 |
123-075 |
| S1 |
122-273 |
123-010 |
|