ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 19-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
122-230 |
122-265 |
0-035 |
0.1% |
123-285 |
High |
123-055 |
123-135 |
0-080 |
0.2% |
124-135 |
Low |
122-205 |
122-260 |
0-055 |
0.1% |
122-145 |
Close |
122-265 |
123-085 |
0-140 |
0.4% |
122-265 |
Range |
0-170 |
0-195 |
0-025 |
14.7% |
1-310 |
ATR |
0-232 |
0-229 |
-0-003 |
-1.1% |
0-000 |
Volume |
1,324,475 |
1,015,374 |
-309,101 |
-23.3% |
7,847,519 |
|
Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-318 |
124-237 |
123-192 |
|
R3 |
124-123 |
124-042 |
123-139 |
|
R2 |
123-248 |
123-248 |
123-121 |
|
R1 |
123-167 |
123-167 |
123-103 |
123-208 |
PP |
123-053 |
123-053 |
123-053 |
123-074 |
S1 |
122-292 |
122-292 |
123-067 |
123-012 |
S2 |
122-178 |
122-178 |
123-049 |
|
S3 |
121-303 |
122-097 |
123-031 |
|
S4 |
121-108 |
121-222 |
122-298 |
|
|
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% |
0-242 |
0.6% |
41% |
False |
False |
1,488,879 |
10 |
124-280 |
122-145 |
2-135 |
2.0% |
0-207 |
0.5% |
34% |
False |
False |
1,340,895 |
20 |
125-100 |
122-145 |
2-275 |
2.3% |
0-216 |
0.5% |
28% |
False |
False |
1,347,554 |
40 |
130-140 |
122-145 |
7-315 |
6.5% |
0-226 |
0.6% |
10% |
False |
False |
685,128 |
60 |
131-050 |
122-145 |
8-225 |
7.1% |
0-185 |
0.5% |
9% |
False |
False |
456,936 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-004 |
2.618 |
125-006 |
1.618 |
124-131 |
1.000 |
124-010 |
0.618 |
123-256 |
HIGH |
123-135 |
0.618 |
123-061 |
0.500 |
123-038 |
0.382 |
123-014 |
LOW |
122-260 |
0.618 |
122-139 |
1.000 |
122-065 |
1.618 |
121-264 |
2.618 |
121-069 |
4.250 |
120-071 |
|
|
Fisher Pivots for day following 19-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
123-069 |
123-050 |
PP |
123-053 |
123-015 |
S1 |
123-038 |
122-300 |
|