ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 20-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2016 |
20-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
122-265 |
123-090 |
0-145 |
0.4% |
123-285 |
High |
123-135 |
123-115 |
-0-020 |
-0.1% |
124-135 |
Low |
122-260 |
122-290 |
0-030 |
0.1% |
122-145 |
Close |
123-085 |
123-040 |
-0-045 |
-0.1% |
122-265 |
Range |
0-195 |
0-145 |
-0-050 |
-25.6% |
1-310 |
ATR |
0-229 |
0-223 |
-0-006 |
-2.6% |
0-000 |
Volume |
1,015,374 |
804,891 |
-210,483 |
-20.7% |
7,847,519 |
|
Daily Pivots for day following 20-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-157 |
124-083 |
123-120 |
|
R3 |
124-012 |
123-258 |
123-080 |
|
R2 |
123-187 |
123-187 |
123-067 |
|
R1 |
123-113 |
123-113 |
123-053 |
123-078 |
PP |
123-042 |
123-042 |
123-042 |
123-024 |
S1 |
122-288 |
122-288 |
123-027 |
122-253 |
S2 |
122-217 |
122-217 |
123-013 |
|
S3 |
122-072 |
122-143 |
123-000 |
|
S4 |
121-247 |
121-318 |
122-280 |
|
|
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% |
0-240 |
0.6% |
34% |
False |
False |
1,399,573 |
10 |
124-280 |
122-145 |
2-135 |
2.0% |
0-214 |
0.5% |
28% |
False |
False |
1,336,915 |
20 |
125-100 |
122-145 |
2-275 |
2.3% |
0-214 |
0.5% |
23% |
False |
False |
1,370,987 |
40 |
130-140 |
122-145 |
7-315 |
6.5% |
0-226 |
0.6% |
8% |
False |
False |
705,228 |
60 |
131-050 |
122-145 |
8-225 |
7.1% |
0-187 |
0.5% |
8% |
False |
False |
470,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-091 |
2.618 |
124-175 |
1.618 |
124-030 |
1.000 |
123-260 |
0.618 |
123-205 |
HIGH |
123-115 |
0.618 |
123-060 |
0.500 |
123-043 |
0.382 |
123-025 |
LOW |
122-290 |
0.618 |
122-200 |
1.000 |
122-145 |
1.618 |
122-055 |
2.618 |
121-230 |
4.250 |
120-314 |
|
|
Fisher Pivots for day following 20-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
123-043 |
123-030 |
PP |
123-042 |
123-020 |
S1 |
123-041 |
123-010 |
|