ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 21-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2016 |
21-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
123-090 |
123-070 |
-0-020 |
-0.1% |
123-285 |
High |
123-115 |
123-120 |
0-005 |
0.0% |
124-135 |
Low |
122-290 |
123-005 |
0-035 |
0.1% |
122-145 |
Close |
123-040 |
123-095 |
0-055 |
0.1% |
122-265 |
Range |
0-145 |
0-115 |
-0-030 |
-20.7% |
1-310 |
ATR |
0-223 |
0-215 |
-0-008 |
-3.5% |
0-000 |
Volume |
804,891 |
510,265 |
-294,626 |
-36.6% |
7,847,519 |
|
Daily Pivots for day following 21-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-098 |
124-052 |
123-158 |
|
R3 |
123-303 |
123-257 |
123-127 |
|
R2 |
123-188 |
123-188 |
123-116 |
|
R1 |
123-142 |
123-142 |
123-106 |
123-165 |
PP |
123-073 |
123-073 |
123-073 |
123-085 |
S1 |
123-027 |
123-027 |
123-084 |
123-050 |
S2 |
122-278 |
122-278 |
123-074 |
|
S3 |
122-163 |
122-232 |
123-063 |
|
S4 |
122-048 |
122-117 |
123-032 |
|
|
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 |
123-135 |
122-145 |
0-310 |
0.8% |
0-169 |
0.4% |
87% |
False |
False |
1,148,821 |
10 |
124-280 |
122-145 |
2-135 |
2.0% |
0-211 |
0.5% |
35% |
False |
False |
1,302,336 |
20 |
125-080 |
122-145 |
2-255 |
2.3% |
0-213 |
0.5% |
30% |
False |
False |
1,353,424 |
40 |
130-140 |
122-145 |
7-315 |
6.5% |
0-226 |
0.6% |
11% |
False |
False |
717,886 |
60 |
131-050 |
122-145 |
8-225 |
7.1% |
0-189 |
0.5% |
10% |
False |
False |
478,855 |
80 |
131-050 |
122-145 |
8-225 |
7.1% |
0-142 |
0.4% |
10% |
False |
False |
359,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-289 |
2.618 |
124-101 |
1.618 |
123-306 |
1.000 |
123-235 |
0.618 |
123-191 |
HIGH |
123-120 |
0.618 |
123-076 |
0.500 |
123-062 |
0.382 |
123-049 |
LOW |
123-005 |
0.618 |
122-254 |
1.000 |
122-210 |
1.618 |
122-139 |
2.618 |
122-024 |
4.250 |
121-156 |
|
|
Fisher Pivots for day following 21-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
123-084 |
123-076 |
PP |
123-073 |
123-057 |
S1 |
123-062 |
123-038 |
|