ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 22-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2016 |
22-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
123-070 |
123-115 |
0-045 |
0.1% |
123-285 |
High |
123-120 |
123-135 |
0-015 |
0.0% |
124-135 |
Low |
123-005 |
123-015 |
0-010 |
0.0% |
122-145 |
Close |
123-095 |
123-085 |
-0-010 |
0.0% |
122-265 |
Range |
0-115 |
0-120 |
0-005 |
4.3% |
1-310 |
ATR |
0-215 |
0-209 |
-0-007 |
-3.2% |
0-000 |
Volume |
510,265 |
585,524 |
75,259 |
14.7% |
7,847,519 |
|
Daily Pivots for day following 22-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-118 |
124-062 |
123-151 |
|
R3 |
123-318 |
123-262 |
123-118 |
|
R2 |
123-198 |
123-198 |
123-107 |
|
R1 |
123-142 |
123-142 |
123-096 |
123-110 |
PP |
123-078 |
123-078 |
123-078 |
123-063 |
S1 |
123-022 |
123-022 |
123-074 |
122-310 |
S2 |
122-278 |
122-278 |
123-063 |
|
S3 |
122-158 |
122-222 |
123-052 |
|
S4 |
122-038 |
122-102 |
123-019 |
|
|
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 |
122-205 |
0-250 |
0.6% |
0-149 |
0.4% |
80% |
True |
False |
848,105 |
10 |
124-180 |
122-145 |
2-035 |
1.7% |
0-202 |
0.5% |
39% |
False |
False |
1,222,983 |
20 |
125-060 |
122-145 |
2-235 |
2.2% |
0-202 |
0.5% |
30% |
False |
False |
1,311,979 |
40 |
130-140 |
122-145 |
7-315 |
6.5% |
0-226 |
0.6% |
10% |
False |
False |
732,522 |
60 |
131-050 |
122-145 |
8-225 |
7.1% |
0-191 |
0.5% |
9% |
False |
False |
488,613 |
80 |
131-050 |
122-145 |
8-225 |
7.1% |
0-144 |
0.4% |
9% |
False |
False |
366,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-005 |
2.618 |
124-129 |
1.618 |
124-009 |
1.000 |
123-255 |
0.618 |
123-209 |
HIGH |
123-135 |
0.618 |
123-089 |
0.500 |
123-075 |
0.382 |
123-061 |
LOW |
123-015 |
0.618 |
122-261 |
1.000 |
122-215 |
1.618 |
122-141 |
2.618 |
122-021 |
4.250 |
121-145 |
|
|
Fisher Pivots for day following 22-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
123-082 |
123-074 |
PP |
123-078 |
123-063 |
S1 |
123-075 |
123-053 |
|