ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 23-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2016 |
23-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
123-115 |
123-085 |
-0-030 |
-0.1% |
122-265 |
High |
123-135 |
123-150 |
0-015 |
0.0% |
123-150 |
Low |
123-015 |
123-065 |
0-050 |
0.1% |
122-260 |
Close |
123-085 |
123-115 |
0-030 |
0.1% |
123-115 |
Range |
0-120 |
0-085 |
-0-035 |
-29.1% |
0-210 |
ATR |
0-209 |
0-200 |
-0-009 |
-4.2% |
0-000 |
Volume |
585,524 |
287,288 |
-298,236 |
-50.9% |
3,203,342 |
|
Daily Pivots for day following 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-045 |
124-005 |
123-162 |
|
R3 |
123-280 |
123-240 |
123-138 |
|
R2 |
123-195 |
123-195 |
123-131 |
|
R1 |
123-155 |
123-155 |
123-123 |
123-175 |
PP |
123-110 |
123-110 |
123-110 |
123-120 |
S1 |
123-070 |
123-070 |
123-107 |
123-090 |
S2 |
123-025 |
123-025 |
123-099 |
|
S3 |
122-260 |
122-305 |
123-092 |
|
S4 |
122-175 |
122-220 |
123-068 |
|
|
Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-058 |
124-297 |
123-231 |
|
R3 |
124-168 |
124-087 |
123-173 |
|
R2 |
123-278 |
123-278 |
123-154 |
|
R1 |
123-197 |
123-197 |
123-134 |
123-238 |
PP |
123-068 |
123-068 |
123-068 |
123-089 |
S1 |
122-307 |
122-307 |
123-096 |
123-028 |
S2 |
122-178 |
122-178 |
123-077 |
|
S3 |
121-288 |
122-097 |
123-057 |
|
S4 |
121-078 |
121-207 |
122-319 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-150 |
122-260 |
0-210 |
0.5% |
0-132 |
0.3% |
83% |
True |
False |
640,668 |
10 |
124-135 |
122-145 |
1-310 |
1.6% |
0-188 |
0.5% |
46% |
False |
False |
1,105,086 |
20 |
125-060 |
122-145 |
2-235 |
2.2% |
0-197 |
0.5% |
33% |
False |
False |
1,289,279 |
40 |
130-140 |
122-145 |
7-315 |
6.5% |
0-224 |
0.6% |
11% |
False |
False |
739,643 |
60 |
131-050 |
122-145 |
8-225 |
7.1% |
0-191 |
0.5% |
10% |
False |
False |
493,400 |
80 |
131-050 |
122-145 |
8-225 |
7.1% |
0-145 |
0.4% |
10% |
False |
False |
370,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-191 |
2.618 |
124-053 |
1.618 |
123-288 |
1.000 |
123-235 |
0.618 |
123-203 |
HIGH |
123-150 |
0.618 |
123-118 |
0.500 |
123-108 |
0.382 |
123-097 |
LOW |
123-065 |
0.618 |
123-012 |
1.000 |
122-300 |
1.618 |
122-247 |
2.618 |
122-162 |
4.250 |
122-024 |
|
|
Fisher Pivots for day following 23-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
123-113 |
123-103 |
PP |
123-110 |
123-090 |
S1 |
123-108 |
123-078 |
|