ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 27-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2016 |
27-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
123-085 |
123-110 |
0-025 |
0.1% |
122-265 |
High |
123-150 |
123-110 |
-0-040 |
-0.1% |
123-150 |
Low |
123-065 |
123-030 |
-0-035 |
-0.1% |
122-260 |
Close |
123-115 |
123-065 |
-0-050 |
-0.1% |
123-115 |
Range |
0-085 |
0-080 |
-0-005 |
-5.9% |
0-210 |
ATR |
0-200 |
0-192 |
-0-008 |
-4.1% |
0-000 |
Volume |
287,288 |
263,382 |
-23,906 |
-8.3% |
3,203,342 |
|
Daily Pivots for day following 27-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-308 |
123-267 |
123-109 |
|
R3 |
123-228 |
123-187 |
123-087 |
|
R2 |
123-148 |
123-148 |
123-080 |
|
R1 |
123-107 |
123-107 |
123-072 |
123-088 |
PP |
123-068 |
123-068 |
123-068 |
123-059 |
S1 |
123-027 |
123-027 |
123-058 |
123-008 |
S2 |
122-308 |
122-308 |
123-050 |
|
S3 |
122-228 |
122-267 |
123-043 |
|
S4 |
122-148 |
122-187 |
123-021 |
|
|
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 |
122-290 |
0-180 |
0.5% |
0-109 |
0.3% |
53% |
False |
False |
490,270 |
10 |
124-135 |
122-145 |
1-310 |
1.6% |
0-176 |
0.4% |
38% |
False |
False |
989,574 |
20 |
125-060 |
122-145 |
2-235 |
2.2% |
0-195 |
0.5% |
27% |
False |
False |
1,205,319 |
40 |
130-140 |
122-145 |
7-315 |
6.5% |
0-222 |
0.6% |
9% |
False |
False |
746,148 |
60 |
130-205 |
122-145 |
8-060 |
6.6% |
0-189 |
0.5% |
9% |
False |
False |
497,788 |
80 |
131-050 |
122-145 |
8-225 |
7.1% |
0-146 |
0.4% |
9% |
False |
False |
373,344 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-130 |
2.618 |
123-319 |
1.618 |
123-239 |
1.000 |
123-190 |
0.618 |
123-159 |
HIGH |
123-110 |
0.618 |
123-079 |
0.500 |
123-070 |
0.382 |
123-061 |
LOW |
123-030 |
0.618 |
122-301 |
1.000 |
122-270 |
1.618 |
122-221 |
2.618 |
122-141 |
4.250 |
122-010 |
|
|
Fisher Pivots for day following 27-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
123-070 |
123-083 |
PP |
123-068 |
123-077 |
S1 |
123-067 |
123-071 |
|