ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 28-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2016 |
28-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
123-110 |
123-060 |
-0-050 |
-0.1% |
122-265 |
High |
123-110 |
123-220 |
0-110 |
0.3% |
123-150 |
Low |
123-030 |
123-050 |
0-020 |
0.1% |
122-260 |
Close |
123-065 |
123-205 |
0-140 |
0.4% |
123-115 |
Range |
0-080 |
0-170 |
0-090 |
112.5% |
0-210 |
ATR |
0-192 |
0-190 |
-0-002 |
-0.8% |
0-000 |
Volume |
263,382 |
624,846 |
361,464 |
137.2% |
3,203,342 |
|
Daily Pivots for day following 28-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-028 |
124-287 |
123-298 |
|
R3 |
124-178 |
124-117 |
123-252 |
|
R2 |
124-008 |
124-008 |
123-236 |
|
R1 |
123-267 |
123-267 |
123-221 |
123-297 |
PP |
123-158 |
123-158 |
123-158 |
123-174 |
S1 |
123-097 |
123-097 |
123-189 |
123-128 |
S2 |
122-308 |
122-308 |
123-174 |
|
S3 |
122-138 |
122-247 |
123-158 |
|
S4 |
121-288 |
122-077 |
123-112 |
|
|
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 |
123-220 |
123-005 |
0-215 |
0.5% |
0-114 |
0.3% |
93% |
True |
False |
454,261 |
10 |
124-135 |
122-145 |
1-310 |
1.6% |
0-177 |
0.4% |
60% |
False |
False |
926,917 |
20 |
125-060 |
122-145 |
2-235 |
2.2% |
0-196 |
0.5% |
43% |
False |
False |
1,180,090 |
40 |
130-140 |
122-145 |
7-315 |
6.5% |
0-225 |
0.6% |
15% |
False |
False |
761,693 |
60 |
130-150 |
122-145 |
8-005 |
6.5% |
0-191 |
0.5% |
15% |
False |
False |
508,202 |
80 |
131-050 |
122-145 |
8-225 |
7.0% |
0-148 |
0.4% |
14% |
False |
False |
381,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-302 |
2.618 |
125-025 |
1.618 |
124-175 |
1.000 |
124-070 |
0.618 |
124-005 |
HIGH |
123-220 |
0.618 |
123-155 |
0.500 |
123-135 |
0.382 |
123-115 |
LOW |
123-050 |
0.618 |
122-265 |
1.000 |
122-200 |
1.618 |
122-095 |
2.618 |
121-245 |
4.250 |
120-288 |
|
|
Fisher Pivots for day following 28-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
123-182 |
123-178 |
PP |
123-158 |
123-152 |
S1 |
123-135 |
123-125 |
|