ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 29-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2016 |
29-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
123-060 |
123-205 |
0-145 |
0.4% |
122-265 |
High |
123-220 |
124-025 |
0-125 |
0.3% |
123-150 |
Low |
123-050 |
123-195 |
0-145 |
0.4% |
122-260 |
Close |
123-205 |
123-300 |
0-095 |
0.2% |
123-115 |
Range |
0-170 |
0-150 |
-0-020 |
-11.8% |
0-210 |
ATR |
0-190 |
0-187 |
-0-003 |
-1.5% |
0-000 |
Volume |
624,846 |
766,254 |
141,408 |
22.6% |
3,203,342 |
|
Daily Pivots for day following 29-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-090 |
125-025 |
124-062 |
|
R3 |
124-260 |
124-195 |
124-021 |
|
R2 |
124-110 |
124-110 |
124-007 |
|
R1 |
124-045 |
124-045 |
123-314 |
124-077 |
PP |
123-280 |
123-280 |
123-280 |
123-296 |
S1 |
123-215 |
123-215 |
123-286 |
123-248 |
S2 |
123-130 |
123-130 |
123-273 |
|
S3 |
122-300 |
123-065 |
123-259 |
|
S4 |
122-150 |
122-235 |
123-218 |
|
|
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 |
124-025 |
123-015 |
1-010 |
0.8% |
0-121 |
0.3% |
86% |
True |
False |
505,458 |
10 |
124-025 |
122-145 |
1-200 |
1.3% |
0-145 |
0.4% |
91% |
True |
False |
827,140 |
20 |
125-020 |
122-145 |
2-195 |
2.1% |
0-188 |
0.5% |
57% |
False |
False |
1,105,087 |
40 |
130-140 |
122-145 |
7-315 |
6.4% |
0-224 |
0.6% |
19% |
False |
False |
780,726 |
60 |
130-140 |
122-145 |
7-315 |
6.4% |
0-190 |
0.5% |
19% |
False |
False |
520,959 |
80 |
131-050 |
122-145 |
8-225 |
7.0% |
0-150 |
0.4% |
17% |
False |
False |
390,732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-022 |
2.618 |
125-098 |
1.618 |
124-268 |
1.000 |
124-175 |
0.618 |
124-118 |
HIGH |
124-025 |
0.618 |
123-288 |
0.500 |
123-270 |
0.382 |
123-252 |
LOW |
123-195 |
0.618 |
123-102 |
1.000 |
123-045 |
1.618 |
122-272 |
2.618 |
122-122 |
4.250 |
121-198 |
|
|
Fisher Pivots for day following 29-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
123-290 |
123-263 |
PP |
123-280 |
123-225 |
S1 |
123-270 |
123-188 |
|