ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 30-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2016 |
30-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
123-205 |
123-310 |
0-105 |
0.3% |
123-110 |
| High |
124-025 |
124-105 |
0-080 |
0.2% |
124-105 |
| Low |
123-195 |
123-275 |
0-080 |
0.2% |
123-030 |
| Close |
123-300 |
124-090 |
0-110 |
0.3% |
124-090 |
| Range |
0-150 |
0-150 |
0-000 |
0.0% |
1-075 |
| ATR |
0-187 |
0-184 |
-0-003 |
-1.4% |
0-000 |
| Volume |
766,254 |
786,367 |
20,113 |
2.6% |
2,440,849 |
|
| Daily Pivots for day following 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-180 |
125-125 |
124-173 |
|
| R3 |
125-030 |
124-295 |
124-131 |
|
| R2 |
124-200 |
124-200 |
124-118 |
|
| R1 |
124-145 |
124-145 |
124-104 |
124-172 |
| PP |
124-050 |
124-050 |
124-050 |
124-064 |
| S1 |
123-315 |
123-315 |
124-076 |
124-023 |
| S2 |
123-220 |
123-220 |
124-063 |
|
| S3 |
123-070 |
123-165 |
124-049 |
|
| S4 |
122-240 |
123-015 |
124-008 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-193 |
127-057 |
124-307 |
|
| R3 |
126-118 |
125-302 |
124-199 |
|
| R2 |
125-043 |
125-043 |
124-162 |
|
| R1 |
124-227 |
124-227 |
124-126 |
124-295 |
| PP |
123-288 |
123-288 |
123-288 |
124-003 |
| S1 |
123-152 |
123-152 |
124-054 |
123-220 |
| S2 |
122-213 |
122-213 |
124-018 |
|
| S3 |
121-138 |
122-077 |
123-301 |
|
| S4 |
120-063 |
121-002 |
123-193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-105 |
123-030 |
1-075 |
1.0% |
0-127 |
0.3% |
96% |
True |
False |
545,627 |
| 10 |
124-105 |
122-205 |
1-220 |
1.4% |
0-138 |
0.3% |
97% |
True |
False |
696,866 |
| 20 |
125-020 |
122-145 |
2-195 |
2.1% |
0-182 |
0.5% |
70% |
False |
False |
1,049,751 |
| 40 |
130-140 |
122-145 |
7-315 |
6.4% |
0-224 |
0.6% |
23% |
False |
False |
800,269 |
| 60 |
130-140 |
122-145 |
7-315 |
6.4% |
0-190 |
0.5% |
23% |
False |
False |
534,063 |
| 80 |
131-050 |
122-145 |
8-225 |
7.0% |
0-152 |
0.4% |
21% |
False |
False |
400,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-102 |
|
2.618 |
125-178 |
|
1.618 |
125-028 |
|
1.000 |
124-255 |
|
0.618 |
124-198 |
|
HIGH |
124-105 |
|
0.618 |
124-048 |
|
0.500 |
124-030 |
|
0.382 |
124-012 |
|
LOW |
123-275 |
|
0.618 |
123-182 |
|
1.000 |
123-125 |
|
1.618 |
123-032 |
|
2.618 |
122-202 |
|
4.250 |
121-278 |
|
|
| Fisher Pivots for day following 30-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
124-070 |
124-033 |
| PP |
124-050 |
123-295 |
| S1 |
124-030 |
123-238 |
|