ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 03-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2016 |
03-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
123-310 |
124-040 |
0-050 |
0.1% |
123-110 |
High |
124-105 |
124-075 |
-0-030 |
-0.1% |
124-105 |
Low |
123-275 |
123-185 |
-0-090 |
-0.2% |
123-030 |
Close |
124-090 |
124-035 |
-0-055 |
-0.1% |
124-090 |
Range |
0-150 |
0-210 |
0-060 |
40.0% |
1-075 |
ATR |
0-184 |
0-187 |
0-003 |
1.6% |
0-000 |
Volume |
786,367 |
1,442,195 |
655,828 |
83.4% |
2,440,849 |
|
Daily Pivots for day following 03-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-302 |
125-218 |
124-151 |
|
R3 |
125-092 |
125-008 |
124-093 |
|
R2 |
124-202 |
124-202 |
124-074 |
|
R1 |
124-118 |
124-118 |
124-054 |
124-055 |
PP |
123-312 |
123-312 |
123-312 |
123-280 |
S1 |
123-228 |
123-228 |
124-016 |
123-165 |
S2 |
123-102 |
123-102 |
123-317 |
|
S3 |
122-212 |
123-018 |
123-297 |
|
S4 |
122-002 |
122-128 |
123-239 |
|
|
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% |
0-152 |
0.4% |
82% |
False |
False |
776,608 |
10 |
124-105 |
122-260 |
1-165 |
1.2% |
0-142 |
0.4% |
86% |
False |
False |
708,638 |
20 |
125-020 |
122-145 |
2-195 |
2.1% |
0-182 |
0.5% |
63% |
False |
False |
1,049,196 |
40 |
130-140 |
122-145 |
7-315 |
6.4% |
0-225 |
0.6% |
21% |
False |
False |
836,045 |
60 |
130-140 |
122-145 |
7-315 |
6.4% |
0-192 |
0.5% |
21% |
False |
False |
558,100 |
80 |
131-050 |
122-145 |
8-225 |
7.0% |
0-155 |
0.4% |
19% |
False |
False |
418,589 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-008 |
2.618 |
125-305 |
1.618 |
125-095 |
1.000 |
124-285 |
0.618 |
124-205 |
HIGH |
124-075 |
0.618 |
123-315 |
0.500 |
123-290 |
0.382 |
123-265 |
LOW |
123-185 |
0.618 |
123-055 |
1.000 |
122-295 |
1.618 |
122-165 |
2.618 |
121-275 |
4.250 |
120-252 |
|
|
Fisher Pivots for day following 03-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
124-013 |
124-018 |
PP |
123-312 |
124-002 |
S1 |
123-290 |
123-305 |
|