ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 06-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2017 |
06-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
124-065 |
124-305 |
0-240 |
0.6% |
124-040 |
| High |
125-010 |
125-105 |
0-095 |
0.2% |
125-105 |
| Low |
124-035 |
124-100 |
0-065 |
0.2% |
123-185 |
| Close |
124-265 |
124-130 |
-0-135 |
-0.3% |
124-130 |
| Range |
0-295 |
1-005 |
0-030 |
10.2% |
1-240 |
| ATR |
0-192 |
0-201 |
0-010 |
5.0% |
0-000 |
| Volume |
1,882,843 |
1,540,229 |
-342,614 |
-18.2% |
6,018,782 |
|
| Daily Pivots for day following 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-233 |
127-027 |
124-309 |
|
| R3 |
126-228 |
126-022 |
124-219 |
|
| R2 |
125-223 |
125-223 |
124-190 |
|
| R1 |
125-017 |
125-017 |
124-160 |
124-278 |
| PP |
124-218 |
124-218 |
124-218 |
124-189 |
| S1 |
124-012 |
124-012 |
124-100 |
123-273 |
| S2 |
123-213 |
123-213 |
124-070 |
|
| S3 |
122-208 |
123-007 |
124-041 |
|
| S4 |
121-203 |
122-002 |
123-271 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-220 |
128-255 |
125-118 |
|
| R3 |
127-300 |
127-015 |
124-284 |
|
| R2 |
126-060 |
126-060 |
124-233 |
|
| R1 |
125-095 |
125-095 |
124-181 |
125-238 |
| PP |
124-140 |
124-140 |
124-140 |
124-211 |
| S1 |
123-175 |
123-175 |
124-079 |
123-318 |
| S2 |
122-220 |
122-220 |
124-027 |
|
| S3 |
120-300 |
121-255 |
123-296 |
|
| S4 |
119-060 |
120-015 |
123-142 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-105 |
123-185 |
1-240 |
1.4% |
0-223 |
0.6% |
47% |
True |
False |
1,361,029 |
| 10 |
125-105 |
123-015 |
2-090 |
1.8% |
0-172 |
0.4% |
60% |
True |
False |
933,244 |
| 20 |
125-105 |
122-145 |
2-280 |
2.3% |
0-192 |
0.5% |
68% |
True |
False |
1,117,790 |
| 40 |
130-140 |
122-145 |
7-315 |
6.4% |
0-234 |
0.6% |
24% |
False |
False |
950,008 |
| 60 |
130-140 |
122-145 |
7-315 |
6.4% |
0-198 |
0.5% |
24% |
False |
False |
634,364 |
| 80 |
131-050 |
122-145 |
8-225 |
7.0% |
0-164 |
0.4% |
22% |
False |
False |
475,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-206 |
|
2.618 |
127-316 |
|
1.618 |
126-311 |
|
1.000 |
126-110 |
|
0.618 |
125-306 |
|
HIGH |
125-105 |
|
0.618 |
124-301 |
|
0.500 |
124-262 |
|
0.382 |
124-224 |
|
LOW |
124-100 |
|
0.618 |
123-219 |
|
1.000 |
123-095 |
|
1.618 |
122-214 |
|
2.618 |
121-209 |
|
4.250 |
119-319 |
|
|
| Fisher Pivots for day following 06-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-262 |
124-190 |
| PP |
124-218 |
124-170 |
| S1 |
124-174 |
124-150 |
|