ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 09-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2017 |
09-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
124-305 |
124-125 |
-0-180 |
-0.5% |
124-040 |
| High |
125-105 |
124-275 |
-0-150 |
-0.4% |
125-105 |
| Low |
124-100 |
124-075 |
-0-025 |
-0.1% |
123-185 |
| Close |
124-130 |
124-250 |
0-120 |
0.3% |
124-130 |
| Range |
1-005 |
0-200 |
-0-125 |
-38.5% |
1-240 |
| ATR |
0-201 |
0-201 |
0-000 |
0.0% |
0-000 |
| Volume |
1,540,229 |
889,369 |
-650,860 |
-42.3% |
6,018,782 |
|
| Daily Pivots for day following 09-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-160 |
126-085 |
125-040 |
|
| R3 |
125-280 |
125-205 |
124-305 |
|
| R2 |
125-080 |
125-080 |
124-287 |
|
| R1 |
125-005 |
125-005 |
124-268 |
125-043 |
| PP |
124-200 |
124-200 |
124-200 |
124-219 |
| S1 |
124-125 |
124-125 |
124-232 |
124-163 |
| S2 |
124-000 |
124-000 |
124-213 |
|
| S3 |
123-120 |
123-245 |
124-195 |
|
| S4 |
122-240 |
123-045 |
124-140 |
|
|
| 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% |
0-233 |
0.6% |
69% |
False |
False |
1,381,630 |
| 10 |
125-105 |
123-030 |
2-075 |
1.8% |
0-180 |
0.5% |
76% |
False |
False |
963,628 |
| 20 |
125-105 |
122-145 |
2-280 |
2.3% |
0-191 |
0.5% |
81% |
False |
False |
1,093,306 |
| 40 |
127-275 |
122-145 |
5-130 |
4.3% |
0-213 |
0.5% |
43% |
False |
False |
971,470 |
| 60 |
130-140 |
122-145 |
7-315 |
6.4% |
0-200 |
0.5% |
29% |
False |
False |
649,183 |
| 80 |
131-050 |
122-145 |
8-225 |
7.0% |
0-166 |
0.4% |
27% |
False |
False |
486,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-165 |
|
2.618 |
126-159 |
|
1.618 |
125-279 |
|
1.000 |
125-155 |
|
0.618 |
125-079 |
|
HIGH |
124-275 |
|
0.618 |
124-199 |
|
0.500 |
124-175 |
|
0.382 |
124-151 |
|
LOW |
124-075 |
|
0.618 |
123-271 |
|
1.000 |
123-195 |
|
1.618 |
123-071 |
|
2.618 |
122-191 |
|
4.250 |
121-185 |
|
|
| Fisher Pivots for day following 09-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-225 |
124-243 |
| PP |
124-200 |
124-237 |
| S1 |
124-175 |
124-230 |
|