ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 10-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2017 |
10-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
124-125 |
124-265 |
0-140 |
0.4% |
124-040 |
High |
124-275 |
124-295 |
0-020 |
0.1% |
125-105 |
Low |
124-075 |
124-200 |
0-125 |
0.3% |
123-185 |
Close |
124-250 |
124-245 |
-0-005 |
0.0% |
124-130 |
Range |
0-200 |
0-095 |
-0-105 |
-52.5% |
1-240 |
ATR |
0-201 |
0-193 |
-0-008 |
-3.8% |
0-000 |
Volume |
889,369 |
907,696 |
18,327 |
2.1% |
6,018,782 |
|
Daily Pivots for day following 10-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-212 |
125-163 |
124-297 |
|
R3 |
125-117 |
125-068 |
124-271 |
|
R2 |
125-022 |
125-022 |
124-262 |
|
R1 |
124-293 |
124-293 |
124-254 |
124-270 |
PP |
124-247 |
124-247 |
124-247 |
124-235 |
S1 |
124-198 |
124-198 |
124-236 |
124-175 |
S2 |
124-152 |
124-152 |
124-228 |
|
S3 |
124-057 |
124-103 |
124-219 |
|
S4 |
123-282 |
124-008 |
124-193 |
|
|
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 |
123-275 |
1-150 |
1.2% |
0-210 |
0.5% |
62% |
False |
False |
1,274,730 |
10 |
125-105 |
123-030 |
2-075 |
1.8% |
0-181 |
0.5% |
75% |
False |
False |
1,025,669 |
20 |
125-105 |
122-145 |
2-280 |
2.3% |
0-185 |
0.5% |
80% |
False |
False |
1,065,377 |
40 |
127-005 |
122-145 |
4-180 |
3.7% |
0-206 |
0.5% |
51% |
False |
False |
993,541 |
60 |
130-140 |
122-145 |
7-315 |
6.4% |
0-199 |
0.5% |
29% |
False |
False |
664,295 |
80 |
131-050 |
122-145 |
8-225 |
7.0% |
0-168 |
0.4% |
27% |
False |
False |
498,260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-059 |
2.618 |
125-224 |
1.618 |
125-129 |
1.000 |
125-070 |
0.618 |
125-034 |
HIGH |
124-295 |
0.618 |
124-259 |
0.500 |
124-248 |
0.382 |
124-236 |
LOW |
124-200 |
0.618 |
124-141 |
1.000 |
124-105 |
1.618 |
124-046 |
2.618 |
123-271 |
4.250 |
123-116 |
|
|
Fisher Pivots for day following 10-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
124-248 |
124-250 |
PP |
124-247 |
124-248 |
S1 |
124-246 |
124-247 |
|