ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 11-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2017 |
11-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
124-265 |
124-250 |
-0-015 |
0.0% |
124-040 |
| High |
124-295 |
125-065 |
0-090 |
0.2% |
125-105 |
| Low |
124-200 |
124-185 |
-0-015 |
0.0% |
123-185 |
| Close |
124-245 |
124-260 |
0-015 |
0.0% |
124-130 |
| Range |
0-095 |
0-200 |
0-105 |
110.5% |
1-240 |
| ATR |
0-193 |
0-194 |
0-000 |
0.2% |
0-000 |
| Volume |
907,696 |
1,460,875 |
553,179 |
60.9% |
6,018,782 |
|
| Daily Pivots for day following 11-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-237 |
126-128 |
125-050 |
|
| R3 |
126-037 |
125-248 |
124-315 |
|
| R2 |
125-157 |
125-157 |
124-297 |
|
| R1 |
125-048 |
125-048 |
124-278 |
125-102 |
| PP |
124-277 |
124-277 |
124-277 |
124-304 |
| S1 |
124-168 |
124-168 |
124-242 |
124-222 |
| S2 |
124-077 |
124-077 |
124-223 |
|
| S3 |
123-197 |
123-288 |
124-205 |
|
| S4 |
122-317 |
123-088 |
124-150 |
|
|
| 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 |
124-035 |
1-070 |
1.0% |
0-223 |
0.6% |
58% |
False |
False |
1,336,202 |
| 10 |
125-105 |
123-050 |
2-055 |
1.7% |
0-193 |
0.5% |
76% |
False |
False |
1,145,418 |
| 20 |
125-105 |
122-145 |
2-280 |
2.3% |
0-184 |
0.5% |
82% |
False |
False |
1,067,496 |
| 40 |
126-165 |
122-145 |
4-020 |
3.3% |
0-206 |
0.5% |
58% |
False |
False |
1,029,849 |
| 60 |
130-140 |
122-145 |
7-315 |
6.4% |
0-200 |
0.5% |
30% |
False |
False |
688,635 |
| 80 |
131-050 |
122-145 |
8-225 |
7.0% |
0-170 |
0.4% |
27% |
False |
False |
516,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-275 |
|
2.618 |
126-269 |
|
1.618 |
126-069 |
|
1.000 |
125-265 |
|
0.618 |
125-189 |
|
HIGH |
125-065 |
|
0.618 |
124-309 |
|
0.500 |
124-285 |
|
0.382 |
124-261 |
|
LOW |
124-185 |
|
0.618 |
124-061 |
|
1.000 |
123-305 |
|
1.618 |
123-181 |
|
2.618 |
122-301 |
|
4.250 |
121-295 |
|
|
| Fisher Pivots for day following 11-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-285 |
124-250 |
| PP |
124-277 |
124-240 |
| S1 |
124-268 |
124-230 |
|