ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 12-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2017 |
12-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
124-250 |
124-245 |
-0-005 |
0.0% |
124-040 |
| High |
125-065 |
125-105 |
0-040 |
0.1% |
125-105 |
| Low |
124-185 |
124-240 |
0-055 |
0.1% |
123-185 |
| Close |
124-260 |
124-285 |
0-025 |
0.1% |
124-130 |
| Range |
0-200 |
0-185 |
-0-015 |
-7.5% |
1-240 |
| ATR |
0-194 |
0-193 |
-0-001 |
-0.3% |
0-000 |
| Volume |
1,460,875 |
1,409,184 |
-51,691 |
-3.5% |
6,018,782 |
|
| Daily Pivots for day following 12-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-232 |
126-123 |
125-067 |
|
| R3 |
126-047 |
125-258 |
125-016 |
|
| R2 |
125-182 |
125-182 |
124-319 |
|
| R1 |
125-073 |
125-073 |
124-302 |
125-127 |
| PP |
124-317 |
124-317 |
124-317 |
125-024 |
| S1 |
124-208 |
124-208 |
124-268 |
124-262 |
| S2 |
124-132 |
124-132 |
124-251 |
|
| S3 |
123-267 |
124-023 |
124-234 |
|
| S4 |
123-082 |
123-158 |
124-183 |
|
|
| 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 |
124-075 |
1-030 |
0.9% |
0-201 |
0.5% |
60% |
True |
False |
1,241,470 |
| 10 |
125-105 |
123-185 |
1-240 |
1.4% |
0-194 |
0.5% |
75% |
True |
False |
1,223,852 |
| 20 |
125-105 |
122-145 |
2-280 |
2.3% |
0-186 |
0.5% |
85% |
True |
False |
1,075,385 |
| 40 |
126-095 |
122-145 |
3-270 |
3.1% |
0-200 |
0.5% |
63% |
False |
False |
1,064,364 |
| 60 |
130-140 |
122-145 |
7-315 |
6.4% |
0-201 |
0.5% |
31% |
False |
False |
712,093 |
| 80 |
131-050 |
122-145 |
8-225 |
7.0% |
0-172 |
0.4% |
28% |
False |
False |
534,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-251 |
|
2.618 |
126-269 |
|
1.618 |
126-084 |
|
1.000 |
125-290 |
|
0.618 |
125-219 |
|
HIGH |
125-105 |
|
0.618 |
125-034 |
|
0.500 |
125-012 |
|
0.382 |
124-311 |
|
LOW |
124-240 |
|
0.618 |
124-126 |
|
1.000 |
124-055 |
|
1.618 |
123-261 |
|
2.618 |
123-076 |
|
4.250 |
122-094 |
|
|
| Fisher Pivots for day following 12-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-012 |
124-305 |
| PP |
124-317 |
124-298 |
| S1 |
124-301 |
124-292 |
|