ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 17-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2017 |
17-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
124-280 |
124-225 |
-0-055 |
-0.1% |
124-125 |
| High |
125-100 |
125-135 |
0-035 |
0.1% |
125-105 |
| Low |
124-110 |
124-220 |
0-110 |
0.3% |
124-075 |
| Close |
124-250 |
125-075 |
0-145 |
0.4% |
124-250 |
| Range |
0-310 |
0-235 |
-0-075 |
-24.2% |
1-030 |
| ATR |
0-202 |
0-204 |
0-002 |
1.2% |
0-000 |
| Volume |
1,584,205 |
1,592,429 |
8,224 |
0.5% |
6,251,329 |
|
| Daily Pivots for day following 17-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-102 |
127-003 |
125-204 |
|
| R3 |
126-187 |
126-088 |
125-140 |
|
| R2 |
125-272 |
125-272 |
125-118 |
|
| R1 |
125-173 |
125-173 |
125-097 |
125-223 |
| PP |
125-037 |
125-037 |
125-037 |
125-061 |
| S1 |
124-258 |
124-258 |
125-053 |
124-308 |
| S2 |
124-122 |
124-122 |
125-032 |
|
| S3 |
123-207 |
124-023 |
125-010 |
|
| S4 |
122-292 |
123-108 |
124-266 |
|
|
| Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-020 |
127-165 |
125-123 |
|
| R3 |
126-310 |
126-135 |
125-026 |
|
| R2 |
125-280 |
125-280 |
124-314 |
|
| R1 |
125-105 |
125-105 |
124-282 |
125-192 |
| PP |
124-250 |
124-250 |
124-250 |
124-294 |
| S1 |
124-075 |
124-075 |
124-218 |
124-163 |
| S2 |
123-220 |
123-220 |
124-186 |
|
| S3 |
122-190 |
123-045 |
124-154 |
|
| S4 |
121-160 |
122-015 |
124-058 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-135 |
124-110 |
1-025 |
0.9% |
0-205 |
0.5% |
83% |
True |
False |
1,390,877 |
| 10 |
125-135 |
123-185 |
1-270 |
1.5% |
0-219 |
0.5% |
90% |
True |
False |
1,386,254 |
| 20 |
125-135 |
122-205 |
2-250 |
2.2% |
0-179 |
0.4% |
93% |
True |
False |
1,041,560 |
| 40 |
126-035 |
122-145 |
3-210 |
2.9% |
0-202 |
0.5% |
76% |
False |
False |
1,140,555 |
| 60 |
130-140 |
122-145 |
7-315 |
6.4% |
0-207 |
0.5% |
35% |
False |
False |
765,009 |
| 80 |
131-050 |
122-145 |
8-225 |
6.9% |
0-179 |
0.4% |
32% |
False |
False |
573,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-174 |
|
2.618 |
127-110 |
|
1.618 |
126-195 |
|
1.000 |
126-050 |
|
0.618 |
125-280 |
|
HIGH |
125-135 |
|
0.618 |
125-045 |
|
0.500 |
125-018 |
|
0.382 |
124-310 |
|
LOW |
124-220 |
|
0.618 |
124-075 |
|
1.000 |
123-305 |
|
1.618 |
123-160 |
|
2.618 |
122-245 |
|
4.250 |
121-181 |
|
|
| Fisher Pivots for day following 17-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-056 |
125-038 |
| PP |
125-037 |
125-000 |
| S1 |
125-018 |
124-283 |
|