ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 18-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2017 |
18-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
124-225 |
125-075 |
0-170 |
0.4% |
124-125 |
| High |
125-135 |
125-090 |
-0-045 |
-0.1% |
125-105 |
| Low |
124-220 |
124-100 |
-0-120 |
-0.3% |
124-075 |
| Close |
125-075 |
124-230 |
-0-165 |
-0.4% |
124-250 |
| Range |
0-235 |
0-310 |
0-075 |
31.9% |
1-030 |
| ATR |
0-204 |
0-212 |
0-008 |
3.7% |
0-000 |
| Volume |
1,592,429 |
1,290,896 |
-301,533 |
-18.9% |
6,251,329 |
|
| Daily Pivots for day following 18-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-217 |
127-053 |
125-081 |
|
| R3 |
126-227 |
126-063 |
124-315 |
|
| R2 |
125-237 |
125-237 |
124-287 |
|
| R1 |
125-073 |
125-073 |
124-258 |
125-000 |
| PP |
124-247 |
124-247 |
124-247 |
124-210 |
| S1 |
124-083 |
124-083 |
124-202 |
124-010 |
| S2 |
123-257 |
123-257 |
124-173 |
|
| S3 |
122-267 |
123-093 |
124-145 |
|
| S4 |
121-277 |
122-103 |
124-060 |
|
|
| 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 |
124-100 |
1-035 |
0.9% |
0-248 |
0.6% |
37% |
False |
True |
1,467,517 |
| 10 |
125-135 |
123-275 |
1-180 |
1.3% |
0-229 |
0.6% |
55% |
False |
False |
1,371,124 |
| 20 |
125-135 |
122-260 |
2-195 |
2.1% |
0-186 |
0.5% |
73% |
False |
False |
1,039,881 |
| 40 |
125-150 |
122-145 |
3-005 |
2.4% |
0-203 |
0.5% |
75% |
False |
False |
1,170,588 |
| 60 |
130-140 |
122-145 |
7-315 |
6.4% |
0-210 |
0.5% |
28% |
False |
False |
786,490 |
| 80 |
131-050 |
122-145 |
8-225 |
7.0% |
0-182 |
0.5% |
26% |
False |
False |
589,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-128 |
|
2.618 |
127-262 |
|
1.618 |
126-272 |
|
1.000 |
126-080 |
|
0.618 |
125-282 |
|
HIGH |
125-090 |
|
0.618 |
124-292 |
|
0.500 |
124-255 |
|
0.382 |
124-218 |
|
LOW |
124-100 |
|
0.618 |
123-228 |
|
1.000 |
123-110 |
|
1.618 |
122-238 |
|
2.618 |
121-248 |
|
4.250 |
120-062 |
|
|
| Fisher Pivots for day following 18-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-255 |
124-278 |
| PP |
124-247 |
124-262 |
| S1 |
124-238 |
124-246 |
|