ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 20-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2017 |
20-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
124-100 |
124-020 |
-0-080 |
-0.2% |
124-225 |
| High |
124-155 |
124-095 |
-0-060 |
-0.2% |
125-135 |
| Low |
123-275 |
123-250 |
-0-025 |
-0.1% |
123-250 |
| Close |
124-055 |
124-070 |
0-015 |
0.0% |
124-070 |
| Range |
0-200 |
0-165 |
-0-035 |
-17.5% |
1-205 |
| ATR |
0-216 |
0-212 |
-0-004 |
-1.7% |
0-000 |
| Volume |
1,809,571 |
1,461,739 |
-347,832 |
-19.2% |
6,154,635 |
|
| Daily Pivots for day following 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-207 |
125-143 |
124-161 |
|
| R3 |
125-042 |
124-298 |
124-115 |
|
| R2 |
124-197 |
124-197 |
124-100 |
|
| R1 |
124-133 |
124-133 |
124-085 |
124-165 |
| PP |
124-032 |
124-032 |
124-032 |
124-048 |
| S1 |
123-288 |
123-288 |
124-055 |
124-000 |
| S2 |
123-187 |
123-187 |
124-040 |
|
| S3 |
123-022 |
123-123 |
124-025 |
|
| S4 |
122-177 |
122-278 |
123-299 |
|
|
| Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-127 |
128-143 |
125-039 |
|
| R3 |
127-242 |
126-258 |
124-214 |
|
| R2 |
126-037 |
126-037 |
124-166 |
|
| R1 |
125-053 |
125-053 |
124-118 |
124-263 |
| PP |
124-152 |
124-152 |
124-152 |
124-096 |
| S1 |
123-168 |
123-168 |
124-022 |
123-058 |
| S2 |
122-267 |
122-267 |
123-294 |
|
| S3 |
121-062 |
121-283 |
123-246 |
|
| S4 |
119-177 |
120-078 |
123-101 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-135 |
123-250 |
1-205 |
1.3% |
0-244 |
0.6% |
27% |
False |
True |
1,547,768 |
| 10 |
125-135 |
123-250 |
1-205 |
1.3% |
0-222 |
0.6% |
27% |
False |
True |
1,394,619 |
| 20 |
125-135 |
123-005 |
2-130 |
1.9% |
0-187 |
0.5% |
50% |
False |
False |
1,112,433 |
| 40 |
125-135 |
122-145 |
2-310 |
2.4% |
0-201 |
0.5% |
59% |
False |
False |
1,241,710 |
| 60 |
130-140 |
122-145 |
7-315 |
6.4% |
0-213 |
0.5% |
22% |
False |
False |
840,963 |
| 80 |
131-050 |
122-145 |
8-225 |
7.0% |
0-187 |
0.5% |
20% |
False |
False |
630,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-156 |
|
2.618 |
125-207 |
|
1.618 |
125-042 |
|
1.000 |
124-260 |
|
0.618 |
124-197 |
|
HIGH |
124-095 |
|
0.618 |
124-032 |
|
0.500 |
124-013 |
|
0.382 |
123-313 |
|
LOW |
123-250 |
|
0.618 |
123-148 |
|
1.000 |
123-085 |
|
1.618 |
122-303 |
|
2.618 |
122-138 |
|
4.250 |
121-189 |
|
|
| Fisher Pivots for day following 20-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-051 |
124-170 |
| PP |
124-032 |
124-137 |
| S1 |
124-013 |
124-103 |
|