ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 23-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2017 |
23-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
124-020 |
124-055 |
0-035 |
0.1% |
124-225 |
High |
124-095 |
124-315 |
0-220 |
0.6% |
125-135 |
Low |
123-250 |
124-050 |
0-120 |
0.3% |
123-250 |
Close |
124-070 |
124-260 |
0-190 |
0.5% |
124-070 |
Range |
0-165 |
0-265 |
0-100 |
60.6% |
1-205 |
ATR |
0-212 |
0-216 |
0-004 |
1.8% |
0-000 |
Volume |
1,461,739 |
1,684,165 |
222,426 |
15.2% |
6,154,635 |
|
Daily Pivots for day following 23-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-043 |
126-257 |
125-086 |
|
R3 |
126-098 |
125-312 |
125-013 |
|
R2 |
125-153 |
125-153 |
124-309 |
|
R1 |
125-047 |
125-047 |
124-284 |
125-100 |
PP |
124-208 |
124-208 |
124-208 |
124-235 |
S1 |
124-102 |
124-102 |
124-236 |
124-155 |
S2 |
123-263 |
123-263 |
124-211 |
|
S3 |
122-318 |
123-157 |
124-187 |
|
S4 |
122-053 |
122-212 |
124-114 |
|
|
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% |
0-235 |
0.6% |
63% |
False |
False |
1,567,760 |
10 |
125-135 |
123-250 |
1-205 |
1.3% |
0-216 |
0.5% |
63% |
False |
False |
1,409,012 |
20 |
125-135 |
123-015 |
2-120 |
1.9% |
0-194 |
0.5% |
74% |
False |
False |
1,171,128 |
40 |
125-135 |
122-145 |
2-310 |
2.4% |
0-204 |
0.5% |
79% |
False |
False |
1,262,276 |
60 |
130-140 |
122-145 |
7-315 |
6.4% |
0-216 |
0.5% |
30% |
False |
False |
868,967 |
80 |
131-050 |
122-145 |
8-225 |
7.0% |
0-190 |
0.5% |
27% |
False |
False |
651,923 |
100 |
131-050 |
122-145 |
8-225 |
7.0% |
0-153 |
0.4% |
27% |
False |
False |
521,539 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-161 |
2.618 |
127-049 |
1.618 |
126-104 |
1.000 |
125-260 |
0.618 |
125-159 |
HIGH |
124-315 |
0.618 |
124-214 |
0.500 |
124-183 |
0.382 |
124-151 |
LOW |
124-050 |
0.618 |
123-206 |
1.000 |
123-105 |
1.618 |
122-261 |
2.618 |
121-316 |
4.250 |
120-204 |
|
|
Fisher Pivots for day following 23-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
124-234 |
124-214 |
PP |
124-208 |
124-168 |
S1 |
124-183 |
124-123 |
|