ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 24-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2017 |
24-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
124-055 |
124-275 |
0-220 |
0.6% |
124-225 |
High |
124-315 |
124-300 |
-0-015 |
0.0% |
125-135 |
Low |
124-050 |
124-065 |
0-015 |
0.0% |
123-250 |
Close |
124-260 |
124-070 |
-0-190 |
-0.5% |
124-070 |
Range |
0-265 |
0-235 |
-0-030 |
-11.3% |
1-205 |
ATR |
0-216 |
0-218 |
0-001 |
0.6% |
0-000 |
Volume |
1,684,165 |
1,168,462 |
-515,703 |
-30.6% |
6,154,635 |
|
Daily Pivots for day following 24-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-210 |
126-055 |
124-199 |
|
R3 |
125-295 |
125-140 |
124-135 |
|
R2 |
125-060 |
125-060 |
124-113 |
|
R1 |
124-225 |
124-225 |
124-092 |
124-185 |
PP |
124-145 |
124-145 |
124-145 |
124-125 |
S1 |
123-310 |
123-310 |
124-048 |
123-270 |
S2 |
123-230 |
123-230 |
124-027 |
|
S3 |
122-315 |
123-075 |
124-005 |
|
S4 |
122-080 |
122-160 |
123-261 |
|
|
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 |
125-090 |
123-250 |
1-160 |
1.2% |
0-235 |
0.6% |
29% |
False |
False |
1,482,966 |
10 |
125-135 |
123-250 |
1-205 |
1.3% |
0-220 |
0.6% |
27% |
False |
False |
1,436,922 |
20 |
125-135 |
123-030 |
2-105 |
1.9% |
0-200 |
0.5% |
48% |
False |
False |
1,200,275 |
40 |
125-135 |
122-145 |
2-310 |
2.4% |
0-201 |
0.5% |
59% |
False |
False |
1,256,127 |
60 |
130-140 |
122-145 |
7-315 |
6.4% |
0-217 |
0.5% |
22% |
False |
False |
888,440 |
80 |
131-050 |
122-145 |
8-225 |
7.0% |
0-193 |
0.5% |
20% |
False |
False |
666,528 |
100 |
131-050 |
122-145 |
8-225 |
7.0% |
0-155 |
0.4% |
20% |
False |
False |
533,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-019 |
2.618 |
126-275 |
1.618 |
126-040 |
1.000 |
125-215 |
0.618 |
125-125 |
HIGH |
124-300 |
0.618 |
124-210 |
0.500 |
124-182 |
0.382 |
124-155 |
LOW |
124-065 |
0.618 |
123-240 |
1.000 |
123-150 |
1.618 |
123-005 |
2.618 |
122-090 |
4.250 |
121-026 |
|
|
Fisher Pivots for day following 24-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
124-182 |
124-123 |
PP |
124-145 |
124-105 |
S1 |
124-108 |
124-088 |
|