ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 25-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2017 |
25-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
124-275 |
124-095 |
-0-180 |
-0.5% |
124-225 |
High |
124-300 |
124-125 |
-0-175 |
-0.4% |
125-135 |
Low |
124-065 |
123-235 |
-0-150 |
-0.4% |
123-250 |
Close |
124-070 |
123-260 |
-0-130 |
-0.3% |
124-070 |
Range |
0-235 |
0-210 |
-0-025 |
-10.6% |
1-205 |
ATR |
0-218 |
0-217 |
-0-001 |
-0.2% |
0-000 |
Volume |
1,168,462 |
1,407,113 |
238,651 |
20.4% |
6,154,635 |
|
Daily Pivots for day following 25-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-303 |
125-172 |
124-055 |
|
R3 |
125-093 |
124-282 |
123-318 |
|
R2 |
124-203 |
124-203 |
123-298 |
|
R1 |
124-072 |
124-072 |
123-279 |
124-032 |
PP |
123-313 |
123-313 |
123-313 |
123-294 |
S1 |
123-182 |
123-182 |
123-241 |
123-143 |
S2 |
123-103 |
123-103 |
123-222 |
|
S3 |
122-213 |
122-292 |
123-202 |
|
S4 |
122-003 |
122-082 |
123-145 |
|
|
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 |
124-315 |
123-235 |
1-080 |
1.0% |
0-215 |
0.5% |
6% |
False |
True |
1,506,210 |
10 |
125-135 |
123-235 |
1-220 |
1.4% |
0-231 |
0.6% |
5% |
False |
True |
1,486,863 |
20 |
125-135 |
123-030 |
2-105 |
1.9% |
0-206 |
0.5% |
31% |
False |
False |
1,256,266 |
40 |
125-135 |
122-145 |
2-310 |
2.4% |
0-202 |
0.5% |
46% |
False |
False |
1,272,773 |
60 |
130-140 |
122-145 |
7-315 |
6.4% |
0-218 |
0.5% |
17% |
False |
False |
911,851 |
80 |
131-050 |
122-145 |
8-225 |
7.0% |
0-195 |
0.5% |
16% |
False |
False |
684,116 |
100 |
131-050 |
122-145 |
8-225 |
7.0% |
0-157 |
0.4% |
16% |
False |
False |
547,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-057 |
2.618 |
126-035 |
1.618 |
125-145 |
1.000 |
125-015 |
0.618 |
124-255 |
HIGH |
124-125 |
0.618 |
124-045 |
0.500 |
124-020 |
0.382 |
123-315 |
LOW |
123-235 |
0.618 |
123-105 |
1.000 |
123-025 |
1.618 |
122-215 |
2.618 |
122-005 |
4.250 |
120-303 |
|
|
Fisher Pivots for day following 25-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
124-020 |
124-115 |
PP |
123-313 |
124-057 |
S1 |
123-287 |
123-318 |
|