ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 27-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2017 |
27-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
123-295 |
123-310 |
0-015 |
0.0% |
124-055 |
High |
124-005 |
124-060 |
0-055 |
0.1% |
124-315 |
Low |
123-180 |
123-255 |
0-075 |
0.2% |
123-180 |
Close |
123-310 |
124-055 |
0-065 |
0.2% |
124-055 |
Range |
0-145 |
0-125 |
-0-020 |
-13.8% |
1-135 |
ATR |
0-212 |
0-206 |
-0-006 |
-2.9% |
0-000 |
Volume |
1,392,976 |
1,076,894 |
-316,082 |
-22.7% |
6,729,610 |
|
Daily Pivots for day following 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-072 |
125-028 |
124-124 |
|
R3 |
124-267 |
124-223 |
124-089 |
|
R2 |
124-142 |
124-142 |
124-078 |
|
R1 |
124-098 |
124-098 |
124-066 |
124-120 |
PP |
124-017 |
124-017 |
124-017 |
124-028 |
S1 |
123-293 |
123-293 |
124-044 |
123-315 |
S2 |
123-212 |
123-212 |
124-032 |
|
S3 |
123-087 |
123-168 |
124-021 |
|
S4 |
122-282 |
123-043 |
123-306 |
|
|
Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-162 |
127-243 |
124-305 |
|
R3 |
127-027 |
126-108 |
124-180 |
|
R2 |
125-212 |
125-212 |
124-138 |
|
R1 |
124-293 |
124-293 |
124-097 |
124-283 |
PP |
124-077 |
124-077 |
124-077 |
124-071 |
S1 |
123-158 |
123-158 |
124-013 |
123-148 |
S2 |
122-262 |
122-262 |
123-292 |
|
S3 |
121-127 |
122-023 |
123-250 |
|
S4 |
119-312 |
120-208 |
123-125 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-315 |
123-180 |
1-135 |
1.1% |
0-196 |
0.5% |
43% |
False |
False |
1,345,922 |
10 |
125-135 |
123-180 |
1-275 |
1.5% |
0-220 |
0.6% |
33% |
False |
False |
1,446,845 |
20 |
125-135 |
123-180 |
1-275 |
1.5% |
0-207 |
0.5% |
33% |
False |
False |
1,335,348 |
40 |
125-135 |
122-145 |
2-310 |
2.4% |
0-201 |
0.5% |
58% |
False |
False |
1,257,719 |
60 |
130-140 |
122-145 |
7-315 |
6.4% |
0-219 |
0.6% |
22% |
False |
False |
952,911 |
80 |
130-150 |
122-145 |
8-005 |
6.5% |
0-195 |
0.5% |
21% |
False |
False |
714,989 |
100 |
131-050 |
122-145 |
8-225 |
7.0% |
0-160 |
0.4% |
20% |
False |
False |
571,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-271 |
2.618 |
125-067 |
1.618 |
124-262 |
1.000 |
124-185 |
0.618 |
124-137 |
HIGH |
124-060 |
0.618 |
124-012 |
0.500 |
123-318 |
0.382 |
123-303 |
LOW |
123-255 |
0.618 |
123-178 |
1.000 |
123-130 |
1.618 |
123-053 |
2.618 |
122-248 |
4.250 |
122-044 |
|
|
Fisher Pivots for day following 27-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
124-036 |
124-034 |
PP |
124-017 |
124-013 |
S1 |
123-318 |
123-312 |
|