ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 30-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2017 |
30-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
123-310 |
124-065 |
0-075 |
0.2% |
124-055 |
| High |
124-060 |
124-115 |
0-055 |
0.1% |
124-315 |
| Low |
123-255 |
124-020 |
0-085 |
0.2% |
123-180 |
| Close |
124-055 |
124-070 |
0-015 |
0.0% |
124-055 |
| Range |
0-125 |
0-095 |
-0-030 |
-24.0% |
1-135 |
| ATR |
0-206 |
0-198 |
-0-008 |
-3.8% |
0-000 |
| Volume |
1,076,894 |
1,214,640 |
137,746 |
12.8% |
6,729,610 |
|
| Daily Pivots for day following 30-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-033 |
124-307 |
124-122 |
|
| R3 |
124-258 |
124-212 |
124-096 |
|
| R2 |
124-163 |
124-163 |
124-087 |
|
| R1 |
124-117 |
124-117 |
124-079 |
124-140 |
| PP |
124-068 |
124-068 |
124-068 |
124-080 |
| S1 |
124-022 |
124-022 |
124-061 |
124-045 |
| S2 |
123-293 |
123-293 |
124-053 |
|
| S3 |
123-198 |
123-247 |
124-044 |
|
| S4 |
123-103 |
123-152 |
124-018 |
|
|
| 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 |
124-300 |
123-180 |
1-120 |
1.1% |
0-162 |
0.4% |
48% |
False |
False |
1,252,017 |
| 10 |
125-135 |
123-180 |
1-275 |
1.5% |
0-198 |
0.5% |
35% |
False |
False |
1,409,888 |
| 20 |
125-135 |
123-180 |
1-275 |
1.5% |
0-204 |
0.5% |
35% |
False |
False |
1,357,768 |
| 40 |
125-135 |
122-145 |
2-310 |
2.4% |
0-196 |
0.5% |
59% |
False |
False |
1,231,428 |
| 60 |
130-140 |
122-145 |
7-315 |
6.4% |
0-218 |
0.5% |
22% |
False |
False |
973,073 |
| 80 |
130-140 |
122-145 |
7-315 |
6.4% |
0-194 |
0.5% |
22% |
False |
False |
730,161 |
| 100 |
131-050 |
122-145 |
8-225 |
7.0% |
0-161 |
0.4% |
20% |
False |
False |
584,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-199 |
|
2.618 |
125-044 |
|
1.618 |
124-269 |
|
1.000 |
124-210 |
|
0.618 |
124-174 |
|
HIGH |
124-115 |
|
0.618 |
124-079 |
|
0.500 |
124-068 |
|
0.382 |
124-056 |
|
LOW |
124-020 |
|
0.618 |
123-281 |
|
1.000 |
123-245 |
|
1.618 |
123-186 |
|
2.618 |
123-091 |
|
4.250 |
122-256 |
|
|
| Fisher Pivots for day following 30-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-069 |
124-043 |
| PP |
124-068 |
124-015 |
| S1 |
124-068 |
123-308 |
|