ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 20-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2016 |
20-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
122-245 |
122-080 |
-0-165 |
-0.4% |
123-160 |
| High |
122-245 |
122-200 |
-0-045 |
-0.1% |
123-160 |
| Low |
122-245 |
122-080 |
-0-165 |
-0.4% |
122-000 |
| Close |
122-245 |
122-200 |
-0-045 |
-0.1% |
122-105 |
| Range |
0-000 |
0-120 |
0-120 |
|
1-160 |
| ATR |
0-102 |
0-107 |
0-004 |
4.4% |
0-000 |
| Volume |
0 |
3 |
3 |
|
3 |
|
| Daily Pivots for day following 20-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-200 |
123-160 |
122-266 |
|
| R3 |
123-080 |
123-040 |
122-233 |
|
| R2 |
122-280 |
122-280 |
122-222 |
|
| R1 |
122-240 |
122-240 |
122-211 |
122-260 |
| PP |
122-160 |
122-160 |
122-160 |
122-170 |
| S1 |
122-120 |
122-120 |
122-189 |
122-140 |
| S2 |
122-040 |
122-040 |
122-178 |
|
| S3 |
121-240 |
122-000 |
122-167 |
|
| S4 |
121-120 |
121-200 |
122-134 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-035 |
126-070 |
123-049 |
|
| R3 |
125-195 |
124-230 |
122-237 |
|
| R2 |
124-035 |
124-035 |
122-193 |
|
| R1 |
123-070 |
123-070 |
122-149 |
122-292 |
| PP |
122-195 |
122-195 |
122-195 |
122-146 |
| S1 |
121-230 |
121-230 |
122-061 |
121-132 |
| S2 |
121-035 |
121-035 |
122-017 |
|
| S3 |
119-195 |
120-070 |
121-293 |
|
| S4 |
118-035 |
118-230 |
121-161 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-070 |
|
2.618 |
123-194 |
|
1.618 |
123-074 |
|
1.000 |
123-000 |
|
0.618 |
122-274 |
|
HIGH |
122-200 |
|
0.618 |
122-154 |
|
0.500 |
122-140 |
|
0.382 |
122-126 |
|
LOW |
122-080 |
|
0.618 |
122-006 |
|
1.000 |
121-280 |
|
1.618 |
121-206 |
|
2.618 |
121-086 |
|
4.250 |
120-210 |
|
|
| Fisher Pivots for day following 20-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
122-180 |
122-174 |
| PP |
122-160 |
122-148 |
| S1 |
122-140 |
122-122 |
|