ECBOT 10 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 27-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2016 |
27-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
122-230 |
122-180 |
-0-050 |
-0.1% |
122-245 |
High |
122-230 |
122-180 |
-0-050 |
-0.1% |
122-245 |
Low |
122-230 |
122-180 |
-0-050 |
-0.1% |
122-080 |
Close |
122-230 |
122-180 |
-0-050 |
-0.1% |
122-230 |
Range |
|
|
|
|
|
ATR |
0-093 |
0-090 |
-0-003 |
-3.3% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-180 |
122-180 |
122-180 |
|
R3 |
122-180 |
122-180 |
122-180 |
|
R2 |
122-180 |
122-180 |
122-180 |
|
R1 |
122-180 |
122-180 |
122-180 |
122-180 |
PP |
122-180 |
122-180 |
122-180 |
122-180 |
S1 |
122-180 |
122-180 |
122-180 |
122-180 |
S2 |
122-180 |
122-180 |
122-180 |
|
S3 |
122-180 |
122-180 |
122-180 |
|
S4 |
122-180 |
122-180 |
122-180 |
|
|
Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-040 |
123-300 |
123-001 |
|
R3 |
123-195 |
123-135 |
122-275 |
|
R2 |
123-030 |
123-030 |
122-260 |
|
R1 |
122-290 |
122-290 |
122-245 |
122-238 |
PP |
122-185 |
122-185 |
122-185 |
122-159 |
S1 |
122-125 |
122-125 |
122-215 |
122-073 |
S2 |
122-020 |
122-020 |
122-200 |
|
S3 |
121-175 |
121-280 |
122-185 |
|
S4 |
121-010 |
121-115 |
122-139 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-180 |
2.618 |
122-180 |
1.618 |
122-180 |
1.000 |
122-180 |
0.618 |
122-180 |
HIGH |
122-180 |
0.618 |
122-180 |
0.500 |
122-180 |
0.382 |
122-180 |
LOW |
122-180 |
0.618 |
122-180 |
1.000 |
122-180 |
1.618 |
122-180 |
2.618 |
122-180 |
4.250 |
122-180 |
|
|
Fisher Pivots for day following 27-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
122-180 |
122-205 |
PP |
122-180 |
122-197 |
S1 |
122-180 |
122-188 |
|