ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 25-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2016 |
25-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
125-020 |
124-230 |
-0-110 |
-0.3% |
124-210 |
| High |
125-080 |
124-240 |
-0-160 |
-0.4% |
125-100 |
| Low |
124-060 |
124-050 |
-0-010 |
0.0% |
124-050 |
| Close |
124-230 |
124-185 |
-0-045 |
-0.1% |
124-185 |
| Range |
1-020 |
0-190 |
-0-150 |
-44.1% |
1-050 |
| ATR |
0-230 |
0-227 |
-0-003 |
-1.2% |
0-000 |
| Volume |
1,414,437 |
741,277 |
-673,160 |
-47.6% |
3,353,473 |
|
| Daily Pivots for day following 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-088 |
126-007 |
124-289 |
|
| R3 |
125-218 |
125-137 |
124-237 |
|
| R2 |
125-028 |
125-028 |
124-220 |
|
| R1 |
124-267 |
124-267 |
124-202 |
124-212 |
| PP |
124-158 |
124-158 |
124-158 |
124-131 |
| S1 |
124-077 |
124-077 |
124-168 |
124-023 |
| S2 |
123-288 |
123-288 |
124-150 |
|
| S3 |
123-098 |
123-207 |
124-133 |
|
| S4 |
122-228 |
123-017 |
124-081 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-048 |
127-167 |
125-068 |
|
| R3 |
126-318 |
126-117 |
124-287 |
|
| R2 |
125-268 |
125-268 |
124-253 |
|
| R1 |
125-067 |
125-067 |
124-219 |
124-302 |
| PP |
124-218 |
124-218 |
124-218 |
124-176 |
| S1 |
124-017 |
124-017 |
124-151 |
123-253 |
| S2 |
123-168 |
123-168 |
124-117 |
|
| S3 |
122-118 |
122-287 |
124-083 |
|
| S4 |
121-068 |
121-237 |
123-302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-150 |
124-050 |
1-100 |
1.1% |
0-222 |
0.6% |
32% |
False |
True |
688,734 |
| 10 |
127-005 |
124-050 |
2-275 |
2.3% |
0-247 |
0.6% |
15% |
False |
True |
369,936 |
| 20 |
130-140 |
124-050 |
6-090 |
5.0% |
0-250 |
0.6% |
7% |
False |
True |
190,007 |
| 40 |
131-050 |
124-050 |
7-000 |
5.6% |
0-188 |
0.5% |
6% |
False |
True |
95,460 |
| 60 |
131-050 |
124-050 |
7-000 |
5.6% |
0-128 |
0.3% |
6% |
False |
True |
63,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-087 |
|
2.618 |
126-097 |
|
1.618 |
125-227 |
|
1.000 |
125-110 |
|
0.618 |
125-037 |
|
HIGH |
124-240 |
|
0.618 |
124-167 |
|
0.500 |
124-145 |
|
0.382 |
124-123 |
|
LOW |
124-050 |
|
0.618 |
123-253 |
|
1.000 |
123-180 |
|
1.618 |
123-063 |
|
2.618 |
122-193 |
|
4.250 |
121-203 |
|
|
| Fisher Pivots for day following 25-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
124-172 |
124-235 |
| PP |
124-158 |
124-218 |
| S1 |
124-145 |
124-202 |
|