ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 28-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2016 |
28-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
124-230 |
124-235 |
0-005 |
0.0% |
124-210 |
| High |
124-240 |
125-025 |
0-105 |
0.3% |
125-100 |
| Low |
124-050 |
124-220 |
0-170 |
0.4% |
124-050 |
| Close |
124-185 |
124-315 |
0-130 |
0.3% |
124-185 |
| Range |
0-190 |
0-125 |
-0-065 |
-34.2% |
1-050 |
| ATR |
0-227 |
0-223 |
-0-005 |
-2.1% |
0-000 |
| Volume |
741,277 |
1,942,577 |
1,201,300 |
162.1% |
3,353,473 |
|
| Daily Pivots for day following 28-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-028 |
125-297 |
125-064 |
|
| R3 |
125-223 |
125-172 |
125-029 |
|
| R2 |
125-098 |
125-098 |
125-018 |
|
| R1 |
125-047 |
125-047 |
125-006 |
125-072 |
| PP |
124-293 |
124-293 |
124-293 |
124-306 |
| S1 |
124-242 |
124-242 |
124-304 |
124-268 |
| S2 |
124-168 |
124-168 |
124-292 |
|
| S3 |
124-043 |
124-117 |
124-281 |
|
| S4 |
123-238 |
123-312 |
124-246 |
|
|
| 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 |
125-100 |
124-050 |
1-050 |
0.9% |
0-194 |
0.5% |
72% |
False |
False |
1,059,210 |
| 10 |
126-165 |
124-050 |
2-115 |
1.9% |
0-241 |
0.6% |
35% |
False |
False |
563,340 |
| 20 |
130-140 |
124-050 |
6-090 |
5.0% |
0-249 |
0.6% |
13% |
False |
False |
286,976 |
| 40 |
130-205 |
124-050 |
6-155 |
5.2% |
0-186 |
0.5% |
13% |
False |
False |
144,022 |
| 60 |
131-050 |
124-050 |
7-000 |
5.6% |
0-130 |
0.3% |
12% |
False |
False |
96,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-236 |
|
2.618 |
126-032 |
|
1.618 |
125-227 |
|
1.000 |
125-150 |
|
0.618 |
125-102 |
|
HIGH |
125-025 |
|
0.618 |
124-297 |
|
0.500 |
124-282 |
|
0.382 |
124-268 |
|
LOW |
124-220 |
|
0.618 |
124-143 |
|
1.000 |
124-095 |
|
1.618 |
124-018 |
|
2.618 |
123-213 |
|
4.250 |
123-009 |
|
|
| Fisher Pivots for day following 28-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
124-304 |
124-285 |
| PP |
124-293 |
124-255 |
| S1 |
124-282 |
124-225 |
|