ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 05-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2016 |
05-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
123-305 |
124-260 |
0-275 |
0.7% |
124-235 |
| High |
124-200 |
125-020 |
0-140 |
0.4% |
125-060 |
| Low |
123-305 |
124-000 |
0-015 |
0.0% |
123-190 |
| Close |
124-150 |
124-150 |
0-000 |
0.0% |
124-150 |
| Range |
0-215 |
1-020 |
0-125 |
58.1% |
1-190 |
| ATR |
0-227 |
0-235 |
0-008 |
3.5% |
0-000 |
| Volume |
1,453,287 |
1,503,965 |
50,678 |
3.5% |
8,684,703 |
|
| Daily Pivots for day following 05-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-223 |
127-047 |
125-017 |
|
| R3 |
126-203 |
126-027 |
124-244 |
|
| R2 |
125-183 |
125-183 |
124-212 |
|
| R1 |
125-007 |
125-007 |
124-181 |
124-245 |
| PP |
124-163 |
124-163 |
124-163 |
124-123 |
| S1 |
123-307 |
123-307 |
124-119 |
123-225 |
| S2 |
123-143 |
123-143 |
124-088 |
|
| S3 |
122-123 |
122-287 |
124-057 |
|
| S4 |
121-103 |
121-267 |
123-283 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-063 |
128-137 |
125-111 |
|
| R3 |
127-193 |
126-267 |
124-290 |
|
| R2 |
126-003 |
126-003 |
124-244 |
|
| R1 |
125-077 |
125-077 |
124-197 |
124-265 |
| PP |
124-133 |
124-133 |
124-133 |
124-068 |
| S1 |
123-207 |
123-207 |
124-103 |
123-075 |
| S2 |
122-263 |
122-263 |
124-057 |
|
| S3 |
121-073 |
122-017 |
124-010 |
|
| S4 |
119-203 |
120-147 |
123-190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-060 |
123-190 |
1-190 |
1.3% |
0-256 |
0.6% |
55% |
False |
False |
1,649,218 |
| 10 |
125-100 |
123-190 |
1-230 |
1.4% |
0-225 |
0.6% |
51% |
False |
False |
1,354,214 |
| 20 |
130-140 |
123-190 |
6-270 |
5.5% |
0-278 |
0.7% |
13% |
False |
False |
697,784 |
| 40 |
130-140 |
123-190 |
6-270 |
5.5% |
0-202 |
0.5% |
13% |
False |
False |
350,147 |
| 60 |
131-050 |
123-190 |
7-180 |
6.1% |
0-151 |
0.4% |
12% |
False |
False |
233,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-185 |
|
2.618 |
127-270 |
|
1.618 |
126-250 |
|
1.000 |
126-040 |
|
0.618 |
125-230 |
|
HIGH |
125-020 |
|
0.618 |
124-210 |
|
0.500 |
124-170 |
|
0.382 |
124-130 |
|
LOW |
124-000 |
|
0.618 |
123-110 |
|
1.000 |
122-300 |
|
1.618 |
122-090 |
|
2.618 |
121-070 |
|
4.250 |
119-155 |
|
|
| Fisher Pivots for day following 05-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
124-170 |
124-135 |
| PP |
124-163 |
124-120 |
| S1 |
124-157 |
124-105 |
|