ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 07-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2016 |
07-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
124-140 |
124-165 |
0-025 |
0.1% |
124-235 |
| High |
124-200 |
124-275 |
0-075 |
0.2% |
125-060 |
| Low |
124-125 |
124-130 |
0-005 |
0.0% |
123-190 |
| Close |
124-150 |
124-260 |
0-110 |
0.3% |
124-150 |
| Range |
0-075 |
0-145 |
0-070 |
93.3% |
1-190 |
| ATR |
0-224 |
0-218 |
-0-006 |
-2.5% |
0-000 |
| Volume |
844,697 |
856,050 |
11,353 |
1.3% |
8,684,703 |
|
| Daily Pivots for day following 07-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-017 |
125-283 |
125-020 |
|
| R3 |
125-192 |
125-138 |
124-300 |
|
| R2 |
125-047 |
125-047 |
124-287 |
|
| R1 |
124-313 |
124-313 |
124-273 |
125-020 |
| PP |
124-222 |
124-222 |
124-222 |
124-235 |
| S1 |
124-168 |
124-168 |
124-247 |
124-195 |
| S2 |
124-077 |
124-077 |
124-233 |
|
| S3 |
123-252 |
124-023 |
124-220 |
|
| S4 |
123-107 |
123-198 |
124-180 |
|
|
| 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 |
125-020 |
123-190 |
1-150 |
1.2% |
0-210 |
0.5% |
83% |
False |
False |
1,310,219 |
| 10 |
125-080 |
123-190 |
1-210 |
1.3% |
0-215 |
0.5% |
74% |
False |
False |
1,404,512 |
| 20 |
130-140 |
123-190 |
6-270 |
5.5% |
0-276 |
0.7% |
18% |
False |
False |
782,226 |
| 40 |
130-140 |
123-190 |
6-270 |
5.5% |
0-201 |
0.5% |
18% |
False |
False |
392,650 |
| 60 |
131-050 |
123-190 |
7-180 |
6.1% |
0-155 |
0.4% |
16% |
False |
False |
261,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-251 |
|
2.618 |
126-015 |
|
1.618 |
125-190 |
|
1.000 |
125-100 |
|
0.618 |
125-045 |
|
HIGH |
124-275 |
|
0.618 |
124-220 |
|
0.500 |
124-203 |
|
0.382 |
124-185 |
|
LOW |
124-130 |
|
0.618 |
124-040 |
|
1.000 |
123-305 |
|
1.618 |
123-215 |
|
2.618 |
123-070 |
|
4.250 |
122-154 |
|
|
| Fisher Pivots for day following 07-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
124-241 |
124-230 |
| PP |
124-222 |
124-200 |
| S1 |
124-203 |
124-170 |
|