ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 08-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2016 |
08-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
124-165 |
124-280 |
0-115 |
0.3% |
124-235 |
| High |
124-275 |
124-280 |
0-005 |
0.0% |
125-060 |
| Low |
124-130 |
124-065 |
-0-065 |
-0.2% |
123-190 |
| Close |
124-260 |
124-170 |
-0-090 |
-0.2% |
124-150 |
| Range |
0-145 |
0-215 |
0-070 |
48.3% |
1-190 |
| ATR |
0-218 |
0-218 |
0-000 |
-0.1% |
0-000 |
| Volume |
856,050 |
1,379,057 |
523,007 |
61.1% |
8,684,703 |
|
| Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-177 |
126-068 |
124-288 |
|
| R3 |
125-282 |
125-173 |
124-229 |
|
| R2 |
125-067 |
125-067 |
124-209 |
|
| R1 |
124-278 |
124-278 |
124-190 |
124-225 |
| PP |
124-172 |
124-172 |
124-172 |
124-145 |
| S1 |
124-063 |
124-063 |
124-150 |
124-010 |
| S2 |
123-277 |
123-277 |
124-131 |
|
| S3 |
123-062 |
123-168 |
124-111 |
|
| S4 |
122-167 |
122-273 |
124-052 |
|
|
| 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 |
123-305 |
1-035 |
0.9% |
0-198 |
0.5% |
52% |
False |
False |
1,207,411 |
| 10 |
125-060 |
123-190 |
1-190 |
1.3% |
0-203 |
0.5% |
59% |
False |
False |
1,400,974 |
| 20 |
127-275 |
123-190 |
4-085 |
3.4% |
0-235 |
0.6% |
22% |
False |
False |
849,634 |
| 40 |
130-140 |
123-190 |
6-270 |
5.5% |
0-204 |
0.5% |
14% |
False |
False |
427,122 |
| 60 |
131-050 |
123-190 |
7-180 |
6.1% |
0-158 |
0.4% |
12% |
False |
False |
284,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-234 |
|
2.618 |
126-203 |
|
1.618 |
125-308 |
|
1.000 |
125-175 |
|
0.618 |
125-093 |
|
HIGH |
124-280 |
|
0.618 |
124-198 |
|
0.500 |
124-172 |
|
0.382 |
124-147 |
|
LOW |
124-065 |
|
0.618 |
123-252 |
|
1.000 |
123-170 |
|
1.618 |
123-037 |
|
2.618 |
122-142 |
|
4.250 |
121-111 |
|
|
| Fisher Pivots for day following 08-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
124-172 |
124-172 |
| PP |
124-172 |
124-172 |
| S1 |
124-171 |
124-171 |
|