ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 09-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2016 |
09-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
124-280 |
124-115 |
-0-165 |
-0.4% |
124-260 |
| High |
124-280 |
124-180 |
-0-100 |
-0.3% |
125-020 |
| Low |
124-065 |
123-280 |
-0-105 |
-0.3% |
123-280 |
| Close |
124-170 |
124-010 |
-0-160 |
-0.4% |
124-010 |
| Range |
0-215 |
0-220 |
0-005 |
2.3% |
1-060 |
| ATR |
0-218 |
0-218 |
0-000 |
0.1% |
0-000 |
| Volume |
1,379,057 |
1,466,260 |
87,203 |
6.3% |
6,050,029 |
|
| Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-070 |
125-260 |
124-131 |
|
| R3 |
125-170 |
125-040 |
124-071 |
|
| R2 |
124-270 |
124-270 |
124-050 |
|
| R1 |
124-140 |
124-140 |
124-030 |
124-095 |
| PP |
124-050 |
124-050 |
124-050 |
124-028 |
| S1 |
123-240 |
123-240 |
123-310 |
123-195 |
| S2 |
123-150 |
123-150 |
123-290 |
|
| S3 |
122-250 |
123-020 |
123-270 |
|
| S4 |
122-030 |
122-120 |
123-209 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-283 |
127-047 |
124-219 |
|
| R3 |
126-223 |
125-307 |
124-115 |
|
| R2 |
125-163 |
125-163 |
124-080 |
|
| R1 |
124-247 |
124-247 |
124-045 |
124-175 |
| PP |
124-103 |
124-103 |
124-103 |
124-068 |
| S1 |
123-187 |
123-187 |
123-295 |
123-115 |
| S2 |
123-043 |
123-043 |
123-260 |
|
| S3 |
121-303 |
122-127 |
123-226 |
|
| S4 |
120-243 |
121-067 |
123-121 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-020 |
123-280 |
1-060 |
1.0% |
0-199 |
0.5% |
13% |
False |
True |
1,210,005 |
| 10 |
125-060 |
123-190 |
1-190 |
1.3% |
0-206 |
0.5% |
27% |
False |
False |
1,473,473 |
| 20 |
127-005 |
123-190 |
3-135 |
2.8% |
0-226 |
0.6% |
13% |
False |
False |
921,704 |
| 40 |
130-140 |
123-190 |
6-270 |
5.5% |
0-207 |
0.5% |
6% |
False |
False |
463,755 |
| 60 |
131-050 |
123-190 |
7-180 |
6.1% |
0-162 |
0.4% |
6% |
False |
False |
309,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-155 |
|
2.618 |
126-116 |
|
1.618 |
125-216 |
|
1.000 |
125-080 |
|
0.618 |
124-316 |
|
HIGH |
124-180 |
|
0.618 |
124-096 |
|
0.500 |
124-070 |
|
0.382 |
124-044 |
|
LOW |
123-280 |
|
0.618 |
123-144 |
|
1.000 |
123-060 |
|
1.618 |
122-244 |
|
2.618 |
122-024 |
|
4.250 |
120-305 |
|
|
| Fisher Pivots for day following 09-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
124-070 |
124-120 |
| PP |
124-050 |
124-083 |
| S1 |
124-030 |
124-047 |
|