ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 14-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
124-015 |
124-000 |
-0-015 |
0.0% |
124-260 |
| High |
124-100 |
124-135 |
0-035 |
0.1% |
125-020 |
| Low |
123-265 |
122-305 |
-0-280 |
-0.7% |
123-280 |
| Close |
123-295 |
123-130 |
-0-165 |
-0.4% |
124-010 |
| Range |
0-155 |
1-150 |
0-315 |
203.2% |
1-060 |
| ATR |
0-213 |
0-231 |
0-018 |
8.6% |
0-000 |
| Volume |
1,251,420 |
1,764,025 |
512,605 |
41.0% |
6,050,029 |
|
| Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-000 |
127-055 |
124-069 |
|
| R3 |
126-170 |
125-225 |
123-259 |
|
| R2 |
125-020 |
125-020 |
123-216 |
|
| R1 |
124-075 |
124-075 |
123-173 |
123-293 |
| PP |
123-190 |
123-190 |
123-190 |
123-139 |
| S1 |
122-245 |
122-245 |
123-087 |
122-142 |
| S2 |
122-040 |
122-040 |
123-044 |
|
| S3 |
120-210 |
121-095 |
123-001 |
|
| S4 |
119-060 |
119-265 |
122-192 |
|
|
| 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 |
124-280 |
122-305 |
1-295 |
1.6% |
0-253 |
0.6% |
24% |
False |
True |
1,455,851 |
| 10 |
125-020 |
122-305 |
2-035 |
1.7% |
0-232 |
0.6% |
21% |
False |
True |
1,383,035 |
| 20 |
126-035 |
122-305 |
3-050 |
2.6% |
0-228 |
0.6% |
14% |
False |
True |
1,139,008 |
| 40 |
130-140 |
122-305 |
7-155 |
6.1% |
0-217 |
0.6% |
6% |
False |
True |
574,526 |
| 60 |
131-050 |
122-305 |
8-065 |
6.6% |
0-176 |
0.4% |
6% |
False |
True |
383,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-213 |
|
2.618 |
128-086 |
|
1.618 |
126-255 |
|
1.000 |
125-285 |
|
0.618 |
125-105 |
|
HIGH |
124-135 |
|
0.618 |
123-275 |
|
0.500 |
123-220 |
|
0.382 |
123-165 |
|
LOW |
122-305 |
|
0.618 |
122-015 |
|
1.000 |
121-155 |
|
1.618 |
120-185 |
|
2.618 |
119-034 |
|
4.250 |
116-227 |
|
|
| Fisher Pivots for day following 14-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
123-220 |
123-220 |
| PP |
123-190 |
123-190 |
| S1 |
123-160 |
123-160 |
|