ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 13-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2017 |
13-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
124-245 |
124-280 |
0-035 |
0.1% |
124-125 |
| High |
125-105 |
125-100 |
-0-005 |
0.0% |
125-105 |
| Low |
124-240 |
124-110 |
-0-130 |
-0.3% |
124-075 |
| Close |
124-285 |
124-250 |
-0-035 |
-0.1% |
124-250 |
| Range |
0-185 |
0-310 |
0-125 |
67.6% |
1-030 |
| ATR |
0-193 |
0-202 |
0-008 |
4.3% |
0-000 |
| Volume |
1,409,184 |
1,584,205 |
175,021 |
12.4% |
6,251,329 |
|
| Daily Pivots for day following 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-230 |
127-070 |
125-101 |
|
| R3 |
126-240 |
126-080 |
125-015 |
|
| R2 |
125-250 |
125-250 |
124-307 |
|
| R1 |
125-090 |
125-090 |
124-278 |
125-015 |
| PP |
124-260 |
124-260 |
124-260 |
124-223 |
| S1 |
124-100 |
124-100 |
124-222 |
124-025 |
| S2 |
123-270 |
123-270 |
124-193 |
|
| S3 |
122-280 |
123-110 |
124-165 |
|
| S4 |
121-290 |
122-120 |
124-080 |
|
|
| Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-020 |
127-165 |
125-123 |
|
| R3 |
126-310 |
126-135 |
125-026 |
|
| R2 |
125-280 |
125-280 |
124-314 |
|
| R1 |
125-105 |
125-105 |
124-282 |
125-192 |
| PP |
124-250 |
124-250 |
124-250 |
124-294 |
| S1 |
124-075 |
124-075 |
124-218 |
124-163 |
| S2 |
123-220 |
123-220 |
124-186 |
|
| S3 |
122-190 |
123-045 |
124-154 |
|
| S4 |
121-160 |
122-015 |
124-058 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-105 |
124-075 |
1-030 |
0.9% |
0-198 |
0.5% |
50% |
False |
False |
1,250,265 |
| 10 |
125-105 |
123-185 |
1-240 |
1.4% |
0-210 |
0.5% |
69% |
False |
False |
1,305,647 |
| 20 |
125-105 |
122-145 |
2-280 |
2.3% |
0-178 |
0.4% |
81% |
False |
False |
1,066,394 |
| 40 |
126-035 |
122-145 |
3-210 |
2.9% |
0-203 |
0.5% |
64% |
False |
False |
1,102,701 |
| 60 |
130-140 |
122-145 |
7-315 |
6.4% |
0-204 |
0.5% |
29% |
False |
False |
738,482 |
| 80 |
131-050 |
122-145 |
8-225 |
7.0% |
0-176 |
0.4% |
27% |
False |
False |
553,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-137 |
|
2.618 |
127-272 |
|
1.618 |
126-282 |
|
1.000 |
126-090 |
|
0.618 |
125-292 |
|
HIGH |
125-100 |
|
0.618 |
124-302 |
|
0.500 |
124-265 |
|
0.382 |
124-228 |
|
LOW |
124-110 |
|
0.618 |
123-238 |
|
1.000 |
123-120 |
|
1.618 |
122-248 |
|
2.618 |
121-258 |
|
4.250 |
120-073 |
|
|
| Fisher Pivots for day following 13-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-265 |
124-268 |
| PP |
124-260 |
124-262 |
| S1 |
124-255 |
124-256 |
|