ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 19-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2017 |
19-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
125-075 |
124-100 |
-0-295 |
-0.7% |
124-125 |
| High |
125-090 |
124-155 |
-0-255 |
-0.6% |
125-105 |
| Low |
124-100 |
123-275 |
-0-145 |
-0.4% |
124-075 |
| Close |
124-230 |
124-055 |
-0-175 |
-0.4% |
124-250 |
| Range |
0-310 |
0-200 |
-0-110 |
-35.5% |
1-030 |
| ATR |
0-212 |
0-216 |
0-005 |
2.1% |
0-000 |
| Volume |
1,290,896 |
1,809,571 |
518,675 |
40.2% |
6,251,329 |
|
| Daily Pivots for day following 19-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-015 |
125-235 |
124-165 |
|
| R3 |
125-135 |
125-035 |
124-110 |
|
| R2 |
124-255 |
124-255 |
124-092 |
|
| R1 |
124-155 |
124-155 |
124-073 |
124-105 |
| PP |
124-055 |
124-055 |
124-055 |
124-030 |
| S1 |
123-275 |
123-275 |
124-037 |
123-225 |
| S2 |
123-175 |
123-175 |
124-018 |
|
| S3 |
122-295 |
123-075 |
124-000 |
|
| S4 |
122-095 |
122-195 |
123-265 |
|
|
| 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 |
125-135 |
123-275 |
1-180 |
1.3% |
0-248 |
0.6% |
20% |
False |
True |
1,537,257 |
| 10 |
125-135 |
123-275 |
1-180 |
1.3% |
0-236 |
0.6% |
20% |
False |
True |
1,436,729 |
| 20 |
125-135 |
122-290 |
2-165 |
2.0% |
0-186 |
0.5% |
50% |
False |
False |
1,079,591 |
| 40 |
125-135 |
122-145 |
2-310 |
2.4% |
0-201 |
0.5% |
58% |
False |
False |
1,213,573 |
| 60 |
130-140 |
122-145 |
7-315 |
6.4% |
0-212 |
0.5% |
22% |
False |
False |
816,616 |
| 80 |
131-050 |
122-145 |
8-225 |
7.0% |
0-185 |
0.5% |
20% |
False |
False |
612,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-045 |
|
2.618 |
126-039 |
|
1.618 |
125-159 |
|
1.000 |
125-035 |
|
0.618 |
124-279 |
|
HIGH |
124-155 |
|
0.618 |
124-079 |
|
0.500 |
124-055 |
|
0.382 |
124-031 |
|
LOW |
123-275 |
|
0.618 |
123-151 |
|
1.000 |
123-075 |
|
1.618 |
122-271 |
|
2.618 |
122-071 |
|
4.250 |
121-065 |
|
|
| Fisher Pivots for day following 19-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-055 |
124-205 |
| PP |
124-055 |
124-155 |
| S1 |
124-055 |
124-105 |
|