ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 05-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2017 |
05-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
123-160 |
123-270 |
0-110 |
0.3% |
122-180 |
| High |
123-210 |
124-140 |
0-250 |
0.6% |
123-200 |
| Low |
123-125 |
123-180 |
0-055 |
0.1% |
122-180 |
| Close |
123-160 |
124-075 |
0-235 |
0.6% |
123-200 |
| Range |
0-085 |
0-280 |
0-195 |
229.3% |
1-020 |
| ATR |
0-102 |
0-116 |
0-014 |
13.8% |
0-000 |
| Volume |
48 |
1,581 |
1,533 |
3,193.8% |
6 |
|
| Daily Pivots for day following 05-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-225 |
126-110 |
124-229 |
|
| R3 |
125-265 |
125-150 |
124-152 |
|
| R2 |
124-305 |
124-305 |
124-126 |
|
| R1 |
124-190 |
124-190 |
124-101 |
124-248 |
| PP |
124-025 |
124-025 |
124-025 |
124-054 |
| S1 |
123-230 |
123-230 |
124-049 |
123-288 |
| S2 |
123-065 |
123-065 |
124-024 |
|
| S3 |
122-105 |
122-270 |
123-318 |
|
| S4 |
121-145 |
121-310 |
123-241 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-147 |
126-033 |
124-067 |
|
| R3 |
125-127 |
125-013 |
123-294 |
|
| R2 |
124-107 |
124-107 |
123-262 |
|
| R1 |
123-313 |
123-313 |
123-231 |
124-050 |
| PP |
123-087 |
123-087 |
123-087 |
123-115 |
| S1 |
122-293 |
122-293 |
123-169 |
123-030 |
| S2 |
122-067 |
122-067 |
123-138 |
|
| S3 |
121-047 |
121-273 |
123-106 |
|
| S4 |
120-027 |
120-253 |
123-013 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-050 |
|
2.618 |
126-233 |
|
1.618 |
125-273 |
|
1.000 |
125-100 |
|
0.618 |
124-313 |
|
HIGH |
124-140 |
|
0.618 |
124-033 |
|
0.500 |
124-000 |
|
0.382 |
123-287 |
|
LOW |
123-180 |
|
0.618 |
123-007 |
|
1.000 |
122-220 |
|
1.618 |
122-047 |
|
2.618 |
121-087 |
|
4.250 |
119-270 |
|
|
| Fisher Pivots for day following 05-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-050 |
124-021 |
| PP |
124-025 |
123-287 |
| S1 |
124-000 |
123-232 |
|