ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 31-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2017 |
31-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
124-065 |
124-045 |
-0-020 |
-0.1% |
124-055 |
| High |
124-115 |
124-215 |
0-100 |
0.3% |
124-315 |
| Low |
124-020 |
124-020 |
0-000 |
0.0% |
123-180 |
| Close |
124-070 |
124-150 |
0-080 |
0.2% |
124-055 |
| Range |
0-095 |
0-195 |
0-100 |
105.3% |
1-135 |
| ATR |
0-198 |
0-198 |
0-000 |
-0.1% |
0-000 |
| Volume |
1,214,640 |
2,121,500 |
906,860 |
74.7% |
6,729,610 |
|
| Daily Pivots for day following 31-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-073 |
125-307 |
124-257 |
|
| R3 |
125-198 |
125-112 |
124-204 |
|
| R2 |
125-003 |
125-003 |
124-186 |
|
| R1 |
124-237 |
124-237 |
124-168 |
124-280 |
| PP |
124-128 |
124-128 |
124-128 |
124-150 |
| S1 |
124-042 |
124-042 |
124-132 |
124-085 |
| S2 |
123-253 |
123-253 |
124-114 |
|
| S3 |
123-058 |
123-167 |
124-096 |
|
| S4 |
122-183 |
122-292 |
124-043 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-162 |
127-243 |
124-305 |
|
| R3 |
127-027 |
126-108 |
124-180 |
|
| R2 |
125-212 |
125-212 |
124-138 |
|
| R1 |
124-293 |
124-293 |
124-097 |
124-283 |
| PP |
124-077 |
124-077 |
124-077 |
124-071 |
| S1 |
123-158 |
123-158 |
124-013 |
123-148 |
| S2 |
122-262 |
122-262 |
123-292 |
|
| S3 |
121-127 |
122-023 |
123-250 |
|
| S4 |
119-312 |
120-208 |
123-125 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-215 |
123-180 |
1-035 |
0.9% |
0-154 |
0.4% |
82% |
True |
False |
1,442,624 |
| 10 |
125-090 |
123-180 |
1-230 |
1.4% |
0-194 |
0.5% |
53% |
False |
False |
1,462,795 |
| 20 |
125-135 |
123-180 |
1-275 |
1.5% |
0-207 |
0.5% |
49% |
False |
False |
1,424,524 |
| 40 |
125-135 |
122-145 |
2-310 |
2.4% |
0-194 |
0.5% |
68% |
False |
False |
1,237,138 |
| 60 |
130-140 |
122-145 |
7-315 |
6.4% |
0-218 |
0.5% |
25% |
False |
False |
1,008,354 |
| 80 |
130-140 |
122-145 |
7-315 |
6.4% |
0-195 |
0.5% |
25% |
False |
False |
756,678 |
| 100 |
131-050 |
122-145 |
8-225 |
7.0% |
0-163 |
0.4% |
23% |
False |
False |
605,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-084 |
|
2.618 |
126-086 |
|
1.618 |
125-211 |
|
1.000 |
125-090 |
|
0.618 |
125-016 |
|
HIGH |
124-215 |
|
0.618 |
124-141 |
|
0.500 |
124-118 |
|
0.382 |
124-094 |
|
LOW |
124-020 |
|
0.618 |
123-219 |
|
1.000 |
123-145 |
|
1.618 |
123-024 |
|
2.618 |
122-149 |
|
4.250 |
121-151 |
|
|
| Fisher Pivots for day following 31-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-139 |
124-125 |
| PP |
124-128 |
124-100 |
| S1 |
124-118 |
124-075 |
|