ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 01-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2017 |
01-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
124-045 |
124-145 |
0-100 |
0.3% |
124-055 |
| High |
124-215 |
124-150 |
-0-065 |
-0.2% |
124-315 |
| Low |
124-020 |
123-290 |
-0-050 |
-0.1% |
123-180 |
| Close |
124-150 |
124-105 |
-0-045 |
-0.1% |
124-055 |
| Range |
0-195 |
0-180 |
-0-015 |
-7.7% |
1-135 |
| ATR |
0-198 |
0-196 |
-0-001 |
-0.6% |
0-000 |
| Volume |
2,121,500 |
1,496,441 |
-625,059 |
-29.5% |
6,729,610 |
|
| Daily Pivots for day following 01-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-295 |
125-220 |
124-204 |
|
| R3 |
125-115 |
125-040 |
124-154 |
|
| R2 |
124-255 |
124-255 |
124-138 |
|
| R1 |
124-180 |
124-180 |
124-121 |
124-128 |
| PP |
124-075 |
124-075 |
124-075 |
124-049 |
| S1 |
124-000 |
124-000 |
124-088 |
123-268 |
| S2 |
123-215 |
123-215 |
124-072 |
|
| S3 |
123-035 |
123-140 |
124-055 |
|
| S4 |
122-175 |
122-280 |
124-006 |
|
|
| 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% |
0-148 |
0.4% |
69% |
False |
False |
1,460,490 |
| 10 |
124-315 |
123-180 |
1-135 |
1.1% |
0-181 |
0.5% |
54% |
False |
False |
1,483,350 |
| 20 |
125-135 |
123-180 |
1-275 |
1.5% |
0-205 |
0.5% |
41% |
False |
False |
1,427,237 |
| 40 |
125-135 |
122-145 |
2-310 |
2.4% |
0-194 |
0.5% |
63% |
False |
False |
1,238,216 |
| 60 |
130-140 |
122-145 |
7-315 |
6.4% |
0-218 |
0.5% |
23% |
False |
False |
1,033,109 |
| 80 |
130-140 |
122-145 |
7-315 |
6.4% |
0-195 |
0.5% |
23% |
False |
False |
775,384 |
| 100 |
131-050 |
122-145 |
8-225 |
7.0% |
0-165 |
0.4% |
22% |
False |
False |
620,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-275 |
|
2.618 |
125-301 |
|
1.618 |
125-121 |
|
1.000 |
125-010 |
|
0.618 |
124-261 |
|
HIGH |
124-150 |
|
0.618 |
124-081 |
|
0.500 |
124-060 |
|
0.382 |
124-039 |
|
LOW |
123-290 |
|
0.618 |
123-179 |
|
1.000 |
123-110 |
|
1.618 |
122-319 |
|
2.618 |
122-139 |
|
4.250 |
121-165 |
|
|
| Fisher Pivots for day following 01-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-090 |
124-101 |
| PP |
124-075 |
124-097 |
| S1 |
124-060 |
124-093 |
|