ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 02-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2017 |
02-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
124-145 |
124-100 |
-0-045 |
-0.1% |
124-055 |
| High |
124-150 |
124-225 |
0-075 |
0.2% |
124-315 |
| Low |
123-290 |
124-075 |
0-105 |
0.3% |
123-180 |
| Close |
124-105 |
124-120 |
0-015 |
0.0% |
124-055 |
| Range |
0-180 |
0-150 |
-0-030 |
-16.7% |
1-135 |
| ATR |
0-196 |
0-193 |
-0-003 |
-1.7% |
0-000 |
| Volume |
1,496,441 |
1,373,958 |
-122,483 |
-8.2% |
6,729,610 |
|
| Daily Pivots for day following 02-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-270 |
125-185 |
124-202 |
|
| R3 |
125-120 |
125-035 |
124-161 |
|
| R2 |
124-290 |
124-290 |
124-147 |
|
| R1 |
124-205 |
124-205 |
124-134 |
124-247 |
| PP |
124-140 |
124-140 |
124-140 |
124-161 |
| S1 |
124-055 |
124-055 |
124-106 |
124-098 |
| S2 |
123-310 |
123-310 |
124-093 |
|
| S3 |
123-160 |
123-225 |
124-079 |
|
| S4 |
123-010 |
123-075 |
124-038 |
|
|
| 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 |
124-225 |
123-255 |
0-290 |
0.7% |
0-149 |
0.4% |
64% |
True |
False |
1,456,686 |
| 10 |
124-315 |
123-180 |
1-135 |
1.1% |
0-176 |
0.4% |
57% |
False |
False |
1,439,788 |
| 20 |
125-135 |
123-180 |
1-275 |
1.5% |
0-206 |
0.5% |
44% |
False |
False |
1,438,259 |
| 40 |
125-135 |
122-145 |
2-310 |
2.4% |
0-189 |
0.5% |
65% |
False |
False |
1,234,966 |
| 60 |
130-140 |
122-145 |
7-315 |
6.4% |
0-219 |
0.5% |
24% |
False |
False |
1,055,906 |
| 80 |
130-140 |
122-145 |
7-315 |
6.4% |
0-195 |
0.5% |
24% |
False |
False |
792,556 |
| 100 |
131-050 |
122-145 |
8-225 |
7.0% |
0-166 |
0.4% |
22% |
False |
False |
634,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-222 |
|
2.618 |
125-298 |
|
1.618 |
125-148 |
|
1.000 |
125-055 |
|
0.618 |
124-318 |
|
HIGH |
124-225 |
|
0.618 |
124-168 |
|
0.500 |
124-150 |
|
0.382 |
124-132 |
|
LOW |
124-075 |
|
0.618 |
123-302 |
|
1.000 |
123-245 |
|
1.618 |
123-152 |
|
2.618 |
123-002 |
|
4.250 |
122-078 |
|
|
| Fisher Pivots for day following 02-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-150 |
124-113 |
| PP |
124-140 |
124-105 |
| S1 |
124-130 |
124-098 |
|