ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 03-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2017 |
03-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
124-100 |
124-110 |
0-010 |
0.0% |
124-065 |
High |
124-225 |
124-265 |
0-040 |
0.1% |
124-265 |
Low |
124-075 |
124-030 |
-0-045 |
-0.1% |
123-290 |
Close |
124-120 |
124-090 |
-0-030 |
-0.1% |
124-090 |
Range |
0-150 |
0-235 |
0-085 |
56.7% |
0-295 |
ATR |
0-193 |
0-196 |
0-003 |
1.6% |
0-000 |
Volume |
1,373,958 |
1,818,335 |
444,377 |
32.3% |
8,024,874 |
|
Daily Pivots for day following 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-193 |
126-057 |
124-219 |
|
R3 |
125-278 |
125-142 |
124-155 |
|
R2 |
125-043 |
125-043 |
124-133 |
|
R1 |
124-227 |
124-227 |
124-112 |
124-178 |
PP |
124-128 |
124-128 |
124-128 |
124-104 |
S1 |
123-312 |
123-312 |
124-068 |
123-263 |
S2 |
123-213 |
123-213 |
124-047 |
|
S3 |
122-298 |
123-077 |
124-025 |
|
S4 |
122-063 |
122-162 |
123-281 |
|
|
Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-033 |
126-197 |
124-252 |
|
R3 |
126-058 |
125-222 |
124-171 |
|
R2 |
125-083 |
125-083 |
124-144 |
|
R1 |
124-247 |
124-247 |
124-117 |
125-005 |
PP |
124-108 |
124-108 |
124-108 |
124-148 |
S1 |
123-272 |
123-272 |
124-063 |
124-030 |
S2 |
123-133 |
123-133 |
124-036 |
|
S3 |
122-158 |
122-297 |
124-009 |
|
S4 |
121-183 |
122-002 |
123-248 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-265 |
123-290 |
0-295 |
0.7% |
0-171 |
0.4% |
41% |
True |
False |
1,604,974 |
10 |
124-315 |
123-180 |
1-135 |
1.1% |
0-183 |
0.5% |
51% |
False |
False |
1,475,448 |
20 |
125-135 |
123-180 |
1-275 |
1.5% |
0-203 |
0.5% |
39% |
False |
False |
1,435,033 |
40 |
125-135 |
122-145 |
2-310 |
2.4% |
0-193 |
0.5% |
62% |
False |
False |
1,259,307 |
60 |
130-140 |
122-145 |
7-315 |
6.4% |
0-221 |
0.6% |
23% |
False |
False |
1,086,143 |
80 |
130-140 |
122-145 |
7-315 |
6.4% |
0-196 |
0.5% |
23% |
False |
False |
815,285 |
100 |
131-050 |
122-145 |
8-225 |
7.0% |
0-169 |
0.4% |
21% |
False |
False |
652,242 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-304 |
2.618 |
126-240 |
1.618 |
126-005 |
1.000 |
125-180 |
0.618 |
125-090 |
HIGH |
124-265 |
0.618 |
124-175 |
0.500 |
124-148 |
0.382 |
124-120 |
LOW |
124-030 |
0.618 |
123-205 |
1.000 |
123-115 |
1.618 |
122-290 |
2.618 |
122-055 |
4.250 |
120-311 |
|
|
Fisher Pivots for day following 03-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
124-148 |
124-118 |
PP |
124-128 |
124-108 |
S1 |
124-109 |
124-099 |
|