ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 06-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2017 |
06-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
124-110 |
124-135 |
0-025 |
0.1% |
124-065 |
| High |
124-265 |
125-005 |
0-060 |
0.2% |
124-265 |
| Low |
124-030 |
124-130 |
0-100 |
0.3% |
123-290 |
| Close |
124-090 |
124-300 |
0-210 |
0.5% |
124-090 |
| Range |
0-235 |
0-195 |
-0-040 |
-17.0% |
0-295 |
| ATR |
0-196 |
0-199 |
0-003 |
1.4% |
0-000 |
| Volume |
1,818,335 |
1,276,682 |
-541,653 |
-29.8% |
8,024,874 |
|
| Daily Pivots for day following 06-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-197 |
126-123 |
125-087 |
|
| R3 |
126-002 |
125-248 |
125-034 |
|
| R2 |
125-127 |
125-127 |
125-016 |
|
| R1 |
125-053 |
125-053 |
124-318 |
125-090 |
| PP |
124-252 |
124-252 |
124-252 |
124-270 |
| S1 |
124-178 |
124-178 |
124-282 |
124-215 |
| S2 |
124-057 |
124-057 |
124-264 |
|
| S3 |
123-182 |
123-303 |
124-246 |
|
| S4 |
122-307 |
123-108 |
124-193 |
|
|
| 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 |
125-005 |
123-290 |
1-035 |
0.9% |
0-191 |
0.5% |
93% |
True |
False |
1,617,383 |
| 10 |
125-005 |
123-180 |
1-145 |
1.2% |
0-176 |
0.4% |
95% |
True |
False |
1,434,700 |
| 20 |
125-135 |
123-180 |
1-275 |
1.5% |
0-196 |
0.5% |
74% |
False |
False |
1,421,856 |
| 40 |
125-135 |
122-145 |
2-310 |
2.4% |
0-194 |
0.5% |
84% |
False |
False |
1,269,823 |
| 60 |
130-140 |
122-145 |
7-315 |
6.4% |
0-221 |
0.6% |
31% |
False |
False |
1,107,291 |
| 80 |
130-140 |
122-145 |
7-315 |
6.4% |
0-198 |
0.5% |
31% |
False |
False |
831,237 |
| 100 |
131-050 |
122-145 |
8-225 |
7.0% |
0-170 |
0.4% |
29% |
False |
False |
665,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-194 |
|
2.618 |
126-195 |
|
1.618 |
126-000 |
|
1.000 |
125-200 |
|
0.618 |
125-125 |
|
HIGH |
125-005 |
|
0.618 |
124-251 |
|
0.500 |
124-228 |
|
0.382 |
124-204 |
|
LOW |
124-130 |
|
0.618 |
124-010 |
|
1.000 |
123-255 |
|
1.618 |
123-135 |
|
2.618 |
122-260 |
|
4.250 |
121-261 |
|
|
| Fisher Pivots for day following 06-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-276 |
124-259 |
| PP |
124-252 |
124-218 |
| S1 |
124-228 |
124-178 |
|