ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 07-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2017 |
07-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
124-135 |
124-300 |
0-165 |
0.4% |
124-065 |
High |
125-005 |
125-100 |
0-095 |
0.2% |
124-265 |
Low |
124-130 |
124-240 |
0-110 |
0.3% |
123-290 |
Close |
124-300 |
125-035 |
0-055 |
0.1% |
124-090 |
Range |
0-195 |
0-180 |
-0-015 |
-7.7% |
0-295 |
ATR |
0-199 |
0-197 |
-0-001 |
-0.7% |
0-000 |
Volume |
1,276,682 |
1,410,505 |
133,823 |
10.5% |
8,024,874 |
|
Daily Pivots for day following 07-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-238 |
126-157 |
125-134 |
|
R3 |
126-058 |
125-297 |
125-085 |
|
R2 |
125-198 |
125-198 |
125-068 |
|
R1 |
125-117 |
125-117 |
125-052 |
125-158 |
PP |
125-018 |
125-018 |
125-018 |
125-039 |
S1 |
124-257 |
124-257 |
125-019 |
124-298 |
S2 |
124-158 |
124-158 |
125-002 |
|
S3 |
123-298 |
124-077 |
124-306 |
|
S4 |
123-118 |
123-217 |
124-256 |
|
|
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 |
125-100 |
123-290 |
1-130 |
1.1% |
0-188 |
0.5% |
86% |
True |
False |
1,475,184 |
10 |
125-100 |
123-180 |
1-240 |
1.4% |
0-171 |
0.4% |
88% |
True |
False |
1,458,904 |
20 |
125-135 |
123-180 |
1-275 |
1.5% |
0-195 |
0.5% |
83% |
False |
False |
1,447,913 |
40 |
125-135 |
122-145 |
2-310 |
2.4% |
0-193 |
0.5% |
89% |
False |
False |
1,270,609 |
60 |
127-275 |
122-145 |
5-130 |
4.3% |
0-207 |
0.5% |
49% |
False |
False |
1,130,284 |
80 |
130-140 |
122-145 |
7-315 |
6.4% |
0-199 |
0.5% |
33% |
False |
False |
848,866 |
100 |
131-050 |
122-145 |
8-225 |
7.0% |
0-172 |
0.4% |
31% |
False |
False |
679,114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-225 |
2.618 |
126-251 |
1.618 |
126-071 |
1.000 |
125-280 |
0.618 |
125-211 |
HIGH |
125-100 |
0.618 |
125-031 |
0.500 |
125-010 |
0.382 |
124-309 |
LOW |
124-240 |
0.618 |
124-129 |
1.000 |
124-060 |
1.618 |
123-269 |
2.618 |
123-089 |
4.250 |
122-115 |
|
|
Fisher Pivots for day following 07-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
125-027 |
124-312 |
PP |
125-018 |
124-268 |
S1 |
125-010 |
124-225 |
|