ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 08-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2017 |
08-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
124-300 |
125-015 |
0-035 |
0.1% |
124-065 |
| High |
125-100 |
125-180 |
0-080 |
0.2% |
124-265 |
| Low |
124-240 |
124-315 |
0-075 |
0.2% |
123-290 |
| Close |
125-035 |
125-115 |
0-080 |
0.2% |
124-090 |
| Range |
0-180 |
0-185 |
0-005 |
2.8% |
0-295 |
| ATR |
0-197 |
0-197 |
-0-001 |
-0.5% |
0-000 |
| Volume |
1,410,505 |
1,724,286 |
313,781 |
22.2% |
8,024,874 |
|
| Daily Pivots for day following 08-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-012 |
126-248 |
125-217 |
|
| R3 |
126-147 |
126-063 |
125-166 |
|
| R2 |
125-282 |
125-282 |
125-149 |
|
| R1 |
125-198 |
125-198 |
125-132 |
125-240 |
| PP |
125-097 |
125-097 |
125-097 |
125-118 |
| S1 |
125-013 |
125-013 |
125-098 |
125-055 |
| S2 |
124-232 |
124-232 |
125-081 |
|
| S3 |
124-047 |
124-148 |
125-064 |
|
| S4 |
123-182 |
123-283 |
125-013 |
|
|
| 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 |
125-180 |
124-030 |
1-150 |
1.2% |
0-189 |
0.5% |
86% |
True |
False |
1,520,753 |
| 10 |
125-180 |
123-180 |
2-000 |
1.6% |
0-168 |
0.4% |
90% |
True |
False |
1,490,621 |
| 20 |
125-180 |
123-180 |
2-000 |
1.6% |
0-200 |
0.5% |
90% |
True |
False |
1,488,742 |
| 40 |
125-180 |
122-145 |
3-035 |
2.5% |
0-192 |
0.5% |
93% |
True |
False |
1,277,060 |
| 60 |
127-005 |
122-145 |
4-180 |
3.6% |
0-204 |
0.5% |
64% |
False |
False |
1,158,608 |
| 80 |
130-140 |
122-145 |
7-315 |
6.4% |
0-199 |
0.5% |
36% |
False |
False |
870,407 |
| 100 |
131-050 |
122-145 |
8-225 |
6.9% |
0-174 |
0.4% |
33% |
False |
False |
696,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-006 |
|
2.618 |
127-024 |
|
1.618 |
126-159 |
|
1.000 |
126-045 |
|
0.618 |
125-294 |
|
HIGH |
125-180 |
|
0.618 |
125-109 |
|
0.500 |
125-088 |
|
0.382 |
125-066 |
|
LOW |
124-315 |
|
0.618 |
124-201 |
|
1.000 |
124-130 |
|
1.618 |
124-016 |
|
2.618 |
123-151 |
|
4.250 |
122-169 |
|
|
| Fisher Pivots for day following 08-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-106 |
125-075 |
| PP |
125-097 |
125-035 |
| S1 |
125-088 |
124-315 |
|