ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 09-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2017 |
09-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
125-015 |
125-155 |
0-140 |
0.3% |
124-065 |
High |
125-180 |
125-155 |
-0-025 |
-0.1% |
124-265 |
Low |
124-315 |
124-270 |
-0-045 |
-0.1% |
123-290 |
Close |
125-115 |
124-295 |
-0-140 |
-0.3% |
124-090 |
Range |
0-185 |
0-205 |
0-020 |
10.8% |
0-295 |
ATR |
0-197 |
0-197 |
0-001 |
0.3% |
0-000 |
Volume |
1,724,286 |
1,434,680 |
-289,606 |
-16.8% |
8,024,874 |
|
Daily Pivots for day following 09-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-002 |
126-193 |
125-088 |
|
R3 |
126-117 |
125-308 |
125-031 |
|
R2 |
125-232 |
125-232 |
125-013 |
|
R1 |
125-103 |
125-103 |
124-314 |
125-065 |
PP |
125-027 |
125-027 |
125-027 |
125-008 |
S1 |
124-218 |
124-218 |
124-276 |
124-180 |
S2 |
124-142 |
124-142 |
124-257 |
|
S3 |
123-257 |
124-013 |
124-239 |
|
S4 |
123-052 |
123-128 |
124-182 |
|
|
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% |
0-200 |
0.5% |
56% |
False |
False |
1,532,897 |
10 |
125-180 |
123-255 |
1-245 |
1.4% |
0-174 |
0.4% |
64% |
False |
False |
1,494,792 |
20 |
125-180 |
123-180 |
2-000 |
1.6% |
0-200 |
0.5% |
68% |
False |
False |
1,487,433 |
40 |
125-180 |
122-145 |
3-035 |
2.5% |
0-192 |
0.5% |
79% |
False |
False |
1,277,464 |
60 |
126-165 |
122-145 |
4-020 |
3.3% |
0-204 |
0.5% |
61% |
False |
False |
1,182,377 |
80 |
130-140 |
122-145 |
7-315 |
6.4% |
0-200 |
0.5% |
31% |
False |
False |
888,334 |
100 |
131-050 |
122-145 |
8-225 |
7.0% |
0-176 |
0.4% |
28% |
False |
False |
710,703 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-066 |
2.618 |
127-052 |
1.618 |
126-167 |
1.000 |
126-040 |
0.618 |
125-282 |
HIGH |
125-155 |
0.618 |
125-077 |
0.500 |
125-053 |
0.382 |
125-028 |
LOW |
124-270 |
0.618 |
124-143 |
1.000 |
124-065 |
1.618 |
123-258 |
2.618 |
123-053 |
4.250 |
122-039 |
|
|
Fisher Pivots for day following 09-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
125-053 |
125-050 |
PP |
125-027 |
125-025 |
S1 |
125-001 |
125-000 |
|