ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 10-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2017 |
10-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
125-155 |
124-295 |
-0-180 |
-0.4% |
124-135 |
| High |
125-155 |
124-295 |
-0-180 |
-0.4% |
125-180 |
| Low |
124-270 |
124-200 |
-0-070 |
-0.2% |
124-130 |
| Close |
124-295 |
124-250 |
-0-045 |
-0.1% |
124-250 |
| Range |
0-205 |
0-095 |
-0-110 |
-53.7% |
1-050 |
| ATR |
0-197 |
0-190 |
-0-007 |
-3.7% |
0-000 |
| Volume |
1,434,680 |
1,166,254 |
-268,426 |
-18.7% |
7,012,407 |
|
| Daily Pivots for day following 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-213 |
125-167 |
124-302 |
|
| R3 |
125-118 |
125-072 |
124-276 |
|
| R2 |
125-023 |
125-023 |
124-267 |
|
| R1 |
124-297 |
124-297 |
124-259 |
124-273 |
| PP |
124-248 |
124-248 |
124-248 |
124-236 |
| S1 |
124-202 |
124-202 |
124-241 |
124-178 |
| S2 |
124-153 |
124-153 |
124-233 |
|
| S3 |
124-058 |
124-107 |
124-224 |
|
| S4 |
123-283 |
124-012 |
124-198 |
|
|
| Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-123 |
127-237 |
125-134 |
|
| R3 |
127-073 |
126-187 |
125-032 |
|
| R2 |
126-023 |
126-023 |
124-318 |
|
| R1 |
125-137 |
125-137 |
124-284 |
125-240 |
| PP |
124-293 |
124-293 |
124-293 |
125-025 |
| S1 |
124-087 |
124-087 |
124-216 |
124-190 |
| S2 |
123-243 |
123-243 |
124-182 |
|
| S3 |
122-193 |
123-037 |
124-148 |
|
| S4 |
121-143 |
121-307 |
124-047 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-180 |
124-130 |
1-050 |
0.9% |
0-172 |
0.4% |
32% |
False |
False |
1,402,481 |
| 10 |
125-180 |
123-290 |
1-210 |
1.3% |
0-171 |
0.4% |
53% |
False |
False |
1,503,728 |
| 20 |
125-180 |
123-180 |
2-000 |
1.6% |
0-196 |
0.5% |
61% |
False |
False |
1,475,286 |
| 40 |
125-180 |
122-145 |
3-035 |
2.5% |
0-191 |
0.5% |
75% |
False |
False |
1,275,335 |
| 60 |
126-095 |
122-145 |
3-270 |
3.1% |
0-199 |
0.5% |
61% |
False |
False |
1,201,338 |
| 80 |
130-140 |
122-145 |
7-315 |
6.4% |
0-200 |
0.5% |
29% |
False |
False |
902,892 |
| 100 |
131-050 |
122-145 |
8-225 |
7.0% |
0-177 |
0.4% |
27% |
False |
False |
722,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-059 |
|
2.618 |
125-224 |
|
1.618 |
125-129 |
|
1.000 |
125-070 |
|
0.618 |
125-034 |
|
HIGH |
124-295 |
|
0.618 |
124-259 |
|
0.500 |
124-248 |
|
0.382 |
124-236 |
|
LOW |
124-200 |
|
0.618 |
124-141 |
|
1.000 |
124-105 |
|
1.618 |
124-046 |
|
2.618 |
123-271 |
|
4.250 |
123-116 |
|
|
| Fisher Pivots for day following 10-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-249 |
125-030 |
| PP |
124-248 |
124-317 |
| S1 |
124-248 |
124-283 |
|