ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 13-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2017 |
13-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
124-295 |
124-235 |
-0-060 |
-0.2% |
124-135 |
High |
124-295 |
124-240 |
-0-055 |
-0.1% |
125-180 |
Low |
124-200 |
124-140 |
-0-060 |
-0.2% |
124-130 |
Close |
124-250 |
124-190 |
-0-060 |
-0.2% |
124-250 |
Range |
0-095 |
0-100 |
0-005 |
5.3% |
1-050 |
ATR |
0-190 |
0-184 |
-0-006 |
-3.0% |
0-000 |
Volume |
1,166,254 |
826,475 |
-339,779 |
-29.1% |
7,012,407 |
|
Daily Pivots for day following 13-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-170 |
125-120 |
124-245 |
|
R3 |
125-070 |
125-020 |
124-218 |
|
R2 |
124-290 |
124-290 |
124-208 |
|
R1 |
124-240 |
124-240 |
124-199 |
124-215 |
PP |
124-190 |
124-190 |
124-190 |
124-178 |
S1 |
124-140 |
124-140 |
124-181 |
124-115 |
S2 |
124-090 |
124-090 |
124-172 |
|
S3 |
123-310 |
124-040 |
124-163 |
|
S4 |
123-210 |
123-260 |
124-135 |
|
|
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 |
124-140 |
1-040 |
0.9% |
0-153 |
0.4% |
14% |
False |
True |
1,312,440 |
10 |
125-180 |
123-290 |
1-210 |
1.3% |
0-172 |
0.4% |
42% |
False |
False |
1,464,911 |
20 |
125-180 |
123-180 |
2-000 |
1.6% |
0-185 |
0.5% |
52% |
False |
False |
1,437,400 |
40 |
125-180 |
122-145 |
3-035 |
2.5% |
0-181 |
0.5% |
69% |
False |
False |
1,251,897 |
60 |
126-035 |
122-145 |
3-210 |
2.9% |
0-197 |
0.5% |
59% |
False |
False |
1,214,267 |
80 |
130-140 |
122-145 |
7-315 |
6.4% |
0-199 |
0.5% |
27% |
False |
False |
913,211 |
100 |
131-050 |
122-145 |
8-225 |
7.0% |
0-178 |
0.4% |
25% |
False |
False |
730,631 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-025 |
2.618 |
125-182 |
1.618 |
125-082 |
1.000 |
125-020 |
0.618 |
124-302 |
HIGH |
124-240 |
0.618 |
124-202 |
0.500 |
124-190 |
0.382 |
124-178 |
LOW |
124-140 |
0.618 |
124-078 |
1.000 |
124-040 |
1.618 |
123-298 |
2.618 |
123-198 |
4.250 |
123-035 |
|
|
Fisher Pivots for day following 13-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
124-190 |
124-308 |
PP |
124-190 |
124-268 |
S1 |
124-190 |
124-229 |
|