ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 16-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2017 |
16-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
124-065 |
124-000 |
-0-065 |
-0.2% |
124-135 |
| High |
124-085 |
124-170 |
0-085 |
0.2% |
125-180 |
| Low |
123-245 |
123-305 |
0-060 |
0.2% |
124-130 |
| Close |
123-310 |
124-145 |
0-155 |
0.4% |
124-250 |
| Range |
0-160 |
0-185 |
0-025 |
15.6% |
1-050 |
| ATR |
0-184 |
0-184 |
0-000 |
0.0% |
0-000 |
| Volume |
1,448,757 |
1,367,559 |
-81,198 |
-5.6% |
7,012,407 |
|
| Daily Pivots for day following 16-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-015 |
125-265 |
124-247 |
|
| R3 |
125-150 |
125-080 |
124-196 |
|
| R2 |
124-285 |
124-285 |
124-179 |
|
| R1 |
124-215 |
124-215 |
124-162 |
124-250 |
| PP |
124-100 |
124-100 |
124-100 |
124-118 |
| S1 |
124-030 |
124-030 |
124-128 |
124-065 |
| S2 |
123-235 |
123-235 |
124-111 |
|
| S3 |
123-050 |
123-165 |
124-094 |
|
| S4 |
122-185 |
122-300 |
124-043 |
|
|
| 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 |
124-295 |
123-245 |
1-050 |
0.9% |
0-150 |
0.4% |
59% |
False |
False |
1,269,154 |
| 10 |
125-180 |
123-245 |
1-255 |
1.4% |
0-175 |
0.4% |
38% |
False |
False |
1,401,025 |
| 20 |
125-180 |
123-180 |
2-000 |
1.6% |
0-176 |
0.4% |
45% |
False |
False |
1,420,407 |
| 40 |
125-180 |
122-290 |
2-210 |
2.1% |
0-181 |
0.5% |
58% |
False |
False |
1,249,999 |
| 60 |
125-180 |
122-145 |
3-035 |
2.5% |
0-192 |
0.5% |
64% |
False |
False |
1,282,517 |
| 80 |
130-140 |
122-145 |
7-315 |
6.4% |
0-203 |
0.5% |
25% |
False |
False |
967,563 |
| 100 |
131-050 |
122-145 |
8-225 |
7.0% |
0-183 |
0.5% |
23% |
False |
False |
774,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-316 |
|
2.618 |
126-014 |
|
1.618 |
125-149 |
|
1.000 |
125-035 |
|
0.618 |
124-284 |
|
HIGH |
124-170 |
|
0.618 |
124-099 |
|
0.500 |
124-078 |
|
0.382 |
124-056 |
|
LOW |
123-305 |
|
0.618 |
123-191 |
|
1.000 |
123-120 |
|
1.618 |
123-006 |
|
2.618 |
122-141 |
|
4.250 |
121-159 |
|
|
| Fisher Pivots for day following 16-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-122 |
124-117 |
| PP |
124-100 |
124-090 |
| S1 |
124-078 |
124-062 |
|