ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 17-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2017 |
17-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
124-000 |
124-140 |
0-140 |
0.4% |
124-235 |
| High |
124-170 |
124-290 |
0-120 |
0.3% |
124-290 |
| Low |
123-305 |
124-110 |
0-125 |
0.3% |
123-245 |
| Close |
124-145 |
124-225 |
0-080 |
0.2% |
124-225 |
| Range |
0-185 |
0-180 |
-0-005 |
-2.7% |
1-045 |
| ATR |
0-184 |
0-184 |
0-000 |
-0.2% |
0-000 |
| Volume |
1,367,559 |
1,124,874 |
-242,685 |
-17.7% |
6,304,391 |
|
| Daily Pivots for day following 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-108 |
126-027 |
125-004 |
|
| R3 |
125-248 |
125-167 |
124-274 |
|
| R2 |
125-068 |
125-068 |
124-258 |
|
| R1 |
124-307 |
124-307 |
124-241 |
125-028 |
| PP |
124-208 |
124-208 |
124-208 |
124-229 |
| S1 |
124-127 |
124-127 |
124-208 |
124-168 |
| S2 |
124-028 |
124-028 |
124-192 |
|
| S3 |
123-168 |
123-267 |
124-175 |
|
| S4 |
122-308 |
123-087 |
124-126 |
|
|
| Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-282 |
127-138 |
125-106 |
|
| R3 |
126-237 |
126-093 |
125-005 |
|
| R2 |
125-192 |
125-192 |
124-292 |
|
| R1 |
125-048 |
125-048 |
124-258 |
124-258 |
| PP |
124-147 |
124-147 |
124-147 |
124-091 |
| S1 |
124-003 |
124-003 |
124-192 |
123-212 |
| S2 |
123-102 |
123-102 |
124-158 |
|
| S3 |
122-057 |
122-278 |
124-125 |
|
| S4 |
121-012 |
121-233 |
124-024 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-290 |
123-245 |
1-045 |
0.9% |
0-167 |
0.4% |
82% |
True |
False |
1,260,878 |
| 10 |
125-180 |
123-245 |
1-255 |
1.4% |
0-169 |
0.4% |
52% |
False |
False |
1,331,679 |
| 20 |
125-180 |
123-180 |
2-000 |
1.6% |
0-176 |
0.4% |
57% |
False |
False |
1,403,564 |
| 40 |
125-180 |
123-005 |
2-175 |
2.0% |
0-182 |
0.5% |
66% |
False |
False |
1,257,998 |
| 60 |
125-180 |
122-145 |
3-035 |
2.5% |
0-192 |
0.5% |
72% |
False |
False |
1,295,661 |
| 80 |
130-140 |
122-145 |
7-315 |
6.4% |
0-204 |
0.5% |
28% |
False |
False |
981,613 |
| 100 |
131-050 |
122-145 |
8-225 |
7.0% |
0-185 |
0.5% |
26% |
False |
False |
785,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-095 |
|
2.618 |
126-121 |
|
1.618 |
125-261 |
|
1.000 |
125-150 |
|
0.618 |
125-081 |
|
HIGH |
124-290 |
|
0.618 |
124-221 |
|
0.500 |
124-200 |
|
0.382 |
124-179 |
|
LOW |
124-110 |
|
0.618 |
123-319 |
|
1.000 |
123-250 |
|
1.618 |
123-139 |
|
2.618 |
122-279 |
|
4.250 |
121-305 |
|
|
| Fisher Pivots for day following 17-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-217 |
124-186 |
| PP |
124-208 |
124-147 |
| S1 |
124-200 |
124-108 |
|