ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 21-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2017 |
21-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
124-140 |
124-220 |
0-080 |
0.2% |
124-235 |
High |
124-290 |
124-255 |
-0-035 |
-0.1% |
124-290 |
Low |
124-110 |
124-125 |
0-015 |
0.0% |
123-245 |
Close |
124-225 |
124-225 |
0-000 |
0.0% |
124-225 |
Range |
0-180 |
0-130 |
-0-050 |
-27.8% |
1-045 |
ATR |
0-184 |
0-180 |
-0-004 |
-2.1% |
0-000 |
Volume |
1,124,874 |
1,534,132 |
409,258 |
36.4% |
6,304,391 |
|
Daily Pivots for day following 21-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-272 |
125-218 |
124-297 |
|
R3 |
125-142 |
125-088 |
124-261 |
|
R2 |
125-012 |
125-012 |
124-249 |
|
R1 |
124-278 |
124-278 |
124-237 |
124-305 |
PP |
124-202 |
124-202 |
124-202 |
124-215 |
S1 |
124-148 |
124-148 |
124-213 |
124-175 |
S2 |
124-072 |
124-072 |
124-201 |
|
S3 |
123-262 |
124-018 |
124-189 |
|
S4 |
123-132 |
123-208 |
124-153 |
|
|
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% |
0-173 |
0.4% |
82% |
False |
False |
1,402,409 |
10 |
125-180 |
123-245 |
1-255 |
1.4% |
0-163 |
0.4% |
52% |
False |
False |
1,357,424 |
20 |
125-180 |
123-180 |
2-000 |
1.6% |
0-170 |
0.4% |
57% |
False |
False |
1,396,062 |
40 |
125-180 |
123-015 |
2-165 |
2.0% |
0-182 |
0.5% |
66% |
False |
False |
1,283,595 |
60 |
125-180 |
122-145 |
3-035 |
2.5% |
0-192 |
0.5% |
72% |
False |
False |
1,306,871 |
80 |
130-140 |
122-145 |
7-315 |
6.4% |
0-204 |
0.5% |
28% |
False |
False |
1,000,740 |
100 |
131-050 |
122-145 |
8-225 |
7.0% |
0-186 |
0.5% |
26% |
False |
False |
800,751 |
120 |
131-050 |
122-145 |
8-225 |
7.0% |
0-156 |
0.4% |
26% |
False |
False |
667,292 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-168 |
2.618 |
125-275 |
1.618 |
125-145 |
1.000 |
125-065 |
0.618 |
125-015 |
HIGH |
124-255 |
0.618 |
124-205 |
0.500 |
124-190 |
0.382 |
124-175 |
LOW |
124-125 |
0.618 |
124-045 |
1.000 |
123-315 |
1.618 |
123-235 |
2.618 |
123-105 |
4.250 |
122-212 |
|
|
Fisher Pivots for day following 21-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
124-213 |
124-196 |
PP |
124-202 |
124-167 |
S1 |
124-190 |
124-138 |
|