ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 28-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2017 |
28-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
125-205 |
125-050 |
-0-155 |
-0.4% |
124-220 |
High |
125-205 |
125-115 |
-0-090 |
-0.2% |
125-215 |
Low |
125-035 |
124-215 |
-0-140 |
-0.3% |
124-125 |
Close |
125-045 |
125-035 |
-0-010 |
0.0% |
125-195 |
Range |
0-170 |
0-220 |
0-050 |
29.4% |
1-090 |
ATR |
0-178 |
0-181 |
0-003 |
1.7% |
0-000 |
Volume |
1,246,309 |
402,589 |
-843,720 |
-67.7% |
9,779,697 |
|
Daily Pivots for day following 28-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-035 |
126-255 |
125-156 |
|
R3 |
126-135 |
126-035 |
125-096 |
|
R2 |
125-235 |
125-235 |
125-075 |
|
R1 |
125-135 |
125-135 |
125-055 |
125-075 |
PP |
125-015 |
125-015 |
125-015 |
124-305 |
S1 |
124-235 |
124-235 |
125-015 |
124-175 |
S2 |
124-115 |
124-115 |
124-315 |
|
S3 |
123-215 |
124-015 |
124-295 |
|
S4 |
122-315 |
123-115 |
124-234 |
|
|
Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-022 |
128-198 |
126-101 |
|
R3 |
127-252 |
127-108 |
125-308 |
|
R2 |
126-162 |
126-162 |
125-270 |
|
R1 |
126-018 |
126-018 |
125-233 |
126-090 |
PP |
125-072 |
125-072 |
125-072 |
125-108 |
S1 |
124-248 |
124-248 |
125-157 |
125-000 |
S2 |
123-302 |
123-302 |
125-120 |
|
S3 |
122-212 |
123-158 |
125-082 |
|
S4 |
121-122 |
122-068 |
124-289 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-215 |
124-140 |
1-075 |
1.0% |
0-178 |
0.4% |
54% |
False |
False |
1,978,892 |
10 |
125-215 |
123-245 |
1-290 |
1.5% |
0-176 |
0.4% |
70% |
False |
False |
1,690,651 |
20 |
125-215 |
123-245 |
1-290 |
1.5% |
0-174 |
0.4% |
70% |
False |
False |
1,577,781 |
40 |
125-215 |
123-180 |
2-035 |
1.7% |
0-189 |
0.5% |
73% |
False |
False |
1,467,774 |
60 |
125-215 |
122-145 |
3-070 |
2.6% |
0-189 |
0.5% |
83% |
False |
False |
1,346,879 |
80 |
130-140 |
122-145 |
7-315 |
6.4% |
0-207 |
0.5% |
33% |
False |
False |
1,124,250 |
100 |
130-140 |
122-145 |
7-315 |
6.4% |
0-190 |
0.5% |
33% |
False |
False |
899,685 |
120 |
131-050 |
122-145 |
8-225 |
7.0% |
0-163 |
0.4% |
31% |
False |
False |
749,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-090 |
2.618 |
127-051 |
1.618 |
126-151 |
1.000 |
126-015 |
0.618 |
125-251 |
HIGH |
125-115 |
0.618 |
125-031 |
0.500 |
125-005 |
0.382 |
124-299 |
LOW |
124-215 |
0.618 |
124-079 |
1.000 |
123-315 |
1.618 |
123-179 |
2.618 |
122-279 |
4.250 |
121-240 |
|
|
Fisher Pivots for day following 28-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
125-025 |
125-055 |
PP |
125-015 |
125-048 |
S1 |
125-005 |
125-042 |
|