ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 01-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2017 |
01-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
125-050 |
124-255 |
-0-115 |
-0.3% |
124-220 |
High |
125-115 |
124-255 |
-0-180 |
-0.4% |
125-215 |
Low |
124-215 |
124-055 |
-0-160 |
-0.4% |
124-125 |
Close |
125-035 |
124-090 |
-0-265 |
-0.7% |
125-195 |
Range |
0-220 |
0-200 |
-0-020 |
-9.1% |
1-090 |
ATR |
0-181 |
0-189 |
0-009 |
4.7% |
0-000 |
Volume |
402,589 |
141,988 |
-260,601 |
-64.7% |
9,779,697 |
|
Daily Pivots for day following 01-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-093 |
125-292 |
124-200 |
|
R3 |
125-213 |
125-092 |
124-145 |
|
R2 |
125-013 |
125-013 |
124-127 |
|
R1 |
124-212 |
124-212 |
124-108 |
124-173 |
PP |
124-133 |
124-133 |
124-133 |
124-114 |
S1 |
124-012 |
124-012 |
124-072 |
123-293 |
S2 |
123-253 |
123-253 |
124-053 |
|
S3 |
123-053 |
123-132 |
124-035 |
|
S4 |
122-173 |
122-252 |
123-300 |
|
|
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 |
124-055 |
1-160 |
1.2% |
0-183 |
0.5% |
7% |
False |
True |
1,482,333 |
10 |
125-215 |
123-245 |
1-290 |
1.5% |
0-175 |
0.4% |
27% |
False |
False |
1,551,177 |
20 |
125-215 |
123-245 |
1-290 |
1.5% |
0-174 |
0.4% |
27% |
False |
False |
1,478,805 |
40 |
125-215 |
123-180 |
2-035 |
1.7% |
0-190 |
0.5% |
34% |
False |
False |
1,451,665 |
60 |
125-215 |
122-145 |
3-070 |
2.6% |
0-188 |
0.5% |
57% |
False |
False |
1,317,693 |
80 |
130-140 |
122-145 |
7-315 |
6.4% |
0-207 |
0.5% |
23% |
False |
False |
1,125,967 |
100 |
130-140 |
122-145 |
7-315 |
6.4% |
0-190 |
0.5% |
23% |
False |
False |
901,104 |
120 |
131-050 |
122-145 |
8-225 |
7.0% |
0-165 |
0.4% |
21% |
False |
False |
750,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-145 |
2.618 |
126-139 |
1.618 |
125-259 |
1.000 |
125-135 |
0.618 |
125-059 |
HIGH |
124-255 |
0.618 |
124-179 |
0.500 |
124-155 |
0.382 |
124-131 |
LOW |
124-055 |
0.618 |
123-251 |
1.000 |
123-175 |
1.618 |
123-051 |
2.618 |
122-171 |
4.250 |
121-165 |
|
|
Fisher Pivots for day following 01-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
124-155 |
124-290 |
PP |
124-133 |
124-223 |
S1 |
124-112 |
124-157 |
|