ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 02-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2017 |
02-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
124-255 |
124-095 |
-0-160 |
-0.4% |
124-220 |
| High |
124-255 |
124-115 |
-0-140 |
-0.4% |
125-215 |
| Low |
124-055 |
123-300 |
-0-075 |
-0.2% |
124-125 |
| Close |
124-090 |
124-025 |
-0-065 |
-0.2% |
125-195 |
| Range |
0-200 |
0-135 |
-0-065 |
-32.5% |
1-090 |
| ATR |
0-189 |
0-185 |
-0-004 |
-2.0% |
0-000 |
| Volume |
141,988 |
62,582 |
-79,406 |
-55.9% |
9,779,697 |
|
| Daily Pivots for day following 02-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-125 |
125-050 |
124-099 |
|
| R3 |
124-310 |
124-235 |
124-062 |
|
| R2 |
124-175 |
124-175 |
124-050 |
|
| R1 |
124-100 |
124-100 |
124-037 |
124-070 |
| PP |
124-040 |
124-040 |
124-040 |
124-025 |
| S1 |
123-285 |
123-285 |
124-013 |
123-255 |
| S2 |
123-225 |
123-225 |
124-000 |
|
| S3 |
123-090 |
123-150 |
123-308 |
|
| S4 |
122-275 |
123-015 |
123-271 |
|
|
| 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 |
123-300 |
1-235 |
1.4% |
0-183 |
0.5% |
8% |
False |
True |
828,964 |
| 10 |
125-215 |
123-300 |
1-235 |
1.4% |
0-172 |
0.4% |
8% |
False |
True |
1,412,559 |
| 20 |
125-215 |
123-245 |
1-290 |
1.5% |
0-172 |
0.4% |
16% |
False |
False |
1,407,112 |
| 40 |
125-215 |
123-180 |
2-035 |
1.7% |
0-188 |
0.5% |
24% |
False |
False |
1,417,174 |
| 60 |
125-215 |
122-145 |
3-070 |
2.6% |
0-186 |
0.5% |
50% |
False |
False |
1,294,515 |
| 80 |
130-140 |
122-145 |
7-315 |
6.4% |
0-207 |
0.5% |
20% |
False |
False |
1,126,610 |
| 100 |
130-140 |
122-145 |
7-315 |
6.4% |
0-190 |
0.5% |
20% |
False |
False |
901,729 |
| 120 |
131-050 |
122-145 |
8-225 |
7.0% |
0-166 |
0.4% |
19% |
False |
False |
751,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-049 |
|
2.618 |
125-148 |
|
1.618 |
125-013 |
|
1.000 |
124-250 |
|
0.618 |
124-198 |
|
HIGH |
124-115 |
|
0.618 |
124-063 |
|
0.500 |
124-048 |
|
0.382 |
124-032 |
|
LOW |
123-300 |
|
0.618 |
123-217 |
|
1.000 |
123-165 |
|
1.618 |
123-082 |
|
2.618 |
122-267 |
|
4.250 |
122-046 |
|
|
| Fisher Pivots for day following 02-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-048 |
124-208 |
| PP |
124-040 |
124-147 |
| S1 |
124-032 |
124-086 |
|