ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 03-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2017 |
03-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
124-095 |
124-040 |
-0-055 |
-0.1% |
125-205 |
High |
124-115 |
124-080 |
-0-035 |
-0.1% |
125-205 |
Low |
123-300 |
123-280 |
-0-020 |
-0.1% |
123-280 |
Close |
124-025 |
124-055 |
0-030 |
0.1% |
124-055 |
Range |
0-135 |
0-120 |
-0-015 |
-11.1% |
1-245 |
ATR |
0-185 |
0-181 |
-0-005 |
-2.5% |
0-000 |
Volume |
62,582 |
47,557 |
-15,025 |
-24.0% |
1,901,025 |
|
Daily Pivots for day following 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-072 |
125-023 |
124-121 |
|
R3 |
124-272 |
124-223 |
124-088 |
|
R2 |
124-152 |
124-152 |
124-077 |
|
R1 |
124-103 |
124-103 |
124-066 |
124-128 |
PP |
124-032 |
124-032 |
124-032 |
124-044 |
S1 |
123-303 |
123-303 |
124-044 |
124-008 |
S2 |
123-232 |
123-232 |
124-033 |
|
S3 |
123-112 |
123-183 |
124-022 |
|
S4 |
122-312 |
123-063 |
123-309 |
|
|
Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-275 |
128-250 |
125-046 |
|
R3 |
128-030 |
127-005 |
124-210 |
|
R2 |
126-105 |
126-105 |
124-159 |
|
R1 |
125-080 |
125-080 |
124-107 |
124-290 |
PP |
124-180 |
124-180 |
124-180 |
124-125 |
S1 |
123-155 |
123-155 |
124-003 |
123-045 |
S2 |
122-255 |
122-255 |
123-271 |
|
S3 |
121-010 |
121-230 |
123-220 |
|
S4 |
119-085 |
119-305 |
123-064 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-205 |
123-280 |
1-245 |
1.4% |
0-169 |
0.4% |
17% |
False |
True |
380,205 |
10 |
125-215 |
123-280 |
1-255 |
1.4% |
0-166 |
0.4% |
17% |
False |
True |
1,280,559 |
20 |
125-215 |
123-245 |
1-290 |
1.5% |
0-170 |
0.4% |
21% |
False |
False |
1,340,792 |
40 |
125-215 |
123-180 |
2-035 |
1.7% |
0-188 |
0.5% |
29% |
False |
False |
1,389,526 |
60 |
125-215 |
122-145 |
3-070 |
2.6% |
0-183 |
0.5% |
53% |
False |
False |
1,270,242 |
80 |
130-140 |
122-145 |
7-315 |
6.4% |
0-206 |
0.5% |
22% |
False |
False |
1,127,127 |
100 |
130-140 |
122-145 |
7-315 |
6.4% |
0-190 |
0.5% |
22% |
False |
False |
902,204 |
120 |
131-050 |
122-145 |
8-225 |
7.0% |
0-167 |
0.4% |
20% |
False |
False |
751,847 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-270 |
2.618 |
125-074 |
1.618 |
124-274 |
1.000 |
124-200 |
0.618 |
124-154 |
HIGH |
124-080 |
0.618 |
124-034 |
0.500 |
124-020 |
0.382 |
124-006 |
LOW |
123-280 |
0.618 |
123-206 |
1.000 |
123-160 |
1.618 |
123-086 |
2.618 |
122-286 |
4.250 |
122-090 |
|
|
Fisher Pivots for day following 03-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
124-043 |
124-108 |
PP |
124-032 |
124-090 |
S1 |
124-020 |
124-073 |
|