ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 06-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2017 |
06-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
124-040 |
124-045 |
0-005 |
0.0% |
125-205 |
| High |
124-080 |
124-140 |
0-060 |
0.2% |
125-205 |
| Low |
123-280 |
124-035 |
0-075 |
0.2% |
123-280 |
| Close |
124-055 |
124-060 |
0-005 |
0.0% |
124-055 |
| Range |
0-120 |
0-105 |
-0-015 |
-12.5% |
1-245 |
| ATR |
0-181 |
0-175 |
-0-005 |
-3.0% |
0-000 |
| Volume |
47,557 |
13,581 |
-33,976 |
-71.4% |
1,901,025 |
|
| Daily Pivots for day following 06-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-073 |
125-012 |
124-118 |
|
| R3 |
124-288 |
124-227 |
124-089 |
|
| R2 |
124-183 |
124-183 |
124-079 |
|
| R1 |
124-122 |
124-122 |
124-070 |
124-152 |
| PP |
124-078 |
124-078 |
124-078 |
124-094 |
| S1 |
124-017 |
124-017 |
124-050 |
124-048 |
| S2 |
123-293 |
123-293 |
124-041 |
|
| S3 |
123-188 |
123-232 |
124-031 |
|
| S4 |
123-083 |
123-127 |
124-002 |
|
|
| 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 |
125-115 |
123-280 |
1-155 |
1.2% |
0-156 |
0.4% |
21% |
False |
False |
133,659 |
| 10 |
125-215 |
123-280 |
1-255 |
1.4% |
0-158 |
0.4% |
17% |
False |
False |
1,169,430 |
| 20 |
125-215 |
123-245 |
1-290 |
1.5% |
0-164 |
0.4% |
22% |
False |
False |
1,250,555 |
| 40 |
125-215 |
123-180 |
2-035 |
1.7% |
0-183 |
0.5% |
30% |
False |
False |
1,342,794 |
| 60 |
125-215 |
122-145 |
3-070 |
2.6% |
0-183 |
0.5% |
54% |
False |
False |
1,256,390 |
| 80 |
130-140 |
122-145 |
7-315 |
6.4% |
0-207 |
0.5% |
22% |
False |
False |
1,127,246 |
| 100 |
130-140 |
122-145 |
7-315 |
6.4% |
0-190 |
0.5% |
22% |
False |
False |
902,339 |
| 120 |
131-050 |
122-145 |
8-225 |
7.0% |
0-168 |
0.4% |
20% |
False |
False |
751,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-266 |
|
2.618 |
125-095 |
|
1.618 |
124-310 |
|
1.000 |
124-245 |
|
0.618 |
124-205 |
|
HIGH |
124-140 |
|
0.618 |
124-100 |
|
0.500 |
124-088 |
|
0.382 |
124-075 |
|
LOW |
124-035 |
|
0.618 |
123-290 |
|
1.000 |
123-250 |
|
1.618 |
123-185 |
|
2.618 |
123-080 |
|
4.250 |
122-229 |
|
|
| Fisher Pivots for day following 06-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-088 |
124-057 |
| PP |
124-078 |
124-053 |
| S1 |
124-069 |
124-050 |
|