ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 07-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2017 |
07-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
124-045 |
124-050 |
0-005 |
0.0% |
125-205 |
High |
124-140 |
124-075 |
-0-065 |
-0.2% |
125-205 |
Low |
124-035 |
123-315 |
-0-040 |
-0.1% |
123-280 |
Close |
124-060 |
124-015 |
-0-045 |
-0.1% |
124-055 |
Range |
0-105 |
0-080 |
-0-025 |
-23.8% |
1-245 |
ATR |
0-175 |
0-168 |
-0-007 |
-3.9% |
0-000 |
Volume |
13,581 |
19,444 |
5,863 |
43.2% |
1,901,025 |
|
Daily Pivots for day following 07-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-268 |
124-222 |
124-059 |
|
R3 |
124-188 |
124-142 |
124-037 |
|
R2 |
124-108 |
124-108 |
124-030 |
|
R1 |
124-062 |
124-062 |
124-022 |
124-045 |
PP |
124-028 |
124-028 |
124-028 |
124-020 |
S1 |
123-302 |
123-302 |
124-008 |
123-285 |
S2 |
123-268 |
123-268 |
124-000 |
|
S3 |
123-188 |
123-222 |
123-313 |
|
S4 |
123-108 |
123-142 |
123-291 |
|
|
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 |
124-255 |
123-280 |
0-295 |
0.7% |
0-128 |
0.3% |
19% |
False |
False |
57,030 |
10 |
125-215 |
123-280 |
1-255 |
1.4% |
0-153 |
0.4% |
10% |
False |
False |
1,017,961 |
20 |
125-215 |
123-245 |
1-290 |
1.5% |
0-158 |
0.4% |
15% |
False |
False |
1,187,693 |
40 |
125-215 |
123-180 |
2-035 |
1.7% |
0-177 |
0.4% |
23% |
False |
False |
1,304,774 |
60 |
125-215 |
122-145 |
3-070 |
2.6% |
0-182 |
0.5% |
50% |
False |
False |
1,242,446 |
80 |
130-140 |
122-145 |
7-315 |
6.4% |
0-206 |
0.5% |
20% |
False |
False |
1,127,391 |
100 |
130-140 |
122-145 |
7-315 |
6.4% |
0-190 |
0.5% |
20% |
False |
False |
902,528 |
120 |
131-050 |
122-145 |
8-225 |
7.0% |
0-168 |
0.4% |
18% |
False |
False |
752,123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-095 |
2.618 |
124-284 |
1.618 |
124-204 |
1.000 |
124-155 |
0.618 |
124-124 |
HIGH |
124-075 |
0.618 |
124-044 |
0.500 |
124-035 |
0.382 |
124-026 |
LOW |
123-315 |
0.618 |
123-266 |
1.000 |
123-235 |
1.618 |
123-186 |
2.618 |
123-106 |
4.250 |
122-295 |
|
|
Fisher Pivots for day following 07-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
124-035 |
124-050 |
PP |
124-028 |
124-038 |
S1 |
124-022 |
124-027 |
|