ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 08-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2017 |
08-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
124-050 |
124-010 |
-0-040 |
-0.1% |
125-205 |
High |
124-075 |
124-035 |
-0-040 |
-0.1% |
125-205 |
Low |
123-315 |
123-160 |
-0-155 |
-0.4% |
123-280 |
Close |
124-015 |
123-245 |
-0-090 |
-0.2% |
124-055 |
Range |
0-080 |
0-195 |
0-115 |
143.8% |
1-245 |
ATR |
0-168 |
0-170 |
0-002 |
1.1% |
0-000 |
Volume |
19,444 |
29,878 |
10,434 |
53.7% |
1,901,025 |
|
Daily Pivots for day following 08-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-198 |
125-097 |
124-032 |
|
R3 |
125-003 |
124-222 |
123-299 |
|
R2 |
124-128 |
124-128 |
123-281 |
|
R1 |
124-027 |
124-027 |
123-263 |
123-300 |
PP |
123-253 |
123-253 |
123-253 |
123-230 |
S1 |
123-152 |
123-152 |
123-227 |
123-105 |
S2 |
123-058 |
123-058 |
123-209 |
|
S3 |
122-183 |
122-277 |
123-191 |
|
S4 |
121-308 |
122-082 |
123-138 |
|
|
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 |
124-140 |
123-160 |
0-300 |
0.8% |
0-127 |
0.3% |
28% |
False |
True |
34,608 |
10 |
125-215 |
123-160 |
2-055 |
1.8% |
0-155 |
0.4% |
12% |
False |
True |
758,471 |
20 |
125-215 |
123-160 |
2-055 |
1.8% |
0-159 |
0.4% |
12% |
False |
True |
1,118,661 |
40 |
125-215 |
123-160 |
2-055 |
1.8% |
0-177 |
0.4% |
12% |
False |
True |
1,283,287 |
60 |
125-215 |
122-145 |
3-070 |
2.6% |
0-182 |
0.5% |
41% |
False |
False |
1,219,960 |
80 |
127-275 |
122-145 |
5-130 |
4.4% |
0-195 |
0.5% |
24% |
False |
False |
1,127,378 |
100 |
130-140 |
122-145 |
7-315 |
6.5% |
0-191 |
0.5% |
16% |
False |
False |
902,825 |
120 |
131-050 |
122-145 |
8-225 |
7.0% |
0-170 |
0.4% |
15% |
False |
False |
752,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-224 |
2.618 |
125-226 |
1.618 |
125-031 |
1.000 |
124-230 |
0.618 |
124-156 |
HIGH |
124-035 |
0.618 |
123-281 |
0.500 |
123-258 |
0.382 |
123-234 |
LOW |
123-160 |
0.618 |
123-039 |
1.000 |
122-285 |
1.618 |
122-164 |
2.618 |
121-289 |
4.250 |
120-291 |
|
|
Fisher Pivots for day following 08-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
123-258 |
123-310 |
PP |
123-253 |
123-288 |
S1 |
123-249 |
123-267 |
|