ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 09-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2017 |
09-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
124-010 |
123-210 |
-0-120 |
-0.3% |
125-205 |
High |
124-035 |
123-240 |
-0-115 |
-0.3% |
125-205 |
Low |
123-160 |
123-110 |
-0-050 |
-0.1% |
123-280 |
Close |
123-245 |
123-150 |
-0-095 |
-0.2% |
124-055 |
Range |
0-195 |
0-130 |
-0-065 |
-33.3% |
1-245 |
ATR |
0-170 |
0-168 |
-0-003 |
-1.5% |
0-000 |
Volume |
29,878 |
7,716 |
-22,162 |
-74.2% |
1,901,025 |
|
Daily Pivots for day following 09-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-237 |
124-163 |
123-222 |
|
R3 |
124-107 |
124-033 |
123-186 |
|
R2 |
123-297 |
123-297 |
123-174 |
|
R1 |
123-223 |
123-223 |
123-162 |
123-195 |
PP |
123-167 |
123-167 |
123-167 |
123-153 |
S1 |
123-093 |
123-093 |
123-138 |
123-065 |
S2 |
123-037 |
123-037 |
123-126 |
|
S3 |
122-227 |
122-283 |
123-114 |
|
S4 |
122-097 |
122-153 |
123-079 |
|
|
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 |
123-110 |
1-030 |
0.9% |
0-126 |
0.3% |
11% |
False |
True |
23,635 |
10 |
125-215 |
123-110 |
2-105 |
1.9% |
0-154 |
0.4% |
5% |
False |
True |
426,299 |
20 |
125-215 |
123-110 |
2-105 |
1.9% |
0-156 |
0.4% |
5% |
False |
True |
1,032,833 |
40 |
125-215 |
123-110 |
2-105 |
1.9% |
0-178 |
0.5% |
5% |
False |
True |
1,260,788 |
60 |
125-215 |
122-145 |
3-070 |
2.6% |
0-180 |
0.5% |
32% |
False |
False |
1,195,651 |
80 |
127-005 |
122-145 |
4-180 |
3.7% |
0-192 |
0.5% |
22% |
False |
False |
1,127,164 |
100 |
130-140 |
122-145 |
7-315 |
6.5% |
0-191 |
0.5% |
13% |
False |
False |
902,892 |
120 |
131-050 |
122-145 |
8-225 |
7.0% |
0-171 |
0.4% |
12% |
False |
False |
752,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-152 |
2.618 |
124-260 |
1.618 |
124-130 |
1.000 |
124-050 |
0.618 |
124-000 |
HIGH |
123-240 |
0.618 |
123-190 |
0.500 |
123-175 |
0.382 |
123-160 |
LOW |
123-110 |
0.618 |
123-030 |
1.000 |
122-300 |
1.618 |
122-220 |
2.618 |
122-090 |
4.250 |
121-198 |
|
|
Fisher Pivots for day following 09-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
123-175 |
123-253 |
PP |
123-167 |
123-218 |
S1 |
123-158 |
123-184 |
|