ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 10-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2017 |
10-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
123-210 |
123-110 |
-0-100 |
-0.3% |
124-045 |
High |
123-240 |
123-260 |
0-020 |
0.1% |
124-140 |
Low |
123-110 |
123-100 |
-0-010 |
0.0% |
123-100 |
Close |
123-150 |
123-210 |
0-060 |
0.2% |
123-210 |
Range |
0-130 |
0-160 |
0-030 |
23.1% |
1-040 |
ATR |
0-168 |
0-167 |
-0-001 |
-0.3% |
0-000 |
Volume |
7,716 |
8,547 |
831 |
10.8% |
79,166 |
|
Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-030 |
124-280 |
123-298 |
|
R3 |
124-190 |
124-120 |
123-254 |
|
R2 |
124-030 |
124-030 |
123-239 |
|
R1 |
123-280 |
123-280 |
123-225 |
123-315 |
PP |
123-190 |
123-190 |
123-190 |
123-208 |
S1 |
123-120 |
123-120 |
123-195 |
123-155 |
S2 |
123-030 |
123-030 |
123-181 |
|
S3 |
122-190 |
122-280 |
123-166 |
|
S4 |
122-030 |
122-120 |
123-122 |
|
|
Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-057 |
126-173 |
124-088 |
|
R3 |
126-017 |
125-133 |
123-309 |
|
R2 |
124-297 |
124-297 |
123-276 |
|
R1 |
124-093 |
124-093 |
123-243 |
124-015 |
PP |
123-257 |
123-257 |
123-257 |
123-218 |
S1 |
123-053 |
123-053 |
123-177 |
122-295 |
S2 |
122-217 |
122-217 |
123-144 |
|
S3 |
121-177 |
122-013 |
123-111 |
|
S4 |
120-137 |
120-293 |
123-012 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-140 |
123-100 |
1-040 |
0.9% |
0-134 |
0.3% |
31% |
False |
True |
15,833 |
10 |
125-205 |
123-100 |
2-105 |
1.9% |
0-151 |
0.4% |
15% |
False |
True |
198,019 |
20 |
125-215 |
123-100 |
2-115 |
1.9% |
0-154 |
0.4% |
15% |
False |
True |
961,526 |
40 |
125-215 |
123-100 |
2-115 |
1.9% |
0-177 |
0.4% |
15% |
False |
True |
1,224,479 |
60 |
125-215 |
122-145 |
3-070 |
2.6% |
0-179 |
0.5% |
37% |
False |
False |
1,172,152 |
80 |
126-165 |
122-145 |
4-020 |
3.3% |
0-191 |
0.5% |
30% |
False |
False |
1,127,164 |
100 |
130-140 |
122-145 |
7-315 |
6.5% |
0-191 |
0.5% |
15% |
False |
False |
902,973 |
120 |
131-050 |
122-145 |
8-225 |
7.0% |
0-172 |
0.4% |
14% |
False |
False |
752,507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-300 |
2.618 |
125-039 |
1.618 |
124-199 |
1.000 |
124-100 |
0.618 |
124-039 |
HIGH |
123-260 |
0.618 |
123-199 |
0.500 |
123-180 |
0.382 |
123-161 |
LOW |
123-100 |
0.618 |
123-001 |
1.000 |
122-260 |
1.618 |
122-161 |
2.618 |
122-001 |
4.250 |
121-060 |
|
|
Fisher Pivots for day following 10-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
123-200 |
123-228 |
PP |
123-190 |
123-222 |
S1 |
123-180 |
123-216 |
|