ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 13-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2017 |
13-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
123-110 |
123-215 |
0-105 |
0.3% |
124-045 |
High |
123-260 |
123-275 |
0-015 |
0.0% |
124-140 |
Low |
123-100 |
123-110 |
0-010 |
0.0% |
123-100 |
Close |
123-210 |
123-150 |
-0-060 |
-0.2% |
123-210 |
Range |
0-160 |
0-165 |
0-005 |
3.1% |
1-040 |
ATR |
0-167 |
0-167 |
0-000 |
-0.1% |
0-000 |
Volume |
8,547 |
10,406 |
1,859 |
21.8% |
79,166 |
|
Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-033 |
124-257 |
123-241 |
|
R3 |
124-188 |
124-092 |
123-195 |
|
R2 |
124-023 |
124-023 |
123-180 |
|
R1 |
123-247 |
123-247 |
123-165 |
123-213 |
PP |
123-178 |
123-178 |
123-178 |
123-161 |
S1 |
123-082 |
123-082 |
123-135 |
123-048 |
S2 |
123-013 |
123-013 |
123-120 |
|
S3 |
122-168 |
122-237 |
123-105 |
|
S4 |
122-003 |
122-072 |
123-059 |
|
|
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 |
124-075 |
123-100 |
0-295 |
0.7% |
0-146 |
0.4% |
17% |
False |
False |
15,198 |
10 |
125-115 |
123-100 |
2-015 |
1.7% |
0-151 |
0.4% |
8% |
False |
False |
74,428 |
20 |
125-215 |
123-100 |
2-115 |
1.9% |
0-157 |
0.4% |
7% |
False |
False |
903,734 |
40 |
125-215 |
123-100 |
2-115 |
1.9% |
0-176 |
0.4% |
7% |
False |
False |
1,189,510 |
60 |
125-215 |
122-145 |
3-070 |
2.6% |
0-180 |
0.5% |
32% |
False |
False |
1,151,468 |
80 |
126-095 |
122-145 |
3-270 |
3.1% |
0-188 |
0.5% |
26% |
False |
False |
1,126,937 |
100 |
130-140 |
122-145 |
7-315 |
6.5% |
0-191 |
0.5% |
13% |
False |
False |
903,060 |
120 |
131-050 |
122-145 |
8-225 |
7.0% |
0-174 |
0.4% |
12% |
False |
False |
752,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-016 |
2.618 |
125-067 |
1.618 |
124-222 |
1.000 |
124-120 |
0.618 |
124-057 |
HIGH |
123-275 |
0.618 |
123-212 |
0.500 |
123-193 |
0.382 |
123-173 |
LOW |
123-110 |
0.618 |
123-008 |
1.000 |
122-265 |
1.618 |
122-163 |
2.618 |
121-318 |
4.250 |
121-049 |
|
|
Fisher Pivots for day following 13-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
123-193 |
123-188 |
PP |
123-178 |
123-175 |
S1 |
123-164 |
123-163 |
|