ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 14-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2017 |
14-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
123-215 |
123-125 |
-0-090 |
-0.2% |
124-045 |
High |
123-275 |
123-215 |
-0-060 |
-0.2% |
124-140 |
Low |
123-110 |
123-100 |
-0-010 |
0.0% |
123-100 |
Close |
123-150 |
123-180 |
0-030 |
0.1% |
123-210 |
Range |
0-165 |
0-115 |
-0-050 |
-30.3% |
1-040 |
ATR |
0-167 |
0-163 |
-0-004 |
-2.2% |
0-000 |
Volume |
10,406 |
6,779 |
-3,627 |
-34.9% |
79,166 |
|
Daily Pivots for day following 14-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-190 |
124-140 |
123-243 |
|
R3 |
124-075 |
124-025 |
123-212 |
|
R2 |
123-280 |
123-280 |
123-201 |
|
R1 |
123-230 |
123-230 |
123-191 |
123-255 |
PP |
123-165 |
123-165 |
123-165 |
123-178 |
S1 |
123-115 |
123-115 |
123-169 |
123-140 |
S2 |
123-050 |
123-050 |
123-159 |
|
S3 |
122-255 |
123-000 |
123-148 |
|
S4 |
122-140 |
122-205 |
123-117 |
|
|
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 |
124-035 |
123-100 |
0-255 |
0.6% |
0-153 |
0.4% |
31% |
False |
True |
12,665 |
10 |
124-255 |
123-100 |
1-155 |
1.2% |
0-140 |
0.4% |
17% |
False |
True |
34,847 |
20 |
125-215 |
123-100 |
2-115 |
1.9% |
0-158 |
0.4% |
11% |
False |
True |
862,749 |
40 |
125-215 |
123-100 |
2-115 |
1.9% |
0-172 |
0.4% |
11% |
False |
True |
1,150,074 |
60 |
125-215 |
122-145 |
3-070 |
2.6% |
0-174 |
0.4% |
34% |
False |
False |
1,122,181 |
80 |
126-035 |
122-145 |
3-210 |
3.0% |
0-187 |
0.5% |
30% |
False |
False |
1,126,387 |
100 |
130-140 |
122-145 |
7-315 |
6.5% |
0-191 |
0.5% |
14% |
False |
False |
903,119 |
120 |
131-050 |
122-145 |
8-225 |
7.0% |
0-175 |
0.4% |
13% |
False |
False |
752,650 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-064 |
2.618 |
124-196 |
1.618 |
124-081 |
1.000 |
124-010 |
0.618 |
123-286 |
HIGH |
123-215 |
0.618 |
123-171 |
0.500 |
123-158 |
0.382 |
123-144 |
LOW |
123-100 |
0.618 |
123-029 |
1.000 |
122-305 |
1.618 |
122-234 |
2.618 |
122-119 |
4.250 |
121-251 |
|
|
Fisher Pivots for day following 14-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
123-173 |
123-188 |
PP |
123-165 |
123-185 |
S1 |
123-158 |
123-183 |
|