ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 15-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2017 |
15-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
123-125 |
123-215 |
0-090 |
0.2% |
124-045 |
High |
123-215 |
124-145 |
0-250 |
0.6% |
124-140 |
Low |
123-100 |
123-170 |
0-070 |
0.2% |
123-100 |
Close |
123-180 |
124-125 |
0-265 |
0.7% |
123-210 |
Range |
0-115 |
0-295 |
0-180 |
156.5% |
1-040 |
ATR |
0-163 |
0-173 |
0-009 |
5.8% |
0-000 |
Volume |
6,779 |
5,977 |
-802 |
-11.8% |
79,166 |
|
Daily Pivots for day following 15-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-285 |
126-180 |
124-287 |
|
R3 |
125-310 |
125-205 |
124-206 |
|
R2 |
125-015 |
125-015 |
124-179 |
|
R1 |
124-230 |
124-230 |
124-152 |
124-282 |
PP |
124-040 |
124-040 |
124-040 |
124-066 |
S1 |
123-255 |
123-255 |
124-098 |
123-308 |
S2 |
123-065 |
123-065 |
124-071 |
|
S3 |
122-090 |
122-280 |
124-044 |
|
S4 |
121-115 |
121-305 |
123-283 |
|
|
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 |
124-145 |
123-100 |
1-045 |
0.9% |
0-173 |
0.4% |
95% |
True |
False |
7,885 |
10 |
124-145 |
123-100 |
1-045 |
0.9% |
0-150 |
0.4% |
95% |
True |
False |
21,246 |
20 |
125-215 |
123-100 |
2-115 |
1.9% |
0-162 |
0.4% |
46% |
False |
False |
786,212 |
40 |
125-215 |
123-100 |
2-115 |
1.9% |
0-173 |
0.4% |
46% |
False |
False |
1,110,413 |
60 |
125-215 |
122-205 |
3-010 |
2.4% |
0-175 |
0.4% |
58% |
False |
False |
1,087,462 |
80 |
126-035 |
122-145 |
3-210 |
2.9% |
0-188 |
0.5% |
53% |
False |
False |
1,125,484 |
100 |
130-140 |
122-145 |
7-315 |
6.4% |
0-193 |
0.5% |
24% |
False |
False |
903,171 |
120 |
131-050 |
122-145 |
8-225 |
7.0% |
0-177 |
0.4% |
22% |
False |
False |
752,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-119 |
2.618 |
126-277 |
1.618 |
125-302 |
1.000 |
125-120 |
0.618 |
125-007 |
HIGH |
124-145 |
0.618 |
124-032 |
0.500 |
123-318 |
0.382 |
123-283 |
LOW |
123-170 |
0.618 |
122-308 |
1.000 |
122-195 |
1.618 |
122-013 |
2.618 |
121-038 |
4.250 |
119-196 |
|
|
Fisher Pivots for day following 15-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
124-082 |
124-071 |
PP |
124-040 |
124-017 |
S1 |
123-318 |
123-282 |
|