ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 16-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2017 |
16-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
123-215 |
124-130 |
0-235 |
0.6% |
124-045 |
High |
124-145 |
124-160 |
0-015 |
0.0% |
124-140 |
Low |
123-170 |
124-020 |
0-170 |
0.4% |
123-100 |
Close |
124-125 |
124-075 |
-0-050 |
-0.1% |
123-210 |
Range |
0-295 |
0-140 |
-0-155 |
-52.5% |
1-040 |
ATR |
0-173 |
0-170 |
-0-002 |
-1.4% |
0-000 |
Volume |
5,977 |
4,207 |
-1,770 |
-29.6% |
79,166 |
|
Daily Pivots for day following 16-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-185 |
125-110 |
124-152 |
|
R3 |
125-045 |
124-290 |
124-114 |
|
R2 |
124-225 |
124-225 |
124-101 |
|
R1 |
124-150 |
124-150 |
124-088 |
124-118 |
PP |
124-085 |
124-085 |
124-085 |
124-069 |
S1 |
124-010 |
124-010 |
124-062 |
123-298 |
S2 |
123-265 |
123-265 |
124-049 |
|
S3 |
123-125 |
123-190 |
124-037 |
|
S4 |
122-305 |
123-050 |
123-318 |
|
|
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 |
124-160 |
123-100 |
1-060 |
1.0% |
0-175 |
0.4% |
78% |
True |
False |
7,183 |
10 |
124-160 |
123-100 |
1-060 |
1.0% |
0-150 |
0.4% |
78% |
True |
False |
15,409 |
20 |
125-215 |
123-100 |
2-115 |
1.9% |
0-161 |
0.4% |
39% |
False |
False |
713,984 |
40 |
125-215 |
123-100 |
2-115 |
1.9% |
0-169 |
0.4% |
39% |
False |
False |
1,078,246 |
60 |
125-215 |
122-260 |
2-275 |
2.3% |
0-174 |
0.4% |
50% |
False |
False |
1,065,457 |
80 |
125-215 |
122-145 |
3-070 |
2.6% |
0-186 |
0.5% |
55% |
False |
False |
1,124,417 |
100 |
130-140 |
122-145 |
7-315 |
6.4% |
0-194 |
0.5% |
22% |
False |
False |
903,192 |
120 |
131-050 |
122-145 |
8-225 |
7.0% |
0-178 |
0.4% |
20% |
False |
False |
752,735 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-115 |
2.618 |
125-207 |
1.618 |
125-067 |
1.000 |
124-300 |
0.618 |
124-247 |
HIGH |
124-160 |
0.618 |
124-107 |
0.500 |
124-090 |
0.382 |
124-073 |
LOW |
124-020 |
0.618 |
123-253 |
1.000 |
123-200 |
1.618 |
123-113 |
2.618 |
122-293 |
4.250 |
122-065 |
|
|
Fisher Pivots for day following 16-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
124-090 |
124-040 |
PP |
124-085 |
124-005 |
S1 |
124-080 |
123-290 |
|