ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 20-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2017 |
20-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
124-045 |
124-130 |
0-085 |
0.2% |
123-215 |
| High |
124-175 |
124-230 |
0-055 |
0.1% |
124-175 |
| Low |
124-020 |
124-120 |
0-100 |
0.3% |
123-100 |
| Close |
124-125 |
124-215 |
0-090 |
0.2% |
124-125 |
| Range |
0-155 |
0-110 |
-0-045 |
-29.0% |
1-075 |
| ATR |
0-169 |
0-165 |
-0-004 |
-2.5% |
0-000 |
| Volume |
4,496 |
9,286 |
4,790 |
106.5% |
31,865 |
|
| Daily Pivots for day following 20-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-198 |
125-157 |
124-276 |
|
| R3 |
125-088 |
125-047 |
124-245 |
|
| R2 |
124-298 |
124-298 |
124-235 |
|
| R1 |
124-257 |
124-257 |
124-225 |
124-278 |
| PP |
124-188 |
124-188 |
124-188 |
124-199 |
| S1 |
124-147 |
124-147 |
124-205 |
124-168 |
| S2 |
124-078 |
124-078 |
124-195 |
|
| S3 |
123-288 |
124-037 |
124-185 |
|
| S4 |
123-178 |
123-247 |
124-154 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-252 |
127-103 |
125-022 |
|
| R3 |
126-177 |
126-028 |
124-234 |
|
| R2 |
125-102 |
125-102 |
124-197 |
|
| R1 |
124-273 |
124-273 |
124-161 |
125-028 |
| PP |
124-027 |
124-027 |
124-027 |
124-064 |
| S1 |
123-198 |
123-198 |
124-089 |
123-272 |
| S2 |
122-272 |
122-272 |
124-053 |
|
| S3 |
121-197 |
122-123 |
124-016 |
|
| S4 |
120-122 |
121-048 |
123-228 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-230 |
123-100 |
1-130 |
1.1% |
0-163 |
0.4% |
97% |
True |
False |
6,149 |
| 10 |
124-230 |
123-100 |
1-130 |
1.1% |
0-154 |
0.4% |
97% |
True |
False |
10,673 |
| 20 |
125-215 |
123-100 |
2-115 |
1.9% |
0-156 |
0.4% |
58% |
False |
False |
590,051 |
| 40 |
125-215 |
123-100 |
2-115 |
1.9% |
0-166 |
0.4% |
58% |
False |
False |
996,808 |
| 60 |
125-215 |
123-005 |
2-210 |
2.1% |
0-173 |
0.4% |
62% |
False |
False |
1,035,349 |
| 80 |
125-215 |
122-145 |
3-070 |
2.6% |
0-183 |
0.5% |
69% |
False |
False |
1,119,259 |
| 100 |
130-140 |
122-145 |
7-315 |
6.4% |
0-194 |
0.5% |
28% |
False |
False |
903,301 |
| 120 |
131-050 |
122-145 |
8-225 |
7.0% |
0-180 |
0.5% |
25% |
False |
False |
752,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-058 |
|
2.618 |
125-198 |
|
1.618 |
125-088 |
|
1.000 |
125-020 |
|
0.618 |
124-298 |
|
HIGH |
124-230 |
|
0.618 |
124-188 |
|
0.500 |
124-175 |
|
0.382 |
124-162 |
|
LOW |
124-120 |
|
0.618 |
124-052 |
|
1.000 |
124-010 |
|
1.618 |
123-262 |
|
2.618 |
123-152 |
|
4.250 |
122-292 |
|
|
| Fisher Pivots for day following 20-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-202 |
124-185 |
| PP |
124-188 |
124-155 |
| S1 |
124-175 |
124-125 |
|