ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 21-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2017 |
21-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
124-130 |
124-220 |
0-090 |
0.2% |
123-215 |
High |
124-230 |
125-015 |
0-105 |
0.3% |
124-175 |
Low |
124-120 |
124-150 |
0-030 |
0.1% |
123-100 |
Close |
124-215 |
124-290 |
0-075 |
0.2% |
124-125 |
Range |
0-110 |
0-185 |
0-075 |
68.2% |
1-075 |
ATR |
0-165 |
0-167 |
0-001 |
0.9% |
0-000 |
Volume |
9,286 |
5,904 |
-3,382 |
-36.4% |
31,865 |
|
Daily Pivots for day following 21-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-173 |
126-097 |
125-072 |
|
R3 |
125-308 |
125-232 |
125-021 |
|
R2 |
125-123 |
125-123 |
125-004 |
|
R1 |
125-047 |
125-047 |
124-307 |
125-085 |
PP |
124-258 |
124-258 |
124-258 |
124-278 |
S1 |
124-182 |
124-182 |
124-273 |
124-220 |
S2 |
124-073 |
124-073 |
124-256 |
|
S3 |
123-208 |
123-317 |
124-239 |
|
S4 |
123-023 |
123-132 |
124-188 |
|
|
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 |
125-015 |
123-170 |
1-165 |
1.2% |
0-177 |
0.4% |
91% |
True |
False |
5,974 |
10 |
125-015 |
123-100 |
1-235 |
1.4% |
0-165 |
0.4% |
92% |
True |
False |
9,319 |
20 |
125-215 |
123-100 |
2-115 |
1.9% |
0-159 |
0.4% |
68% |
False |
False |
513,640 |
40 |
125-215 |
123-100 |
2-115 |
1.9% |
0-164 |
0.4% |
68% |
False |
False |
954,851 |
60 |
125-215 |
123-015 |
2-200 |
2.1% |
0-174 |
0.4% |
71% |
False |
False |
1,026,943 |
80 |
125-215 |
122-145 |
3-070 |
2.6% |
0-184 |
0.5% |
76% |
False |
False |
1,108,564 |
100 |
130-140 |
122-145 |
7-315 |
6.4% |
0-195 |
0.5% |
31% |
False |
False |
903,320 |
120 |
131-050 |
122-145 |
8-225 |
7.0% |
0-182 |
0.5% |
28% |
False |
False |
752,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-161 |
2.618 |
126-179 |
1.618 |
125-314 |
1.000 |
125-200 |
0.618 |
125-129 |
HIGH |
125-015 |
0.618 |
124-264 |
0.500 |
124-243 |
0.382 |
124-221 |
LOW |
124-150 |
0.618 |
124-036 |
1.000 |
123-285 |
1.618 |
123-171 |
2.618 |
122-306 |
4.250 |
122-004 |
|
|
Fisher Pivots for day following 21-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
124-274 |
124-253 |
PP |
124-258 |
124-215 |
S1 |
124-243 |
124-178 |
|