ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 27-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2017 |
27-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
124-190 |
125-040 |
0-170 |
0.4% |
124-040 |
| High |
125-045 |
125-040 |
-0-005 |
0.0% |
125-045 |
| Low |
124-170 |
124-175 |
0-005 |
0.0% |
123-270 |
| Close |
125-030 |
124-190 |
-0-160 |
-0.4% |
125-030 |
| Range |
0-195 |
0-185 |
-0-010 |
-5.1% |
1-095 |
| ATR |
0-169 |
0-170 |
0-001 |
0.7% |
0-000 |
| Volume |
1,703,964 |
1,135,798 |
-568,166 |
-33.3% |
5,542,717 |
|
| Daily Pivots for day following 27-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-157 |
126-038 |
124-292 |
|
| R3 |
125-292 |
125-173 |
124-241 |
|
| R2 |
125-107 |
125-107 |
124-224 |
|
| R1 |
124-308 |
124-308 |
124-207 |
124-275 |
| PP |
124-242 |
124-242 |
124-242 |
124-225 |
| S1 |
124-123 |
124-123 |
124-173 |
124-090 |
| S2 |
124-057 |
124-057 |
124-156 |
|
| S3 |
123-192 |
123-258 |
124-139 |
|
| S4 |
123-007 |
123-073 |
124-088 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-187 |
128-043 |
125-258 |
|
| R3 |
127-092 |
126-268 |
125-144 |
|
| R2 |
125-317 |
125-317 |
125-106 |
|
| R1 |
125-173 |
125-173 |
125-068 |
125-245 |
| PP |
124-222 |
124-222 |
124-222 |
124-258 |
| S1 |
124-078 |
124-078 |
124-312 |
124-150 |
| S2 |
123-127 |
123-127 |
124-274 |
|
| S3 |
122-032 |
122-303 |
124-236 |
|
| S4 |
120-257 |
121-208 |
124-122 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-045 |
123-270 |
1-095 |
1.0% |
0-164 |
0.4% |
58% |
False |
False |
1,335,703 |
| 10 |
125-045 |
123-065 |
1-300 |
1.6% |
0-164 |
0.4% |
72% |
False |
False |
713,314 |
| 20 |
125-045 |
123-065 |
1-300 |
1.6% |
0-162 |
0.4% |
72% |
False |
False |
364,755 |
| 40 |
125-045 |
123-000 |
2-045 |
1.7% |
0-173 |
0.4% |
74% |
False |
False |
183,417 |
| 60 |
125-045 |
122-000 |
3-045 |
2.5% |
0-121 |
0.3% |
83% |
False |
False |
122,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-186 |
|
2.618 |
126-204 |
|
1.618 |
126-019 |
|
1.000 |
125-225 |
|
0.618 |
125-154 |
|
HIGH |
125-040 |
|
0.618 |
124-289 |
|
0.500 |
124-268 |
|
0.382 |
124-246 |
|
LOW |
124-175 |
|
0.618 |
124-061 |
|
1.000 |
123-310 |
|
1.618 |
123-196 |
|
2.618 |
123-011 |
|
4.250 |
122-029 |
|
|
| Fisher Pivots for day following 27-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-268 |
124-212 |
| PP |
124-242 |
124-205 |
| S1 |
124-216 |
124-198 |
|