ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 01-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2017 |
01-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
124-200 |
124-090 |
-0-110 |
-0.3% |
124-040 |
| High |
124-260 |
124-090 |
-0-170 |
-0.4% |
125-045 |
| Low |
124-040 |
123-195 |
-0-165 |
-0.4% |
123-270 |
| Close |
124-185 |
123-230 |
-0-275 |
-0.7% |
125-030 |
| Range |
0-220 |
0-215 |
-0-005 |
-2.3% |
1-095 |
| ATR |
0-174 |
0-184 |
0-010 |
5.6% |
0-000 |
| Volume |
1,840,331 |
1,628,326 |
-212,005 |
-11.5% |
5,542,717 |
|
| Daily Pivots for day following 01-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-283 |
125-152 |
124-028 |
|
| R3 |
125-068 |
124-257 |
123-289 |
|
| R2 |
124-173 |
124-173 |
123-269 |
|
| R1 |
124-042 |
124-042 |
123-250 |
124-000 |
| PP |
123-278 |
123-278 |
123-278 |
123-258 |
| S1 |
123-147 |
123-147 |
123-210 |
123-105 |
| S2 |
123-063 |
123-063 |
123-191 |
|
| S3 |
122-168 |
122-252 |
123-171 |
|
| S4 |
121-273 |
122-037 |
123-112 |
|
|
| 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 |
123-195 |
1-170 |
1.2% |
0-189 |
0.5% |
7% |
False |
True |
1,733,347 |
| 10 |
125-045 |
123-065 |
1-300 |
1.6% |
0-177 |
0.4% |
27% |
False |
False |
1,048,327 |
| 20 |
125-045 |
123-065 |
1-300 |
1.6% |
0-170 |
0.4% |
27% |
False |
False |
537,186 |
| 40 |
125-045 |
123-000 |
2-045 |
1.7% |
0-180 |
0.5% |
34% |
False |
False |
270,134 |
| 60 |
125-045 |
122-000 |
3-045 |
2.5% |
0-128 |
0.3% |
55% |
False |
False |
180,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-044 |
|
2.618 |
126-013 |
|
1.618 |
125-118 |
|
1.000 |
124-305 |
|
0.618 |
124-223 |
|
HIGH |
124-090 |
|
0.618 |
124-008 |
|
0.500 |
123-303 |
|
0.382 |
123-277 |
|
LOW |
123-195 |
|
0.618 |
123-062 |
|
1.000 |
122-300 |
|
1.618 |
122-167 |
|
2.618 |
121-272 |
|
4.250 |
120-241 |
|
|
| Fisher Pivots for day following 01-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
123-303 |
124-118 |
| PP |
123-278 |
124-048 |
| S1 |
123-254 |
123-299 |
|