ECBOT 10 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 02-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2017 |
02-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
124-090 |
123-255 |
-0-155 |
-0.4% |
124-040 |
High |
124-090 |
123-255 |
-0-155 |
-0.4% |
125-045 |
Low |
123-195 |
123-110 |
-0-085 |
-0.2% |
123-270 |
Close |
123-230 |
123-160 |
-0-070 |
-0.2% |
125-030 |
Range |
0-215 |
0-145 |
-0-070 |
-32.6% |
1-095 |
ATR |
0-184 |
0-181 |
-0-003 |
-1.5% |
0-000 |
Volume |
1,628,326 |
1,361,921 |
-266,405 |
-16.4% |
5,542,717 |
|
Daily Pivots for day following 02-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-290 |
124-210 |
123-240 |
|
R3 |
124-145 |
124-065 |
123-200 |
|
R2 |
124-000 |
124-000 |
123-187 |
|
R1 |
123-240 |
123-240 |
123-173 |
123-208 |
PP |
123-175 |
123-175 |
123-175 |
123-159 |
S1 |
123-095 |
123-095 |
123-147 |
123-063 |
S2 |
123-030 |
123-030 |
123-133 |
|
S3 |
122-205 |
122-270 |
123-120 |
|
S4 |
122-060 |
122-125 |
123-080 |
|
|
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 |
123-110 |
1-255 |
1.5% |
0-192 |
0.5% |
9% |
False |
True |
1,534,068 |
10 |
125-045 |
123-110 |
1-255 |
1.5% |
0-176 |
0.4% |
9% |
False |
True |
1,174,202 |
20 |
125-045 |
123-065 |
1-300 |
1.6% |
0-169 |
0.4% |
15% |
False |
False |
604,908 |
40 |
125-045 |
123-000 |
2-045 |
1.7% |
0-179 |
0.5% |
23% |
False |
False |
304,181 |
60 |
125-045 |
122-000 |
3-045 |
2.5% |
0-131 |
0.3% |
48% |
False |
False |
202,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-231 |
2.618 |
124-315 |
1.618 |
124-170 |
1.000 |
124-080 |
0.618 |
124-025 |
HIGH |
123-255 |
0.618 |
123-200 |
0.500 |
123-183 |
0.382 |
123-165 |
LOW |
123-110 |
0.618 |
123-020 |
1.000 |
122-285 |
1.618 |
122-195 |
2.618 |
122-050 |
4.250 |
121-134 |
|
|
Fisher Pivots for day following 02-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
123-183 |
124-025 |
PP |
123-175 |
123-283 |
S1 |
123-168 |
123-222 |
|