ECBOT 10 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 03-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2017 |
03-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
123-255 |
123-190 |
-0-065 |
-0.2% |
125-040 |
High |
123-255 |
123-215 |
-0-040 |
-0.1% |
125-040 |
Low |
123-110 |
123-090 |
-0-020 |
-0.1% |
123-090 |
Close |
123-160 |
123-185 |
0-025 |
0.1% |
123-185 |
Range |
0-145 |
0-125 |
-0-020 |
-13.8% |
1-270 |
ATR |
0-181 |
0-177 |
-0-004 |
-2.2% |
0-000 |
Volume |
1,361,921 |
1,356,447 |
-5,474 |
-0.4% |
7,322,823 |
|
Daily Pivots for day following 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-218 |
124-167 |
123-254 |
|
R3 |
124-093 |
124-042 |
123-219 |
|
R2 |
123-288 |
123-288 |
123-208 |
|
R1 |
123-237 |
123-237 |
123-196 |
123-200 |
PP |
123-163 |
123-163 |
123-163 |
123-145 |
S1 |
123-112 |
123-112 |
123-174 |
123-075 |
S2 |
123-038 |
123-038 |
123-162 |
|
S3 |
122-233 |
122-307 |
123-151 |
|
S4 |
122-108 |
122-182 |
123-116 |
|
|
Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-168 |
128-127 |
124-189 |
|
R3 |
127-218 |
126-177 |
124-027 |
|
R2 |
125-268 |
125-268 |
123-293 |
|
R1 |
124-227 |
124-227 |
123-239 |
124-112 |
PP |
123-318 |
123-318 |
123-318 |
123-261 |
S1 |
122-277 |
122-277 |
123-131 |
122-163 |
S2 |
122-048 |
122-048 |
123-077 |
|
S3 |
120-098 |
121-007 |
123-023 |
|
S4 |
118-148 |
119-057 |
122-181 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-040 |
123-090 |
1-270 |
1.5% |
0-178 |
0.5% |
16% |
False |
True |
1,464,564 |
10 |
125-045 |
123-090 |
1-275 |
1.5% |
0-170 |
0.4% |
16% |
False |
True |
1,301,301 |
20 |
125-045 |
123-065 |
1-300 |
1.6% |
0-168 |
0.4% |
19% |
False |
False |
672,334 |
40 |
125-045 |
123-000 |
2-045 |
1.7% |
0-180 |
0.5% |
27% |
False |
False |
338,091 |
60 |
125-045 |
122-000 |
3-045 |
2.5% |
0-133 |
0.3% |
50% |
False |
False |
225,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-106 |
2.618 |
124-222 |
1.618 |
124-097 |
1.000 |
124-020 |
0.618 |
123-292 |
HIGH |
123-215 |
0.618 |
123-167 |
0.500 |
123-153 |
0.382 |
123-138 |
LOW |
123-090 |
0.618 |
123-013 |
1.000 |
122-285 |
1.618 |
122-208 |
2.618 |
122-083 |
4.250 |
121-199 |
|
|
Fisher Pivots for day following 03-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
123-174 |
123-250 |
PP |
123-163 |
123-228 |
S1 |
123-153 |
123-207 |
|