ECBOT 10 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 06-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2017 |
06-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
123-190 |
123-180 |
-0-010 |
0.0% |
125-040 |
High |
123-215 |
123-275 |
0-060 |
0.2% |
125-040 |
Low |
123-090 |
123-160 |
0-070 |
0.2% |
123-090 |
Close |
123-185 |
123-190 |
0-005 |
0.0% |
123-185 |
Range |
0-125 |
0-115 |
-0-010 |
-8.0% |
1-270 |
ATR |
0-177 |
0-172 |
-0-004 |
-2.5% |
0-000 |
Volume |
1,356,447 |
927,711 |
-428,736 |
-31.6% |
7,322,823 |
|
Daily Pivots for day following 06-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-233 |
124-167 |
123-253 |
|
R3 |
124-118 |
124-052 |
123-222 |
|
R2 |
124-003 |
124-003 |
123-211 |
|
R1 |
123-257 |
123-257 |
123-201 |
123-290 |
PP |
123-208 |
123-208 |
123-208 |
123-225 |
S1 |
123-142 |
123-142 |
123-179 |
123-175 |
S2 |
123-093 |
123-093 |
123-169 |
|
S3 |
122-298 |
123-027 |
123-158 |
|
S4 |
122-183 |
122-232 |
123-127 |
|
|
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 |
124-260 |
123-090 |
1-170 |
1.2% |
0-164 |
0.4% |
20% |
False |
False |
1,422,947 |
10 |
125-045 |
123-090 |
1-275 |
1.5% |
0-164 |
0.4% |
17% |
False |
False |
1,379,325 |
20 |
125-045 |
123-065 |
1-300 |
1.6% |
0-163 |
0.4% |
20% |
False |
False |
718,441 |
40 |
125-045 |
123-000 |
2-045 |
1.7% |
0-176 |
0.4% |
28% |
False |
False |
361,244 |
60 |
125-045 |
122-000 |
3-045 |
2.5% |
0-135 |
0.3% |
51% |
False |
False |
240,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-124 |
2.618 |
124-256 |
1.618 |
124-141 |
1.000 |
124-070 |
0.618 |
124-026 |
HIGH |
123-275 |
0.618 |
123-231 |
0.500 |
123-218 |
0.382 |
123-204 |
LOW |
123-160 |
0.618 |
123-089 |
1.000 |
123-045 |
1.618 |
122-294 |
2.618 |
122-179 |
4.250 |
121-311 |
|
|
Fisher Pivots for day following 06-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
123-218 |
123-188 |
PP |
123-208 |
123-185 |
S1 |
123-199 |
123-183 |
|