ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 08-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2017 |
08-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
123-175 |
123-125 |
-0-050 |
-0.1% |
125-040 |
| High |
123-205 |
123-165 |
-0-040 |
-0.1% |
125-040 |
| Low |
123-120 |
122-270 |
-0-170 |
-0.4% |
123-090 |
| Close |
123-145 |
123-045 |
-0-100 |
-0.3% |
123-185 |
| Range |
0-085 |
0-215 |
0-130 |
152.9% |
1-270 |
| ATR |
0-166 |
0-170 |
0-003 |
2.1% |
0-000 |
| Volume |
859,981 |
1,719,991 |
860,010 |
100.0% |
7,322,823 |
|
| Daily Pivots for day following 08-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-058 |
124-267 |
123-163 |
|
| R3 |
124-163 |
124-052 |
123-104 |
|
| R2 |
123-268 |
123-268 |
123-084 |
|
| R1 |
123-157 |
123-157 |
123-065 |
123-105 |
| PP |
123-053 |
123-053 |
123-053 |
123-028 |
| S1 |
122-262 |
122-262 |
123-025 |
122-210 |
| S2 |
122-158 |
122-158 |
123-006 |
|
| S3 |
121-263 |
122-047 |
122-306 |
|
| S4 |
121-048 |
121-152 |
122-247 |
|
|
| 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 |
123-275 |
122-270 |
1-005 |
0.8% |
0-137 |
0.3% |
29% |
False |
True |
1,245,210 |
| 10 |
125-045 |
122-270 |
2-095 |
1.9% |
0-163 |
0.4% |
13% |
False |
True |
1,489,278 |
| 20 |
125-045 |
122-270 |
2-095 |
1.9% |
0-161 |
0.4% |
13% |
False |
True |
845,693 |
| 40 |
125-045 |
122-270 |
2-095 |
1.9% |
0-173 |
0.4% |
13% |
False |
True |
425,713 |
| 60 |
125-045 |
122-000 |
3-045 |
2.6% |
0-140 |
0.4% |
36% |
False |
False |
283,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-119 |
|
2.618 |
125-088 |
|
1.618 |
124-193 |
|
1.000 |
124-060 |
|
0.618 |
123-298 |
|
HIGH |
123-165 |
|
0.618 |
123-083 |
|
0.500 |
123-058 |
|
0.382 |
123-032 |
|
LOW |
122-270 |
|
0.618 |
122-137 |
|
1.000 |
122-055 |
|
1.618 |
121-242 |
|
2.618 |
121-027 |
|
4.250 |
119-316 |
|
|
| Fisher Pivots for day following 08-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
123-058 |
123-113 |
| PP |
123-053 |
123-090 |
| S1 |
123-049 |
123-067 |
|