ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 09-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2017 |
09-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
123-125 |
123-015 |
-0-110 |
-0.3% |
125-040 |
| High |
123-165 |
123-040 |
-0-125 |
-0.3% |
125-040 |
| Low |
122-270 |
122-225 |
-0-045 |
-0.1% |
123-090 |
| Close |
123-045 |
122-265 |
-0-100 |
-0.3% |
123-185 |
| Range |
0-215 |
0-135 |
-0-080 |
-37.2% |
1-270 |
| ATR |
0-170 |
0-168 |
-0-002 |
-1.2% |
0-000 |
| Volume |
1,719,991 |
1,220,428 |
-499,563 |
-29.0% |
7,322,823 |
|
| Daily Pivots for day following 09-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-048 |
123-292 |
123-019 |
|
| R3 |
123-233 |
123-157 |
122-302 |
|
| R2 |
123-098 |
123-098 |
122-290 |
|
| R1 |
123-022 |
123-022 |
122-277 |
122-312 |
| PP |
122-283 |
122-283 |
122-283 |
122-269 |
| S1 |
122-207 |
122-207 |
122-253 |
122-177 |
| S2 |
122-148 |
122-148 |
122-240 |
|
| S3 |
122-013 |
122-072 |
122-228 |
|
| S4 |
121-198 |
121-257 |
122-191 |
|
|
| 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 |
122-225 |
1-050 |
0.9% |
0-135 |
0.3% |
11% |
False |
True |
1,216,911 |
| 10 |
125-045 |
122-225 |
2-140 |
2.0% |
0-163 |
0.4% |
5% |
False |
True |
1,375,489 |
| 20 |
125-045 |
122-225 |
2-140 |
2.0% |
0-159 |
0.4% |
5% |
False |
True |
904,418 |
| 40 |
125-045 |
122-225 |
2-140 |
2.0% |
0-174 |
0.4% |
5% |
False |
True |
456,214 |
| 60 |
125-045 |
122-000 |
3-045 |
2.6% |
0-142 |
0.4% |
26% |
False |
False |
304,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-294 |
|
2.618 |
124-073 |
|
1.618 |
123-258 |
|
1.000 |
123-175 |
|
0.618 |
123-123 |
|
HIGH |
123-040 |
|
0.618 |
122-308 |
|
0.500 |
122-292 |
|
0.382 |
122-277 |
|
LOW |
122-225 |
|
0.618 |
122-142 |
|
1.000 |
122-090 |
|
1.618 |
122-007 |
|
2.618 |
121-192 |
|
4.250 |
120-291 |
|
|
| Fisher Pivots for day following 09-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
122-292 |
123-055 |
| PP |
122-283 |
123-018 |
| S1 |
122-274 |
122-302 |
|