ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 10-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2017 |
10-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
123-015 |
122-235 |
-0-100 |
-0.3% |
123-180 |
| High |
123-040 |
123-040 |
0-000 |
0.0% |
123-275 |
| Low |
122-225 |
122-205 |
-0-020 |
-0.1% |
122-205 |
| Close |
122-265 |
123-005 |
0-060 |
0.2% |
123-005 |
| Range |
0-135 |
0-155 |
0-020 |
14.8% |
1-070 |
| ATR |
0-168 |
0-167 |
-0-001 |
-0.5% |
0-000 |
| Volume |
1,220,428 |
1,648,148 |
427,720 |
35.0% |
6,376,259 |
|
| Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-122 |
124-058 |
123-090 |
|
| R3 |
123-287 |
123-223 |
123-048 |
|
| R2 |
123-132 |
123-132 |
123-033 |
|
| R1 |
123-068 |
123-068 |
123-019 |
123-100 |
| PP |
122-297 |
122-297 |
122-297 |
122-312 |
| S1 |
122-233 |
122-233 |
122-311 |
122-265 |
| S2 |
122-142 |
122-142 |
122-297 |
|
| S3 |
121-307 |
122-078 |
122-282 |
|
| S4 |
121-152 |
121-243 |
122-240 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-265 |
126-045 |
123-220 |
|
| R3 |
125-195 |
124-295 |
123-112 |
|
| R2 |
124-125 |
124-125 |
123-076 |
|
| R1 |
123-225 |
123-225 |
123-041 |
123-140 |
| PP |
123-055 |
123-055 |
123-055 |
123-012 |
| S1 |
122-155 |
122-155 |
122-289 |
122-070 |
| S2 |
121-305 |
121-305 |
122-253 |
|
| S3 |
120-235 |
121-085 |
122-218 |
|
| S4 |
119-165 |
120-015 |
122-110 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-275 |
122-205 |
1-070 |
1.0% |
0-141 |
0.4% |
31% |
False |
True |
1,275,251 |
| 10 |
125-040 |
122-205 |
2-155 |
2.0% |
0-159 |
0.4% |
15% |
False |
True |
1,369,908 |
| 20 |
125-045 |
122-205 |
2-160 |
2.0% |
0-157 |
0.4% |
15% |
False |
True |
985,290 |
| 40 |
125-045 |
122-205 |
2-160 |
2.0% |
0-173 |
0.4% |
15% |
False |
True |
497,344 |
| 60 |
125-045 |
122-000 |
3-045 |
2.6% |
0-145 |
0.4% |
32% |
False |
False |
331,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-059 |
|
2.618 |
124-126 |
|
1.618 |
123-291 |
|
1.000 |
123-195 |
|
0.618 |
123-136 |
|
HIGH |
123-040 |
|
0.618 |
122-301 |
|
0.500 |
122-282 |
|
0.382 |
122-264 |
|
LOW |
122-205 |
|
0.618 |
122-109 |
|
1.000 |
122-050 |
|
1.618 |
121-274 |
|
2.618 |
121-119 |
|
4.250 |
120-186 |
|
|
| Fisher Pivots for day following 10-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
122-311 |
123-025 |
| PP |
122-297 |
123-018 |
| S1 |
122-282 |
123-012 |
|