ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 13-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2017 |
13-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
122-235 |
123-020 |
0-105 |
0.3% |
123-180 |
| High |
123-040 |
123-075 |
0-035 |
0.1% |
123-275 |
| Low |
122-205 |
122-215 |
0-010 |
0.0% |
122-205 |
| Close |
123-005 |
122-255 |
-0-070 |
-0.2% |
123-005 |
| Range |
0-155 |
0-180 |
0-025 |
16.1% |
1-070 |
| ATR |
0-167 |
0-168 |
0-001 |
0.6% |
0-000 |
| Volume |
1,648,148 |
860,406 |
-787,742 |
-47.8% |
6,376,259 |
|
| Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-188 |
124-082 |
123-034 |
|
| R3 |
124-008 |
123-222 |
122-305 |
|
| R2 |
123-148 |
123-148 |
122-288 |
|
| R1 |
123-042 |
123-042 |
122-272 |
123-005 |
| PP |
122-288 |
122-288 |
122-288 |
122-270 |
| S1 |
122-182 |
122-182 |
122-239 |
122-145 |
| S2 |
122-108 |
122-108 |
122-222 |
|
| S3 |
121-248 |
122-002 |
122-206 |
|
| S4 |
121-068 |
121-142 |
122-156 |
|
|
| 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 |
123-205 |
122-205 |
1-000 |
0.8% |
0-154 |
0.4% |
16% |
False |
False |
1,261,790 |
| 10 |
124-260 |
122-205 |
2-055 |
1.8% |
0-159 |
0.4% |
7% |
False |
False |
1,342,369 |
| 20 |
125-045 |
122-205 |
2-160 |
2.0% |
0-162 |
0.4% |
6% |
False |
False |
1,027,841 |
| 40 |
125-045 |
122-205 |
2-160 |
2.0% |
0-173 |
0.4% |
6% |
False |
False |
518,762 |
| 60 |
125-045 |
122-000 |
3-045 |
2.6% |
0-148 |
0.4% |
25% |
False |
False |
346,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-200 |
|
2.618 |
124-226 |
|
1.618 |
124-046 |
|
1.000 |
123-255 |
|
0.618 |
123-186 |
|
HIGH |
123-075 |
|
0.618 |
123-006 |
|
0.500 |
122-305 |
|
0.382 |
122-284 |
|
LOW |
122-215 |
|
0.618 |
122-104 |
|
1.000 |
122-035 |
|
1.618 |
121-244 |
|
2.618 |
121-064 |
|
4.250 |
120-090 |
|
|
| Fisher Pivots for day following 13-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
122-305 |
122-300 |
| PP |
122-288 |
122-285 |
| S1 |
122-272 |
122-270 |
|