ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 14-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2017 |
14-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
123-020 |
122-215 |
-0-125 |
-0.3% |
123-180 |
| High |
123-075 |
122-315 |
-0-080 |
-0.2% |
123-275 |
| Low |
122-215 |
122-205 |
-0-010 |
0.0% |
122-205 |
| Close |
122-255 |
122-280 |
0-025 |
0.1% |
123-005 |
| Range |
0-180 |
0-110 |
-0-070 |
-38.9% |
1-070 |
| ATR |
0-168 |
0-163 |
-0-004 |
-2.5% |
0-000 |
| Volume |
860,406 |
938,460 |
78,054 |
9.1% |
6,376,259 |
|
| Daily Pivots for day following 14-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-277 |
123-228 |
123-021 |
|
| R3 |
123-167 |
123-118 |
122-310 |
|
| R2 |
123-057 |
123-057 |
122-300 |
|
| R1 |
123-008 |
123-008 |
122-290 |
123-033 |
| PP |
122-267 |
122-267 |
122-267 |
122-279 |
| S1 |
122-218 |
122-218 |
122-270 |
122-242 |
| S2 |
122-157 |
122-157 |
122-260 |
|
| S3 |
122-047 |
122-108 |
122-250 |
|
| S4 |
121-257 |
121-318 |
122-219 |
|
|
| 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 |
123-165 |
122-205 |
0-280 |
0.7% |
0-159 |
0.4% |
27% |
False |
True |
1,277,486 |
| 10 |
124-090 |
122-205 |
1-205 |
1.3% |
0-148 |
0.4% |
14% |
False |
True |
1,252,181 |
| 20 |
125-045 |
122-205 |
2-160 |
2.0% |
0-162 |
0.4% |
9% |
False |
True |
1,072,928 |
| 40 |
125-045 |
122-205 |
2-160 |
2.0% |
0-170 |
0.4% |
9% |
False |
True |
542,206 |
| 60 |
125-045 |
122-000 |
3-045 |
2.6% |
0-149 |
0.4% |
28% |
False |
False |
361,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-143 |
|
2.618 |
123-283 |
|
1.618 |
123-173 |
|
1.000 |
123-105 |
|
0.618 |
123-063 |
|
HIGH |
122-315 |
|
0.618 |
122-273 |
|
0.500 |
122-260 |
|
0.382 |
122-247 |
|
LOW |
122-205 |
|
0.618 |
122-137 |
|
1.000 |
122-095 |
|
1.618 |
122-027 |
|
2.618 |
121-237 |
|
4.250 |
121-057 |
|
|
| Fisher Pivots for day following 14-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
122-273 |
122-300 |
| PP |
122-267 |
122-293 |
| S1 |
122-260 |
122-287 |
|