ECBOT 10 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 15-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2017 |
15-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
122-215 |
122-265 |
0-050 |
0.1% |
123-180 |
High |
122-315 |
123-260 |
0-265 |
0.7% |
123-275 |
Low |
122-205 |
122-260 |
0-055 |
0.1% |
122-205 |
Close |
122-280 |
123-235 |
0-275 |
0.7% |
123-005 |
Range |
0-110 |
1-000 |
0-210 |
190.9% |
1-070 |
ATR |
0-163 |
0-175 |
0-011 |
6.8% |
0-000 |
Volume |
938,460 |
1,563,846 |
625,386 |
66.6% |
6,376,259 |
|
Daily Pivots for day following 15-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-145 |
126-030 |
124-091 |
|
R3 |
125-145 |
125-030 |
124-003 |
|
R2 |
124-145 |
124-145 |
123-294 |
|
R1 |
124-030 |
124-030 |
123-264 |
124-088 |
PP |
123-145 |
123-145 |
123-145 |
123-174 |
S1 |
123-030 |
123-030 |
123-206 |
123-088 |
S2 |
122-145 |
122-145 |
123-176 |
|
S3 |
121-145 |
122-030 |
123-147 |
|
S4 |
120-145 |
121-030 |
123-059 |
|
|
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 |
123-260 |
122-205 |
1-055 |
0.9% |
0-180 |
0.5% |
93% |
True |
False |
1,246,257 |
10 |
123-275 |
122-205 |
1-070 |
1.0% |
0-158 |
0.4% |
90% |
False |
False |
1,245,733 |
20 |
125-045 |
122-205 |
2-160 |
2.0% |
0-168 |
0.4% |
44% |
False |
False |
1,147,030 |
40 |
125-045 |
122-205 |
2-160 |
2.0% |
0-172 |
0.4% |
44% |
False |
False |
581,279 |
60 |
125-045 |
122-000 |
3-045 |
2.5% |
0-154 |
0.4% |
55% |
False |
False |
387,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-020 |
2.618 |
126-138 |
1.618 |
125-138 |
1.000 |
124-260 |
0.618 |
124-138 |
HIGH |
123-260 |
0.618 |
123-138 |
0.500 |
123-100 |
0.382 |
123-062 |
LOW |
122-260 |
0.618 |
122-062 |
1.000 |
121-260 |
1.618 |
121-062 |
2.618 |
120-062 |
4.250 |
118-180 |
|
|
Fisher Pivots for day following 15-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
123-190 |
123-181 |
PP |
123-145 |
123-127 |
S1 |
123-100 |
123-072 |
|