ECBOT 10 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 16-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2017 |
16-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
122-265 |
123-255 |
0-310 |
0.8% |
123-180 |
High |
123-260 |
123-280 |
0-020 |
0.1% |
123-275 |
Low |
122-260 |
123-125 |
0-185 |
0.5% |
122-205 |
Close |
123-235 |
123-190 |
-0-045 |
-0.1% |
123-005 |
Range |
1-000 |
0-155 |
-0-165 |
-51.6% |
1-070 |
ATR |
0-175 |
0-173 |
-0-001 |
-0.8% |
0-000 |
Volume |
1,563,846 |
1,231,017 |
-332,829 |
-21.3% |
6,376,259 |
|
Daily Pivots for day following 16-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-023 |
124-262 |
123-275 |
|
R3 |
124-188 |
124-107 |
123-233 |
|
R2 |
124-033 |
124-033 |
123-218 |
|
R1 |
123-272 |
123-272 |
123-204 |
123-235 |
PP |
123-198 |
123-198 |
123-198 |
123-180 |
S1 |
123-117 |
123-117 |
123-176 |
123-080 |
S2 |
123-043 |
123-043 |
123-162 |
|
S3 |
122-208 |
122-282 |
123-147 |
|
S4 |
122-053 |
122-127 |
123-105 |
|
|
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 |
123-280 |
122-205 |
1-075 |
1.0% |
0-184 |
0.5% |
77% |
True |
False |
1,248,375 |
10 |
123-280 |
122-205 |
1-075 |
1.0% |
0-160 |
0.4% |
77% |
True |
False |
1,232,643 |
20 |
125-045 |
122-205 |
2-160 |
2.0% |
0-168 |
0.4% |
38% |
False |
False |
1,203,422 |
40 |
125-045 |
122-205 |
2-160 |
2.0% |
0-168 |
0.4% |
38% |
False |
False |
611,988 |
60 |
125-045 |
122-080 |
2-285 |
2.3% |
0-155 |
0.4% |
46% |
False |
False |
408,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-299 |
2.618 |
125-046 |
1.618 |
124-211 |
1.000 |
124-115 |
0.618 |
124-056 |
HIGH |
123-280 |
0.618 |
123-221 |
0.500 |
123-202 |
0.382 |
123-184 |
LOW |
123-125 |
0.618 |
123-029 |
1.000 |
122-290 |
1.618 |
122-194 |
2.618 |
122-039 |
4.250 |
121-106 |
|
|
Fisher Pivots for day following 16-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
123-202 |
123-154 |
PP |
123-198 |
123-118 |
S1 |
123-194 |
123-082 |
|