ECBOT 10 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 17-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2017 |
17-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
123-255 |
123-120 |
-0-135 |
-0.3% |
123-020 |
High |
123-280 |
123-280 |
0-000 |
0.0% |
123-280 |
Low |
123-125 |
123-115 |
-0-010 |
0.0% |
122-205 |
Close |
123-190 |
123-240 |
0-050 |
0.1% |
123-240 |
Range |
0-155 |
0-165 |
0-010 |
6.4% |
1-075 |
ATR |
0-173 |
0-173 |
-0-001 |
-0.3% |
0-000 |
Volume |
1,231,017 |
845,989 |
-385,028 |
-31.3% |
5,439,718 |
|
Daily Pivots for day following 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-067 |
124-318 |
124-011 |
|
R3 |
124-222 |
124-153 |
123-285 |
|
R2 |
124-057 |
124-057 |
123-270 |
|
R1 |
123-308 |
123-308 |
123-255 |
124-022 |
PP |
123-212 |
123-212 |
123-212 |
123-229 |
S1 |
123-143 |
123-143 |
123-225 |
123-178 |
S2 |
123-047 |
123-047 |
123-210 |
|
S3 |
122-202 |
122-298 |
123-195 |
|
S4 |
122-037 |
122-133 |
123-149 |
|
|
Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-040 |
126-215 |
124-137 |
|
R3 |
125-285 |
125-140 |
124-029 |
|
R2 |
124-210 |
124-210 |
123-312 |
|
R1 |
124-065 |
124-065 |
123-276 |
124-138 |
PP |
123-135 |
123-135 |
123-135 |
123-171 |
S1 |
122-310 |
122-310 |
123-204 |
123-062 |
S2 |
122-060 |
122-060 |
123-168 |
|
S3 |
120-305 |
121-235 |
123-131 |
|
S4 |
119-230 |
120-160 |
123-023 |
|
|
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% |
0-186 |
0.5% |
90% |
True |
False |
1,087,943 |
10 |
123-280 |
122-205 |
1-075 |
1.0% |
0-164 |
0.4% |
90% |
True |
False |
1,181,597 |
20 |
125-045 |
122-205 |
2-160 |
2.0% |
0-167 |
0.4% |
44% |
False |
False |
1,241,449 |
40 |
125-045 |
122-205 |
2-160 |
2.0% |
0-168 |
0.4% |
44% |
False |
False |
633,021 |
60 |
125-045 |
122-080 |
2-285 |
2.3% |
0-158 |
0.4% |
52% |
False |
False |
422,328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-021 |
2.618 |
125-072 |
1.618 |
124-227 |
1.000 |
124-125 |
0.618 |
124-062 |
HIGH |
123-280 |
0.618 |
123-217 |
0.500 |
123-198 |
0.382 |
123-178 |
LOW |
123-115 |
0.618 |
123-013 |
1.000 |
122-270 |
1.618 |
122-168 |
2.618 |
122-003 |
4.250 |
121-054 |
|
|
Fisher Pivots for day following 17-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
123-226 |
123-197 |
PP |
123-212 |
123-153 |
S1 |
123-198 |
123-110 |
|