ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 20-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2017 |
20-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
123-120 |
123-240 |
0-120 |
0.3% |
123-020 |
| High |
123-280 |
124-025 |
0-065 |
0.2% |
123-280 |
| Low |
123-115 |
123-210 |
0-095 |
0.2% |
122-205 |
| Close |
123-240 |
124-000 |
0-080 |
0.2% |
123-240 |
| Range |
0-165 |
0-135 |
-0-030 |
-18.2% |
1-075 |
| ATR |
0-173 |
0-170 |
-0-003 |
-1.6% |
0-000 |
| Volume |
845,989 |
778,950 |
-67,039 |
-7.9% |
5,439,718 |
|
| Daily Pivots for day following 20-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-057 |
125-003 |
124-074 |
|
| R3 |
124-242 |
124-188 |
124-037 |
|
| R2 |
124-107 |
124-107 |
124-025 |
|
| R1 |
124-053 |
124-053 |
124-012 |
124-080 |
| PP |
123-292 |
123-292 |
123-292 |
123-305 |
| S1 |
123-238 |
123-238 |
123-308 |
123-265 |
| S2 |
123-157 |
123-157 |
123-295 |
|
| S3 |
123-022 |
123-103 |
123-283 |
|
| S4 |
122-207 |
122-288 |
123-246 |
|
|
| 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 |
124-025 |
122-205 |
1-140 |
1.2% |
0-177 |
0.4% |
95% |
True |
False |
1,071,652 |
| 10 |
124-025 |
122-205 |
1-140 |
1.2% |
0-165 |
0.4% |
95% |
True |
False |
1,166,721 |
| 20 |
125-045 |
122-205 |
2-160 |
2.0% |
0-165 |
0.4% |
54% |
False |
False |
1,273,023 |
| 40 |
125-045 |
122-205 |
2-160 |
2.0% |
0-167 |
0.4% |
54% |
False |
False |
652,475 |
| 60 |
125-045 |
122-180 |
2-185 |
2.1% |
0-158 |
0.4% |
56% |
False |
False |
435,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-279 |
|
2.618 |
125-058 |
|
1.618 |
124-243 |
|
1.000 |
124-160 |
|
0.618 |
124-108 |
|
HIGH |
124-025 |
|
0.618 |
123-293 |
|
0.500 |
123-278 |
|
0.382 |
123-262 |
|
LOW |
123-210 |
|
0.618 |
123-127 |
|
1.000 |
123-075 |
|
1.618 |
122-312 |
|
2.618 |
122-177 |
|
4.250 |
121-276 |
|
|
| Fisher Pivots for day following 20-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
123-306 |
123-290 |
| PP |
123-292 |
123-260 |
| S1 |
123-278 |
123-230 |
|