ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 23-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2017 |
23-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
124-130 |
124-145 |
0-015 |
0.0% |
123-020 |
| High |
124-230 |
124-200 |
-0-030 |
-0.1% |
123-280 |
| Low |
124-110 |
124-060 |
-0-050 |
-0.1% |
122-205 |
| Close |
124-170 |
124-130 |
-0-040 |
-0.1% |
123-240 |
| Range |
0-120 |
0-140 |
0-020 |
16.7% |
1-075 |
| ATR |
0-171 |
0-169 |
-0-002 |
-1.3% |
0-000 |
| Volume |
1,678,891 |
1,533,329 |
-145,562 |
-8.7% |
5,439,718 |
|
| Daily Pivots for day following 23-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-230 |
125-160 |
124-207 |
|
| R3 |
125-090 |
125-020 |
124-169 |
|
| R2 |
124-270 |
124-270 |
124-156 |
|
| R1 |
124-200 |
124-200 |
124-143 |
124-165 |
| PP |
124-130 |
124-130 |
124-130 |
124-113 |
| S1 |
124-060 |
124-060 |
124-117 |
124-025 |
| S2 |
123-310 |
123-310 |
124-104 |
|
| S3 |
123-170 |
123-240 |
124-092 |
|
| S4 |
123-030 |
123-100 |
124-053 |
|
|
| 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 |
124-230 |
123-115 |
1-115 |
1.1% |
0-155 |
0.4% |
77% |
False |
False |
1,325,312 |
| 10 |
124-230 |
122-205 |
2-025 |
1.7% |
0-170 |
0.4% |
85% |
False |
False |
1,286,843 |
| 20 |
125-045 |
122-205 |
2-160 |
2.0% |
0-166 |
0.4% |
71% |
False |
False |
1,331,166 |
| 40 |
125-045 |
122-205 |
2-160 |
2.0% |
0-161 |
0.4% |
71% |
False |
False |
777,265 |
| 60 |
125-045 |
122-180 |
2-185 |
2.1% |
0-166 |
0.4% |
72% |
False |
False |
518,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-155 |
|
2.618 |
125-247 |
|
1.618 |
125-107 |
|
1.000 |
125-020 |
|
0.618 |
124-287 |
|
HIGH |
124-200 |
|
0.618 |
124-147 |
|
0.500 |
124-130 |
|
0.382 |
124-113 |
|
LOW |
124-060 |
|
0.618 |
123-293 |
|
1.000 |
123-240 |
|
1.618 |
123-153 |
|
2.618 |
123-013 |
|
4.250 |
122-105 |
|
|
| Fisher Pivots for day following 23-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-130 |
124-113 |
| PP |
124-130 |
124-095 |
| S1 |
124-130 |
124-078 |
|