ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 27-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2017 |
27-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
124-105 |
124-135 |
0-030 |
0.1% |
123-240 |
| High |
124-190 |
124-295 |
0-105 |
0.3% |
124-230 |
| Low |
124-070 |
124-135 |
0-065 |
0.2% |
123-210 |
| Close |
124-170 |
124-215 |
0-045 |
0.1% |
124-170 |
| Range |
0-120 |
0-160 |
0-040 |
33.3% |
1-020 |
| ATR |
0-165 |
0-165 |
0-000 |
-0.2% |
0-000 |
| Volume |
1,004,433 |
1,144,030 |
139,597 |
13.9% |
6,785,006 |
|
| Daily Pivots for day following 27-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-055 |
125-295 |
124-303 |
|
| R3 |
125-215 |
125-135 |
124-259 |
|
| R2 |
125-055 |
125-055 |
124-244 |
|
| R1 |
124-295 |
124-295 |
124-230 |
125-015 |
| PP |
124-215 |
124-215 |
124-215 |
124-235 |
| S1 |
124-135 |
124-135 |
124-200 |
124-175 |
| S2 |
124-055 |
124-055 |
124-186 |
|
| S3 |
123-215 |
123-295 |
124-171 |
|
| S4 |
123-055 |
123-135 |
124-127 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-157 |
127-023 |
125-037 |
|
| R3 |
126-137 |
126-003 |
124-264 |
|
| R2 |
125-117 |
125-117 |
124-232 |
|
| R1 |
124-303 |
124-303 |
124-201 |
125-050 |
| PP |
124-097 |
124-097 |
124-097 |
124-130 |
| S1 |
123-283 |
123-283 |
124-139 |
124-030 |
| S2 |
123-077 |
123-077 |
124-108 |
|
| S3 |
122-057 |
122-263 |
124-077 |
|
| S4 |
121-037 |
121-243 |
123-303 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-295 |
123-245 |
1-050 |
0.9% |
0-151 |
0.4% |
78% |
True |
False |
1,430,017 |
| 10 |
124-295 |
122-205 |
2-090 |
1.8% |
0-164 |
0.4% |
89% |
True |
False |
1,250,834 |
| 20 |
124-295 |
122-205 |
2-090 |
1.8% |
0-161 |
0.4% |
89% |
True |
False |
1,296,601 |
| 40 |
125-045 |
122-205 |
2-160 |
2.0% |
0-162 |
0.4% |
81% |
False |
False |
830,678 |
| 60 |
125-045 |
122-205 |
2-160 |
2.0% |
0-169 |
0.4% |
81% |
False |
False |
554,479 |
| 80 |
125-045 |
122-000 |
3-045 |
2.5% |
0-131 |
0.3% |
85% |
False |
False |
415,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-015 |
|
2.618 |
126-074 |
|
1.618 |
125-234 |
|
1.000 |
125-135 |
|
0.618 |
125-074 |
|
HIGH |
124-295 |
|
0.618 |
124-234 |
|
0.500 |
124-215 |
|
0.382 |
124-196 |
|
LOW |
124-135 |
|
0.618 |
124-036 |
|
1.000 |
123-295 |
|
1.618 |
123-196 |
|
2.618 |
123-036 |
|
4.250 |
122-095 |
|
|
| Fisher Pivots for day following 27-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-215 |
124-203 |
| PP |
124-215 |
124-190 |
| S1 |
124-215 |
124-178 |
|