ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 28-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2017 |
28-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
124-135 |
124-205 |
0-070 |
0.2% |
123-240 |
| High |
124-295 |
124-265 |
-0-030 |
-0.1% |
124-230 |
| Low |
124-135 |
124-085 |
-0-050 |
-0.1% |
123-210 |
| Close |
124-215 |
124-115 |
-0-100 |
-0.3% |
124-170 |
| Range |
0-160 |
0-180 |
0-020 |
12.5% |
1-020 |
| ATR |
0-165 |
0-166 |
0-001 |
0.7% |
0-000 |
| Volume |
1,144,030 |
1,345,398 |
201,368 |
17.6% |
6,785,006 |
|
| Daily Pivots for day following 28-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-055 |
125-265 |
124-214 |
|
| R3 |
125-195 |
125-085 |
124-165 |
|
| R2 |
125-015 |
125-015 |
124-148 |
|
| R1 |
124-225 |
124-225 |
124-132 |
124-190 |
| PP |
124-155 |
124-155 |
124-155 |
124-137 |
| S1 |
124-045 |
124-045 |
124-099 |
124-010 |
| S2 |
123-295 |
123-295 |
124-082 |
|
| S3 |
123-115 |
123-185 |
124-066 |
|
| S4 |
122-255 |
123-005 |
124-016 |
|
|
| 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 |
124-060 |
0-235 |
0.6% |
0-144 |
0.4% |
23% |
False |
False |
1,341,216 |
| 10 |
124-295 |
122-260 |
2-035 |
1.7% |
0-171 |
0.4% |
73% |
False |
False |
1,291,528 |
| 20 |
124-295 |
122-205 |
2-090 |
1.8% |
0-159 |
0.4% |
75% |
False |
False |
1,271,855 |
| 40 |
125-045 |
122-205 |
2-160 |
2.0% |
0-164 |
0.4% |
69% |
False |
False |
864,168 |
| 60 |
125-045 |
122-205 |
2-160 |
2.0% |
0-171 |
0.4% |
69% |
False |
False |
576,902 |
| 80 |
125-045 |
122-000 |
3-045 |
2.5% |
0-134 |
0.3% |
75% |
False |
False |
432,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-070 |
|
2.618 |
126-096 |
|
1.618 |
125-236 |
|
1.000 |
125-125 |
|
0.618 |
125-056 |
|
HIGH |
124-265 |
|
0.618 |
124-196 |
|
0.500 |
124-175 |
|
0.382 |
124-154 |
|
LOW |
124-085 |
|
0.618 |
123-294 |
|
1.000 |
123-225 |
|
1.618 |
123-114 |
|
2.618 |
122-254 |
|
4.250 |
121-280 |
|
|
| Fisher Pivots for day following 28-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-175 |
124-183 |
| PP |
124-155 |
124-160 |
| S1 |
124-135 |
124-138 |
|